# EDGAR Filing Document

**Accession Number:** 0000719269
**File Stem:** 0001752724-23-037785
**Filing Date:** 2023-2
**Character Count:** 146383
**Document Hash:** 16a1993f2f3359f1fd9759aea2e87c2d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-037785.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-037785

**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:** MFS VARIABLE INSURANCE TRUST II
- **CENTRAL INDEX KEY:** 0000719269
- **IRS NUMBER:** 046540044
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03732
- **FILM NUMBER:** 23663329

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 16179545839

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS SUN LIFE SERIES TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS SERIES TRUST
- **DATE OF NAME CHANGE:** 19850325

## Series and Classes Contracts Data

### MFS High Yield Portfolio (Series ID: S000002636)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000007241 | Initial Class |  |
| C000007242 | Service Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS VARIABLE INSURANCE TRUST II

- **b. Investment Company Act file number:** 811-03732

- **c. CIK number of Registrant:** 0000719269

- **d. LEI of Registrant:** LQOFLJQP174GQBC84T87

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

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

- **b. EDGAR series identifier (if any):** S000002636

- **c. LEI of Series:** ZJO44YL9IRHSPRALW090

**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:** $253482830.66

**Total Liabilities:** $379387.23

**Net Assets:** $253103443.43

**Cash Not Reported:** $51412.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12.40000000 | **1-Year:** -635.19000000 | **5-Year:** -2979.26000000 | **10-Year:** -868.13000000 | **30-Year:** 0.00000000

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

- **3-Month:** -330.47000000 | **1-Year:** -14619.99000000 | **5-Year:** -67796.57000000 | **10-Year:** -18250.95000000 | **30-Year:** -132.37000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007241 | 3.12%                | 2.38%                | -0.42%               |
| Class ID C000007242 | 2.93%                | 2.41%                | -0.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1892218.69             | $8350924.97                                |
| Month 2  | $-753137.34              | $5945790.82                                |
| Month 3  | $-1315266.36             | $-1372732.46                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HERENS HOLDCO SARL                       | Herens Holdco Sarl                                                          | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    690000 | PA      | $515712.90    | 0.20%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                   | Nationstar Mortgage Holdings Inc                                            | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1174240.00   | 0.46%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                 | Ford Motor Credit Co LLC                                                    | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1825181.12   | 0.72%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                     | Neptune Bidco US Inc                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    620000 | PA      | $584350.00    | 0.23%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                      | Spectrum Brands Inc                                                         | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    620000 | PA      | $482211.11    | 0.19%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4196.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                    | Crown Americas LLC / Crown Americas Capital Corp V                          | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1253957.70   | 0.50%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                   | Southwestern Energy Co                                                      | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    455000 | PA      | $469077.97    | 0.19%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                 | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1230215.20   | 0.49%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal                         | Allied Universal Holdco LLC / Allied Universal Finance Corp                 | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $155550.00    | 0.06%             | 2026-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC                                 | Moog Inc                                                                    | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1235800.00   | 0.49%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                  | Standard Industries Inc/NJ                                                  | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $999912.45    | 0.40%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                  | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                       | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    904000 | PA      | $856517.66    | 0.34%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                     | EnLink Midstream LLC                                                        | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1093618.50   | 0.43%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                      | Viavi Solutions Inc                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1050568.18   | 0.42%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                 | CrownRock LP / CrownRock Finance Inc                                        | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $754753.26    | 0.30%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                    | SS&C Technologies Inc                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1226678.89   | 0.48%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                    | Canpack SA / Canpack US LLC                                                 | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1428000 | PA      | $1125349.29   | 0.44%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                 | PetSmart Inc / PetSmart Finance Corp                                        | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $727874.19    | 0.29%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                                 | NCR Corp                                                                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $882372.99    | 0.35%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                    | AG TTMT Escrow Issuer LLC                                                   | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $929625.00    | 0.37%             | 2027-09-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HLD                          | Lamb Weston Holdings Inc                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1315968.00   | 0.52%             | 2030-01-31      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                      | Kinetik Holdings LP                                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $948098.61    | 0.37%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                | Ball Corp                                                                   | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    825000 | PA      | $662582.25    | 0.26%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                  | Royal Caribbean Cruises Ltd                                                 | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    960000 | PA      | $766123.20    | 0.30%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                       | Mattamy Group Corp                                                          | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $452284.89    | 0.18%             | 2027-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                    | Caesars Entertainment Inc                                                   | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    917000 | PA      | $900998.35    | 0.36%             | 2027-07-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $560914.20    | 0.22%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods Inc                            | B&G Foods Inc                                                               | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    620000 | PA      | $543682.77    | 0.21%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                   | Patrick Industries Inc                                                      | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1076731.75   | 0.43%             | 2027-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                 | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV      | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    834000 | PA      | $770949.60    | 0.30%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $619826.55    | 0.24%             | 2027-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                            | Carnival Corp                                                               | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1379000 | PA      | $1092988.12   | 0.43%             | 2026-03-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                             | Entegris Inc                                                                | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    570000 | PA      | $464122.50    | 0.18%             | 2029-05-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                      | Avantor Funding Inc                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1181232.00   | 0.47%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                 | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    146000 | PA      | $135736.20    | 0.05%             | 2024-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                      | Prestige Brands Inc                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    420000 | PA      | $346361.43    | 0.14%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                   | Axalta Coating Systems LLC                                                  | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1163482.89   | 0.46%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                    | Trivium Packaging Finance BV                                                | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    835000 | PA      | $766133.30    | 0.30%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                      | Meritage Homes Corp                                                         | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    835000 | PA      | $708125.93    | 0.28%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                         | Boyd Gaming Corp                                                            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    470000 | PA      | $437748.60    | 0.17%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                 | TerraForm Power Operating LLC                                               | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1426484.15   | 0.56%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                           | ARD Finance SA                                                              | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    610000 | PA      | $424274.80    | 0.17%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AVATION CAPITAL SA                       | AVATION CAPITAL SA                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |     11113 | NS      | $2687.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                       | Eldorado Gold Corp                                                          | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $638627.33    | 0.25%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                     | Taylor Morrison Communities Inc                                             | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1019688.06   | 0.40%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                     | Entegris Escrow Corp                                                        | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $385479.60    | 0.15%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                                 | NCR Corp                                                                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    621000 | PA      | $519356.71    | 0.21%             | 2029-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                         | Allied Universal Holdco LLC / Allied Universal Finance Corp                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $337478.23    | 0.13%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NFP CORP                                 | NFP Corp                                                                    | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    815000 | PA      | $693806.03    | 0.27%             | 2028-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mattel Inc                               | Mattel Inc                                                                  | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120842.77    | 0.05%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                 | Catalent Pharma Solutions Inc                                               | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $1730993.15   | 0.68%             | 2029-02-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                      | Jazz Securities DAC                                                         | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1650000 | PA      | $1470397.50   | 0.58%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                       | Scripps Escrow Inc                                                          | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $739882.50    | 0.29%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                   | Clearway Energy Operating LLC                                               | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1457086.94   | 0.58%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                           | Sabre GLBL Inc                                                              | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    387000 | PA      | $398503.58    | 0.16%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                     | Michaels Cos Inc/The                                                        | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    655000 | PA      | $437650.22    | 0.17%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                      | Sirius XM Radio Inc                                                         | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $858186.14    | 0.34%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                         | APi Group DE Inc                                                            | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1165920.74   | 0.46%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    614000 | PA      | $539871.78    | 0.21%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                             | Calpine Corp                                                                | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1075212.82   | 0.42%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                     | GrafTech Finance Inc                                                        | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $920590.56    | 0.36%             | 2028-12-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                 | EQM Midstream Partners LP                                                   | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138583.75    | 0.05%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SPRINT LLC                               | Sprint LLC                                                                  | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    912000 | PA      | $959703.07    | 0.38%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                         | DT Midstream Inc                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826000 | PA      | $709624.86    | 0.28%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                  | US Acute Care Solutions LLC                                                 | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $696627.50    | 0.28%             | 2026-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                      | NCL Corp Ltd                                                                | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    723000 | PA      | $567894.81    | 0.22%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                 | EQM Midstream Partners LP                                                   | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1944793.65   | 0.77%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                     | Michaels Cos Inc/The                                                        | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    550000 | PA      | $442491.87    | 0.17%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                    | Bausch Health Cos Inc                                                       | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    127000 | PA      | $75393.11     | 0.03%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US ULTRA BOND CBT MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-2741.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc                 | iHeartCommunications Inc                                                    | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $884444.60    | 0.35%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                  | Colgate Energy Partners III LLC                                             | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150356.16    | 0.06%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED GBP / SOLD USD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $5754.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                    | Nabors Industries Ltd                                                       | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    695000 | PA      | $654967.27    | 0.26%             | 2026-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                  | Realogy Group LLC / Realogy Co-Issuer Corp                                  | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $502999.35    | 0.20%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                            | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $786766.05    | 0.31%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                  | Sensata Technologies BV                                                     | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $549680.71    | 0.22%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                | IQVIA Inc                                                                   | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1248823.00   | 0.49%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                 | Catalent Pharma Solutions Inc                                               | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $268312.68    | 0.11%             | 2028-03-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                    | Dun & Bradstreet Corp/The                                                   | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    940000 | PA      | $804417.24    | 0.32%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-6940.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                          | Fair Isaac Corp                                                             | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226876.50    | 0.09%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                      | Prestige Brands Inc                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    845000 | PA      | $793228.29    | 0.31%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VECTOR GROUP LTD                         | Vector Group Ltd                                                            | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    540000 | PA      | $468212.40    | 0.18%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                    | Caesars Entertainment Inc                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    560000 | PA      | $455733.60    | 0.18%             | 2029-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                   | SWF Escrow Issuer Corp                                                      | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $472251.75    | 0.19%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                     | Kaiser Aluminum Corp                                                        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $518418.75    | 0.20%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                     | Videotron Ltd                                                               | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $599776.55    | 0.24%             | 2027-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                   | VICI Properties LP / VICI Note Co Inc                                       | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $839664.13    | 0.33%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                         | LPL Holdings Inc                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    742000 | PA      | $645614.20    | 0.26%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 2SARL                   | Albion Financing 2SARL                                                      | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    540000 | PA      | $459833.61    | 0.18%             | 2027-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                            | Carnival Corp                                                               | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    270000 | PA      | $255150.00    | 0.10%             | 2027-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                 | Venture Global Calcasieu Pass LLC                                           | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1054375.00   | 0.42%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                    | INTELSAT EMERGENCE SA                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     10678 | NS      | $234916.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                 | New Enterprise Stone & Lime Co Inc                                          | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    799000 | PA      | $738227.77    | 0.29%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                                                           | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    854000 | PA      | $803908.68    | 0.32%             | 2028-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -41 | NC      | $31210.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                     | Chart Industries Inc                                                        | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    389000 | PA      | $398962.29    | 0.16%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                   | Group 1 Automotive Inc                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    940000 | PA      | $795644.39    | 0.31%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                   | Real Hero Merger Sub 2 Inc                                                  | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $479850.00    | 0.19%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                  | Empire Communities Corp                                                     | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $705246.36    | 0.28%             | 2025-12-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SUMMER (BC) BIDC                         | Summer BC Bidco B LLC                                                       | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |    810000 | PA      | $657266.40    | 0.26%             | 2026-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC                               | Mattel Inc                                                                  | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    431000 | PA      | $422767.90    | 0.17%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                             | Calpine Corp                                                                | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1106052.97   | 0.44%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                 | Virgin Media Vendor Financing Notes IV DAC                                  | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   1665000 | PA      | $1455388.62   | 0.58%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LTRI HOLDINGS, LP                        | LTRI HOLDINGS, LP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1115 | NS      | $373569.60    | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| Sensata Technologies BV                  | Sensata Technologies BV                                                     | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $396152.00    | 0.16%             | 2024-11-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                  | Gates Global LLC / Gates Corp                                               | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1066325.00   | 0.42%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                            | TransDigm Inc                                                               | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    900000 | PA      | $887571.00    | 0.35%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                    | Tenet Healthcare Corp                                                       | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1549798.92   | 0.61%             | 2028-10-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2423386.15   | 0.96%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECH INC                         | Sensata Technologies Inc                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    740000 | PA      | $644173.34    | 0.25%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp                      | Sprint Capital Corp                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1525771.80   | 0.60%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                             | US Foods Inc                                                                | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1069943.60   | 0.42%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                   | Southwestern Energy Co                                                      | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    650000 | PA      | $592812.35    | 0.23%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                 | Solaris Midstream Holdings LLC                                              | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    675000 | PA      | $671375.25    | 0.27%             | 2026-04-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                            | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1026000 | PA      | $888393.14    | 0.35%             | 2031-04-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                 | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer              | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $346061.10    | 0.14%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                       | Crown Americas LLC                                                          | CUSIP: 228180AA3<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756416.00    | 0.30%             | 2030-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                 | Hilton Domestic Operating Co Inc                                            | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1038000.00   | 0.41%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                 | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1027294.00   | 0.41%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                        | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $947128.65    | 0.37%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                 | Targa Resources Partners LP / Targa Resources Partners Finance Corp         | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    968000 | PA      | $874055.60    | 0.35%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                         | Colgate Energy Partners III LLC                                             | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    770000 | PA      | $661322.63    | 0.26%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                          | Sands China Ltd                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    770000 | PA      | $710549.04    | 0.28%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                  | Dornoch Debt Merger Sub Inc                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $655253.43    | 0.26%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                            | DISH DBS Corp                                                               | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $435449.25    | 0.17%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                           | ANGI Group LLC                                                              | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1184000 | PA      | $878628.64    | 0.35%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                    | Bausch Health Cos Inc                                                       | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $499100.56    | 0.20%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                            | Carnival Corp                                                               | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    550000 | PA      | $392722.00    | 0.16%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                            | DISH DBS Corp                                                               | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $407226.95    | 0.16%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                 | NFP Corp                                                                    | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    881000 | PA      | $726189.79    | 0.29%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO                             | SM Energy Co                                                                | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    545000 | PA      | $522529.65    | 0.21%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                          | ERO Copper Corp                                                             | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    638000 | PA      | $514518.60    | 0.20%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.            | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-12986.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                       | Camelot Finance SA                                                          | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    600000 | PA      | $562350.37    | 0.22%             | 2026-11-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                 | Smyrna Ready Mix Concrete LLC                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    745000 | PA      | $666551.50    | 0.26%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                 | CHS/Community Health Systems Inc                                            | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    630000 | PA      | $570205.38    | 0.23%             | 2027-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                 | Univision Communications Inc                                                | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    675000 | PA      | $564475.50    | 0.22%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                    | Encompass Health Corp                                                       | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133225.11    | 0.05%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                          | Madison IAQ LLC                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $806029.04    | 0.32%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                        | American Builders & Contractors Supply Co Inc                               | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1632726.00   | 0.65%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                      | Sirius XM Radio Inc                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    793000 | PA      | $690147.90    | 0.27%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                         | Arches Buyer Inc                                                            | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $810525.00    | 0.32%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                  | LCPR Senior Secured Financing DAC                                           | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1082000 | PA      | $1011670.00   | 0.40%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                        | Iron Mountain Inc                                                           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    515000 | PA      | $473733.05    | 0.19%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                     | Ryan Specialty Group LLC                                                    | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    486000 | PA      | $420825.41    | 0.17%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                  | MPT Operating Partnership LP / MPT Finance Corp                             | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    977000 | PA      | $821197.81    | 0.32%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                      | AssuredPartners Inc                                                         | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    740000 | PA      | $609045.49    | 0.24%             | 2029-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                             | Novelis Corp                                                                | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    551000 | PA      | $493977.01    | 0.20%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ICA TENEDORA SA DE CV                    | ICA TENEDORA SA DE CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147380 | NS      | $128574.16    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                 | Hilton Domestic Operating Co Inc                                            | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $912912.00    | 0.36%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                                                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1773721.50   | 0.70%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                            | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    840000 | PA      | $592897.20    | 0.23%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                   | Energizer Holdings Inc                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    619000 | PA      | $524944.28    | 0.21%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                            | DISH DBS Corp                                                               | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $673868.00    | 0.27%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                   | Victoria's Secret & Co                                                      | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    972000 | PA      | $763117.20    | 0.30%             | 2029-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                            | TransDigm Inc                                                               | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    875000 | PA      | $851335.42    | 0.34%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                 | Dana Inc                                                                    | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    480000 | PA      | $386697.60    | 0.15%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                        | Syneos Health Inc                                                           | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1195313.85   | 0.47%             | 2029-01-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                    | Tenet Healthcare Corp                                                       | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    305000 | PA      | $263997.33    | 0.10%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| 180 MEDICAL INC                          | 180 Medical Inc                                                             | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $962864.00    | 0.38%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                       | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $219695.23    | 0.09%             | 2025-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GRAY ESCROW II INC                       | Gray Escrow II Inc                                                          | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1222943.05   | 0.48%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                            | Cable One Inc                                                               | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    911000 | PA      | $714876.06    | 0.28%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avation Capital SA                       | Avation Capital SA                                                          | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |    653233 | PA      | $512787.91    | 0.20%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1121562.00   | 0.44%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                            | Parkland Corp/Alberta                                                       | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1324000.00   | 0.52%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-8748.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS INC                            | B&G Foods Inc                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $180218.72    | 0.07%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                  | Realogy Group LLC / Realogy Co-Issuer Corp                                  | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $492419.25    | 0.19%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                  | Standard Industries Inc/NJ                                                  | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    698000 | PA      | $628123.22    | 0.25%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                        | Newell Brands Inc                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    545000 | PA      | $540912.50    | 0.21%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                  | Asbury Automotive Group Inc                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $888142.56    | 0.35%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| COBALT CMBS Commercial Mortgage Trust    | CWCapital COBALT II LLC                                                     | CUSIP: 12668CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320157 | PA      | $132.02       | 0.00%             | 2050-04-26      | Floating      | 2.29%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-52845.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                      | GTCR AP Finance Inc                                                         | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $335258.00    | 0.13%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                  | SBA Communications Corp                                                     | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    864000 | PA      | $780635.66    | 0.31%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                    | Foundation Building Materials Inc                                           | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    784000 | PA      | $586983.73    | 0.23%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VIRTUSA CORP                             | Virtusa Corp                                                                | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    740000 | PA      | $561910.15    | 0.22%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| SYNAPTICS INC                            | Synaptics Inc                                                               | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $855187.00    | 0.34%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) MAR23                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        14 | NC      | $-16457.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                     | BWX Technologies Inc                                                        | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1413443.19   | 0.56%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| STERICYCLE INC                           | Stericycle Inc                                                              | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    968000 | PA      | $844580.00    | 0.33%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                 | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    815000 | PA      | $747573.27    | 0.30%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                       | Garden Spinco Corp                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    609000 | PA      | $645540.00    | 0.26%             | 2030-07-20      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                 | EQM Midstream Partners LP                                                   | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88779.71     | 0.04%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                 | Venture Global Calcasieu Pass LLC                                           | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $638996.25    | 0.25%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                         | Ziggo Bond Co BV                                                            | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1715000 | PA      | $1384862.50   | 0.55%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                 | Targa Resources Partners LP / Targa Resources Partners Finance Corp         | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1043236.46   | 0.41%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                   | Energizer Gamma Acquisition BV                                              | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    465000 | PA      | $395263.87    | 0.16%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                 | Ford Motor Credit Co LLC                                                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1104764.90   | 0.44%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                  | F-Brasile SpA / F-Brasile US LLC                                            | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1070000 | PA      | $874725.00    | 0.35%             | 2026-08-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                       | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $347454.50    | 0.14%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                         | Credit Acceptance Corp                                                      | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $878693.88    | 0.35%             | 2024-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                      | Clarivate Science Holdings Corp                                             | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $765315.00    | 0.30%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                 | Virgin Media Finance PLC                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $962472.00    | 0.38%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Teleflex Inc                             | Teleflex Inc                                                                | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1310498.75   | 0.52%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                       | PBF Holding Co LLC / PBF Finance Corp                                       | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $415012.50    | 0.16%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                       | CommScope Technologies LLC                                                  | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $844247.56    | 0.33%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                     | SRS Distribution Inc                                                        | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    925000 | PA      | $747881.00    | 0.30%             | 2029-07-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| IAMGOLD CORP                             | IAMGOLD Corp                                                                | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $644445.57    | 0.25%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                 | NextEra Energy Operating Partners LP                                        | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    529000 | PA      | $513130.53    | 0.20%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                 | Advantage Sales & Marketing Inc                                             | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    785000 | PA      | $598444.75    | 0.24%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                   | Clearway Energy Operating LLC                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    655000 | PA      | $604529.41    | 0.24%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                   | MIWD Holdco II LLC / MIWD Finance Corp                                      | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $533420.57    | 0.21%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                 | Dana Inc                                                                    | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    706000 | PA      | $654896.90    | 0.26%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1135963.13   | 0.45%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio | MFS Institutional Money Market Portfolio                                    | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |   2199046 | NS      | $2199705.37   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC                   | Match Group Holdings II LLC                                                 | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1074209.30   | 0.42%             | 2028-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Verscend Escrow Corp                     | Verscend Escrow Corp                                                        | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $911130.30    | 0.36%             | 2026-08-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                        | Iliad Holding SASU                                                          | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1227000 | PA      | $1108950.39   | 0.44%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                 | Telenet Finance Luxembourg Notes Sarl                                       | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |   1600000 | PA      | $1440000.00   | 0.57%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                  | Consolidated Energy Finance SA                                              | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    758000 | PA      | $644054.99    | 0.25%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                       | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $807975.00    | 0.32%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                        | Newell Brands Inc                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    609000 | PA      | $601911.24    | 0.24%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC       | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $687971.80    | 0.27%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                 | Primo Water Holdings Inc                                                    | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1134759.24   | 0.45%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                           | Wynn Macau Ltd                                                              | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $344002.50    | 0.14%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                         | Allied Universal Holdco LLC / Allied Universal Finance Corp                 | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $796050.00    | 0.31%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                   | VICI Properties LP / VICI Note Co Inc                                       | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $746338.95    | 0.29%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                      | LSF11 A5 HoldCo LLC                                                         | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    899000 | PA      | $742674.00    | 0.29%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                      | Medline Borrower LP                                                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    540000 | PA      | $428905.80    | 0.17%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                         | LPL Holdings Inc                                                            | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    345000 | PA      | $293301.56    | 0.12%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                 | Weekley Homes LLC / Weekley Finance Corp                                    | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $612535.46    | 0.24%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                  | International Game Technology PLC                                           | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $327525.00    | 0.13%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                  | Royal Caribbean Cruises Ltd                                                 | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    475000 | PA      | $384607.96    | 0.15%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                | IQVIA Inc                                                                   | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    580000 | PA      | $553812.39    | 0.22%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                          | Sands China Ltd                                                             | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $601964.30    | 0.24%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                         | CSC Holdings LLC                                                            | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    650000 | PA      | $524062.50    | 0.21%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                  | SBA Communications Corp                                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1292966.95   | 0.51%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                  | Standard Industries Inc/NJ                                                  | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    240000 | PA      | $180600.79    | 0.07%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                   | VICI Properties LP / VICI Note Co Inc                                       | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474000 | PA      | $415429.82    | 0.16%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                   | TMS International Corp/DE                                                   | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    240000 | PA      | $171662.40    | 0.07%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                 | Albion Financing 1 SARL / Aggreko Holdings Inc                              | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $356724.00    | 0.14%             | 2026-10-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                           | Bombardier Inc                                                              | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    547000 | PA      | $530707.24    | 0.21%             | 2026-06-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                 | Marriott Ownership Resorts Inc                                              | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    495000 | PA      | $410665.00    | 0.16%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                      | Clarivate Science Holdings Corp                                             | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $212267.02    | 0.08%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                 | CHS/Community Health Systems Inc                                            | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $710580.63    | 0.28%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC                               | Mattel Inc                                                                  | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    783000 | PA      | $719893.97    | 0.28%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                  | International Game Technology PLC                                           | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1305000 | PA      | $1217113.99   | 0.48%             | 2026-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                   | Match Group Holdings II LLC                                                 | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    365000 | PA      | $297974.23    | 0.12%             | 2030-08-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                   | VICI Properties LP / VICI Note Co Inc                                       | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $404525.77    | 0.16%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME INC                            | Life Time Inc                                                               | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $220500.00    | 0.09%             | 2026-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                           | Wynn Macau Ltd                                                              | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    493000 | PA      | $421066.37    | 0.17%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                 | Altice France Holding SA                                                    | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1235000 | PA      | $729010.27    | 0.29%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                    | GFL Environmental Inc                                                       | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $288832.50    | 0.11%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A            | INTELSAT JACKSON HOLDINGS S A                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |      1117 | NS      | $6422.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                               | DaVita Inc                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $860736.56    | 0.34%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| TRIMAS CORP                              | TriMas Corp                                                                 | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1765067.50   | 0.70%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                             | Entegris Inc                                                                | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $375799.59    | 0.15%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SPCM SA                                  | SPCM SA                                                                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   1051000 | PA      | $846055.00    | 0.33%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| MOTION BONDCO DAC                        | Motion Bondco DAC                                                           | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    855000 | PA      | $734913.48    | 0.29%             | 2027-11-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                         | DT Midstream Inc                                                            | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1032685.90   | 0.41%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                    | Tenet Healthcare Corp                                                       | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    452000 | PA      | $430665.60    | 0.17%             | 2030-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC       | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    864000 | PA      | $802543.68    | 0.32%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                   | CCO Holdings LLC / CCO Holdings Capital Corp                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $609607.40    | 0.24%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                   | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    950000 | PA      | $752900.94    | 0.30%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PTC Inc                                  | PTC Inc                                                                     | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    405000 | PA      | $385734.43    | 0.15%             | 2025-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                 | Scientific Games Holdings LP/Scientific Games US FinCo Inc                  | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    797000 | PA      | $673225.90    | 0.27%             | 2030-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                 | Univar Solutions USA Inc/Washington                                         | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    485000 | PA      | $459949.75    | 0.18%             | 2027-12-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                     | OneMain Finance Corp                                                        | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    540000 | PA      | $518764.52    | 0.20%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                          | Fair Isaac Corp                                                             | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1771863.30   | 0.70%             | 2026-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                 | TerraForm Power Operating LLC                                               | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    480000 | PA      | $417599.23    | 0.16%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1111000 | PA      | $983679.40    | 0.39%             | 2028-04-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                  | Legacy LifePoint Health LLC                                                 | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $321411.60    | 0.13%             | 2027-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Energy Co                   | Southwestern Energy Co                                                      | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     65400 | PA      | $64255.39     | 0.03%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                         | TriNet Group Inc                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1203700.80   | 0.48%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                    | Element Solutions Inc                                                       | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1072700.00   | 0.42%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                  | Sensata Technologies BV                                                     | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1365000 | PA      | $1333073.92   | 0.53%             | 2025-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                   | Match Group Holdings II LLC                                                 | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    685000 | PA      | $630200.00    | 0.25%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                       | Howard Hughes Corp/The                                                      | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $994950.00    | 0.39%             | 2029-02-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                  | Penske Automotive Group Inc                                                 | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $831123.29    | 0.33%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO A SARL                  | Summer BC Holdco A Sarl                                                     | CUSIP: 000000000<br>LEI: 984500EFA0BRE0008996 | Long             | DBT              | CORP              | LU        |    297347 | PA      | $239848.27    | 0.09%             | 2027-10-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                 | SeaWorld Parks & Entertainment Inc                                          | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    670000 | PA      | $583368.20    | 0.23%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                    | Antero Resources Corp                                                       | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    730000 | PA      | $734019.50    | 0.29%             | 2029-02-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                     | WMG Acquisition Corp                                                        | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1343705.14   | 0.53%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CCM MERGER INC                           | CCM Merger Inc                                                              | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    832000 | PA      | $784010.24    | 0.31%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                   | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    550000 | PA      | $467194.84    | 0.18%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                 | Garda World Security Corp                                                   | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    703000 | PA      | $677070.75    | 0.27%             | 2027-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                 | Clarios Global LP / Clarios US Finance Co                                   | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1060000 | PA      | $1035086.29   | 0.41%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                    | HUB International Ltd                                                       | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1384311.17   | 0.55%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BELLRING BRANDS INC                      | BellRing Brands Inc                                                         | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $981495.00    | 0.39%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                   | FMG Resources August 2006 Pty Ltd                                           | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1665000 | PA      | $1384753.01   | 0.55%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                  | Petra Diamonds US Treasury PLC                                              | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |    494044 | PA      | $484162.90    | 0.19%             | 2026-03-08      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Stevens Holding Co Inc                   | Stevens Holding Co Inc                                                      | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $716787.50    | 0.28%             | 2026-10-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                     | Kaiser Aluminum Corp                                                        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1044533.02   | 0.41%             | 2028-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                             | Novelis Corp                                                                | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    488000 | PA      | $398399.51    | 0.16%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                        | Iron Mountain Inc                                                           | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    760000 | PA      | $698896.00    | 0.28%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                 | EQM Midstream Partners LP                                                   | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    480000 | PA      | $403164.99    | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TransDigm Inc                                                               | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    725000 | PA      | $680811.25    | 0.27%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                         | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1246000 | PA      | $987377.84    | 0.39%             | 2029-03-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                       | Mattamy Group Corp                                                          | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $571377.30    | 0.23%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                 | Moss Creek Resources Holdings Inc                                           | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    550000 | PA      | $495869.00    | 0.20%             | 2026-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                         | Boyd Gaming Corp                                                            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    405000 | PA      | $352350.00    | 0.14%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                 | Performance Food Group Inc                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1160092.95   | 0.46%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                    | WASH Multifamily Acquisition Inc                                            | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    611000 | PA      | $575867.50    | 0.23%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                 | Cheniere Energy Partners LP                                                 | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    629000 | PA      | $565610.29    | 0.22%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                 | Encino Acquisition Partners Holdings LLC                                    | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    625000 | PA      | $571243.75    | 0.23%             | 2028-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                   | Comstock Resources Inc                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $997262.50    | 0.39%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                   | Crown Americas LLC / Crown Americas Capital Corp VI                         | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $470813.75    | 0.19%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                  | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1263747.00   | 0.50%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                 | CHS/Community Health Systems Inc                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    560000 | PA      | $422260.80    | 0.17%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                  | Standard Industries Inc/NJ                                                  | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    235000 | PA      | $213823.80    | 0.08%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                 | Charles River Laboratories International Inc                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1623758.40   | 0.64%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                   | XHR LP                                                                      | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $823221.93    | 0.33%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                   | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc          | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $697709.00    | 0.28%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                                                       | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    490000 | PA      | $482437.89    | 0.19%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                     | BWX Technologies Inc                                                        | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    663000 | PA      | $595871.25    | 0.24%             | 2028-06-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-12711.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                            | Videotron Ltd                                                               | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    391000 | PA      | $329417.50    | 0.13%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                     | OneMain Finance Corp                                                        | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    815000 | PA      | $774967.20    | 0.31%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                               | Mattel Inc                                                                  | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    315000 | PA      | $256407.26    | 0.10%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                   | Match Group Holdings II LLC                                                 | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61349.12     | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                       | CNX Resources Corp                                                          | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    835000 | PA      | $768320.33    | 0.30%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                  | MPT Operating Partnership LP / MPT Finance Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $190744.57    | 0.08%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                         | HealthEquity Inc                                                            | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    845000 | PA      | $738445.50    | 0.29%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INTERFACE INC                            | Interface Inc                                                               | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1106426.56   | 0.44%             | 2028-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| 1375209 BC LTD                           | 1375209 BC Ltd                                                              | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    361000 | PA      | $351523.75    | 0.14%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                      | Sirius XM Radio Inc                                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1752537.60   | 0.69%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                 | Aretec Escrow Issuer Inc                                                    | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $713826.72    | 0.28%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GRIFFON CORPORATION                      | Griffon Corp                                                                | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    999000 | PA      | $914085.00    | 0.36%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                       | CNX Resources Corp                                                          | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171569.71    | 0.07%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                 | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                      | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1105000 | PA      | $826255.11    | 0.33%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                         | LPL Holdings Inc                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1069523.00   | 0.42%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                  | LCPR Senior Secured Financing DAC                                           | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $269232.65    | 0.11%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CIMPRESS PLC                             | Cimpress PLC                                                                | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   1255000 | PA      | $867581.50    | 0.34%             | 2026-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                    | GYP Holdings III Corp                                                       | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1061408.10   | 0.42%             | 2029-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                   | Williams Scotsman International Inc                                         | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1088415.00   | 0.43%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                  | Global Aircraft Leasing Co Ltd                                              | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2506562 | PA      | $2130577.70   | 0.84%             | 2024-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                             | Novelis Corp                                                                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $890997.83    | 0.35%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TASEKO MINES LTD                         | Taseko Mines Ltd                                                            | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $668297.85    | 0.26%             | 2026-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                      | White Cap Buyer LLC                                                         | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $722282.36    | 0.29%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                 | Compass Minerals International Inc                                          | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    985000 | PA      | $945600.00    | 0.37%             | 2027-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INGEVITY CORP                            | Ingevity Corp                                                               | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $980246.33    | 0.39%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COEUR MINING INC                         | Coeur Mining Inc                                                            | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $856908.44    | 0.34%             | 2029-02-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A            | INTELSAT JACKSON HOLDINGS S A                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |      1117 | NS      | $7260.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFE TIME INC                            | Life Time Inc                                                               | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    745000 | PA      | $693222.50    | 0.27%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                     | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc          | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $543179.25    | 0.21%             | 2026-12-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                 | Terraform Global Operating LP                                               | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    850000 | PA      | $796875.00    | 0.31%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                    | Encompass Health Corp                                                       | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    810000 | PA      | $711295.05    | 0.28%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                      | Go Daddy Operating Co LLC / GD Finance Co Inc                               | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1459225.53   | 0.58%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                           | Bombardier Inc                                                              | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $435738.19    | 0.17%             | 2025-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | Toronto-Dominion Bank/The                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $811200.00    | 0.32%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                               | Terex Corp                                                                  | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1136918.75   | 0.45%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** MFS VARIABLE INSURANCE TRUST II

**Signature:** Kasey Phillips

**Name of Signer:** Kasey Phillips

**Title:** Assistant Treasurer