# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0001752724-23-039198
**Filing Date:** 2023-2
**Character Count:** 894568
**Document Hash:** 86e36de688a950ed9c8f9097527468d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039198.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039198

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds V
- **CENTRAL INDEX KEY:** 0001738078
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 23665160

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

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

## Series and Classes Contracts Data

### BlackRock High Yield Bond Portfolio (Series ID: S000062360)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202273 | Service Shares       |  |
| C000202275 | Investor A Shares    |  |
| C000202276 | Investor C Shares    |  |
| C000202277 | Institutional Shares |  |
| C000202278 | Class R Shares       |  |
| C000202279 | Class K Shares       |  |

## Nport-Ex

Consolidated Schedule of Investments (as set out)

December 01, 2023

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 6 years)

| Security | Fee (000) | Value | Security | Fee (000) | Value |
| --- | --- | --- | --- | --- | --- |

Asset-Backed Securities(1)

Albatran BOPD CLU 1500, Series 1A, Class

Consolidated Schedule of Investments

SOMMER 0.15 5,000 0 1,200,000

Papercut Sumpfoot CLU 500, Series 2017
(A. Class 2, (SOMMER 3 HOUR + 4.40%)

Asset-Backed Securities(2) (continued)

Rourdes CLU 6700, Series 2A, Class 2B

(SOMMER 3 HOUR + 6.30%) 7.60%

STUB 0.1

Rockfield Park CLU 500, Series 1A, Class

3. (SOMMER 3 HOUR + 5.80%) 7.20%

2

3

December 01, 2022

December 01, 2022

| DESCRIPTION | AMOUNT | REVENUE | DESCRIPTION | AMOUNT | REVENUE |
| --- | --- | --- | --- | --- | --- |
| AMERICAN EXPRESS 555 - 0.02763, 7.40%, 0.02763 | 700 | 586,720 | AMERICAN EXPRESS 555 - 0.02763, 7.40%, 0.02763 | 5,900 | 24,760 |
| AMERICAN EXPRESS 555 - 0.02763, 7.40%, 0.02763 | 12,500 | 26,675 | AMERICAN EXPRESS 555 - 0.02763, 7.40%, 0.02763 | 56,850 | 26,650,340 |
| AMERICAN EXPRESS 555 - 0.02763, 7.40%, 0.02763 | 56,850 | 53,000,000 | AMERICAN EXPRESS 555 - 0.02763, 7.40%, 0.02763 | 56,850 | 53,000,000 |
| AMERICAN EXPRESS 555 - 0.02763, 7.40%, 0.02763 | 7,700 | 6,783,370 | Total Amortized Securities - 0.0% |  | 333,117,433 |
| AMERICAN EXPRESS 555 - 0.02763, 7.40%, 0.02763 | 80,000 | 30,000,000 | AMERICAN EXPRESS 555 - 0.0% |  | 17,000,000 |

# Consolidated Schedule of Investments

(unrealised) [cont'd]

# BlackRock High Yield Bond Portfolio
(Percentages shown are based on Net Assets)

December 31, 2022[{"box_2d": [0, 32, 476, 89], "label": "table", "caption": "

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

<tr><td>Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1)</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table>

| DESCRIPTION | 2021 | 2022 | 2023 | 2024 |
| --- | --- | --- | --- | --- |
| Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

<tr><td>Stockholders' Equity (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1)</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr

# Consolidated Schedule of Investments

(in millions) (continued)

# BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2012[{"box_2d": [0, 32, 476, 89], "label": "table", "caption": "

| Shares outstanding at 1 Year = 1,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Shares outstanding at 1 Year = 1,000,000,000 | 10,000 | 11,000,000 | Shares outstanding at 1 Year = 1,000,000,000 | 1,000 | 2,000 | 4,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

<table><tr><td>Shares outstanding at 1 Year = 1,000,000,000</td><td>10,000</td><td>11,000,

# Consolidated Schedule of Investments

(continued) (continued)

# BlackRock High Yield Bond Portfolio
(Percentages shown are based on Net Assets)

December 31, 2012

| Total Assets | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| Total Assets | 1,000,000 | 1,000,000 |
| Total Assets | 1,000,000 | 1,000,000 |
| Total Assets | 1,000,000 | 1,000,000 |
| Total Assets | 1,000,000 | 1,000,000 |

6

Consolidated Schedule of Investments

(continued) [continued]

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2012

| 1. 2013 | 1. 2014 | 1. 2015 | 1. 2016 | 1. 2017 | 1. 2018 | 1. 2019 | 1. 2020 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 2. 2014 | 2. 2015 | 2. 2016 | 2. 2017 | 2. 2018 | 2. 2019 | 2. 2020 | 2. 2021 |
| 3. 2015 | 3. 2016 | 3. 2017 | 3. 2018 | 3. 2019 | 3. 2020 | 3. 2021 | 3. 2022 |
| 4. 2016 | 4. 2017 | 4. 2018 | 4. 2019 | 4. 2020 | 4. 2021 | 4. 2022 | 4. 2023 |
| 5. 2017 | 5. 2018 | 5. 2019 | 5. 2020 | 5. 2021 | 5. 2022 | 5. 2023 | 5. 2024 |
| 6. 2018 | 6. 2019 | 6. 2020 | 6. 2021 | 6. 2022 | 6. 2023 | 6. 2024 | 6. 2025 |
| 7. 2019 | 7. 2020 | 7. 2021 | 7. 2022 | 7. 2023 | 7. 2024 | 7. 2025 | 7. 2026 |
| 8. 2020 | 8. 2021 | 8. 2022 | 8. 2023 | 8. 2024 | 8. 2025 | 8. 2026 | 8. 2027 |
| 9. 2021 | 9. 2022 | 9. 2023 | 9. 2024 | 9. 2025 | 9. 2026 | 9. 2027 | 9. 2028 |
| 10. 2022 | 10. 2023 | 10. 2024 | 10. 2025 | 10. 2026 | 10. 2027 | 10. 2028 | 10. 2029 |
| 11. 2023 | 11. 2024 | 11. 2025 | 11. 2026 | 11. 2027 | 11. 2028 | 11. 2029 | 11. 2030 |
| 12. 2024 | 12. 2025 | 12. 2026 | 12. 2027 | 12. 2028 | 12. 2029 | 12. 2030 | 12. 2031 |
| 13. 2025 | 13. 2026 | 13. 2027 | 13. 2028 | 13. 2029 | 13. 2030 | 13. 2031 | 13. 2032 |
| 14. 2026 | 14. 2027 | 14. 2028 | 14. 2029 | 14. 2030 | 14. 2031 | 14. 2032 | 14. 2033 |
| 15. 2027 | 15. 2028 | 15. 2029 | 15. 2030 | 15. 2031 | 15. 2032 | 15. 2033 | 15. 2034 |
| 16. 2028 | 16. 2029 | 16. 2030 | 16. 2031 | 16. 2032 | 16. 2033 | 16. 2034 | 16. 2035 |
| 17. 2029 | 17. 2030 | 17. 2031 | 17. 2032 | 17. 2033 | 17. 2034 | 17. 2035 | 17. 2036 |
| 18. 2030 | 18. 2031 | 18. 2032 | 18. 2033 | 18. 2034 | 18. 2035 | 18. 2036 | 18. 2037 |
| 19. 2031 | 19. 2032 | 19. 2033 | 19. 2034 | 19. 2035 | 19. 2036 | 19. 2037 | 19. 2038 |
| 20. 2032 | 20. 2033 | 20. 2034 | 20. 2035 | 20. 2036 | 20. 2037 | 20. 2038 | 20. 2039 |
| 21. 2033 | 21. 2034 | 21. 2035 | 21. 2036 | 21. 2037 | 21. 2038 | 21. 2039 | 21. 2040 |
| 22. 2034 | 22. 2035 | 22. 2036 | 22. 2037 | 22. 2038 | 22. 2039 | 22. 2040 | 22. 2041 |
| 23. 2035 | 23. 2036 | 23. 2037 | 23. 2038 | 23. 2039 | 23. 2040 | 23. 2041 | 23. 2042 |
| 24. 2036 | 24. 2037 | 24. 2038 | 24. 2039 | 24. 2040 | 24. 2041 | 24. 2042 | 24. 2043 |
| 25. 2037 | 25. 2038 | 25. 2039 | 25. 2040 | 25. 2041 | 25. 2042 | 25. 2043 | 25. 2044 |
| 26. 2038 | 26. 2039 | 26. 2040 | 26. 2041 | 26. 2042 | 26. 2043 | 26. 2044 | 26. 2045 |
| 27. 2039 | 27. 2040 | 27. 2041 | 27. 2042 | 27. 2043 | 27. 2044 | 27. 2045 | 27. 2046 |
| 28. 2040 | 28. 2041 | 28. 2042 | 28. 2043 | 28. 2044 | 28. 2045 | 28. 2046 | 28. 2047 |
| 29. 2041 | 29. 2042 | 29. 2043 | 29. 2044 | 29. 2045 | 29. 2046 | 29. 2047 | 29. 2048 |
| 30. 2042 | 30. 2043 | 30. 2044 | 30. 2045 | 30. 2046 | 30. 2047 | 30. 2048 | 30. 2049 |
| 31. 2043 | 31. 2044 | 31. 2045 | 31. 2046 | 31. 2047 | 31. 2048 | 31. 2049 | 31. 2050 |
| 32. 2044 | 32. 2045 | 32. 2046 | 32. 2047 | 32. 2048 | 32. 2049 | 32. 2050 | 32. 2051 |
| 33. 2045 | 33. 2046 | 33. 2047 | 33. 2048 | 33. 2049 | 33. 2050 | 33. 2051 | 33. 2052 |
| 34. 2046 | 34. 2047 | 34. 2048 | 34. 2049 | 34. 2050 | 34. 2051 | 34. 2052 | 34. 2053 |
| 35. 2047 | 35. 2048 | 35. 2049 | 35. 2050 | 35. 2051 | 35. 2052 | 35. 2053 | 35. 2054 |
| 36. 2048 | 36. 2049 | 36. 2050 | 36. 2051 | 36. 2052 | 36. 2053 | 36. 2054 | 36. 2055 |
| 37. 2049 | 37. 2050 | 37. 2051 | 37. 2052 | 37. 2053 | 37. 2054 | 37. 2055 | 37. 2056 |
| 38. 2050 | 38. 2051 | 38. 2052 | 38. 2053 | 38. 2054 | 38. 2055 | 38. 2056 | 38. 2057 |
| 39. 2051 | 39. 2052 | 39. 2053 | 39. 2054 | 39. 2055 | 39. 2056 | 39. 2057 | 39. 2058 |
| 40. 2052 | 40. 2053 | 40. 2054 | 40. 2055 | 40. 2056 | 40. 2057 | 40. 2058 | 40. 2059 |
| 41. 2053 | 41. 2054 | 41. 2055 | 41. 2056 | 41. 2057 | 41. 2058 | 41. 2059 | 41. 2060 |
| 42. 2054 | 42. 2055 | 42. 2056 | 42. 2057 | 42. 2058 | 42. 2059 | 42. 2060 | 42. 2061 |
| 43. 2055 | 43. 2056 | 43. 2057 | 43. 2058 | 43. 2059 | 43. 2060 | 43. 2061 | 43. 2062 |
| 44. 2056 | 44. 2057 | 44. 2058 | 44. 2059 | 44. 2060 | 44. 2061 | 44. 2062 | 44. 2063 |
| 45. 2057 | 45. 2058 | 45. 2059 | 45. 2060 | 45. 2061 | 45. 2062 | 45. 2063 | 45. 2064 |
| 46. 2058 | 46. 2059 | 46. 2060 | 46. 2061 | 46. 2062 | 46. 2063 | 46. 2064 | 46. 2065 |
| 47. 2059 | 47. 2060 | 47. 2061 | 47. 2062 | 47. 2063 | 47. 2064 | 47. 2065 | 47. 2066 |
| 48. 2060 | 48. 2061 | 48. 2062 | 48. 2063 | 48. 2064 | 48. 2065 | 48. 2066 | 48. 2067 |
| 49. 2061 | 49. 2062 | 49. 2063 | 49. 2064 | 49. 2065 | 49. 2066 | 49. 2067 | 49. 2068 |
| 50. 2062 | 50. 2063 | 50. 2064 | 50. 2065 | 50. 2066 | 50. 2067 | 50. 2068 | 50. 2069 |

7

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 6 years)

December 31, 2012

| Stockholders' Equity | 1,000 | 1,000,000 |
| --- | --- | --- |
| Stockholders' Equity | 1,000 | 1,000,000 |
| Stockholders' Equity | 1,000 | 1,000,000 |
| Stockholders' Equity | 1,000 | 1,000,000 |
| Stockholders' Equity | 1,000 | 1,000,000 |

6

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2012

| 1. 2013 | 1. 2014 | 1. 2015 | 1. 2016 | 1. 2017 | 1. 2018 | 1. 2019 | 1. 2020 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 2. 2014 | 2. 2015 | 2. 2016 | 2. 2017 | 2. 2018 | 2. 2019 | 2. 2020 | 2. 2021 |
| 3. 2015 | 3. 2016 | 3. 2017 | 3. 2018 | 3. 2019 | 3. 2020 | 3. 2021 | 3. 2022 |
| 4. 2016 | 4. 2017 | 4. 2018 | 4. 2019 | 4. 2020 | 4. 2021 | 4. 2022 | 4. 2023 |
| 5. 2017 | 5. 2018 | 5. 2019 | 5. 2020 | 5. 2021 | 5. 2022 | 5. 2023 | 5. 2024 |
| 6. 2018 | 6. 2019 | 6. 2020 | 6. 2021 | 6. 2022 | 6. 2023 | 6. 2024 | 6. 2025 |
| 7. 2019 | 7. 2020 | 7. 2021 | 7. 2022 | 7. 2023 | 7. 2024 | 7. 2025 | 7. 2026 |
| 8. 2020 | 8. 2021 | 8. 2022 | 8. 2023 | 8. 2024 | 8. 2025 | 8. 2026 | 8. 2027 |
| 9. 2021 | 9. 2022 | 9. 2023 | 9. 2024 | 9. 2025 | 9. 2026 | 9. 2027 | 9. 2028 |
| 10. 2022 | 10. 2023 | 10. 2024 | 10. 2025 | 10. 2026 | 10. 2027 | 10. 2028 | 10. 2029 |
| 11. 2023 | 11. 2024 | 11. 2025 | 11. 2026 | 11. 2027 | 11. 2028 | 11. 2029 | 11. 2030 |
| 12. 2024 | 12. 2025 | 12. 2026 | 12. 2027 | 12. 2028 | 12. 2029 | 12. 2030 | 12. 2031 |
| 13. 2025 | 13. 2026 | 13. 2027 | 13. 2028 | 13. 2029 | 13. 2030 | 13. 2031 | 13. 2032 |
| 14. 2026 | 14. 2027 | 14. 2028 | 14. 2029 | 14. 2030 | 14. 2031 | 14. 2032 | 14. 2033 |
| 15. 2027 | 15. 2028 | 15. 2029 | 15. 2030 | 15. 2031 | 15. 2032 | 15. 2033 | 15. 2034 |
| 16. 2028 | 16. 2029 | 16. 2030 | 16. 2031 | 16. 2032 | 16. 2033 | 16. 2034 | 16. 2035 |
| 17. 2029 | 17. 2030 | 17. 2031 | 17. 2032 | 17. 2033 | 17. 2034 | 17. 2035 | 17. 2036 |
| 18. 2030 | 18. 2031 | 18. 2032 | 18. 2033 | 18. 2034 | 18. 2035 | 18. 2036 | 18. 2037 |
| 19. 2031 | 19. 2032 | 19. 2033 | 19. 2034 | 19. 2035 | 19. 2036 | 19. 2037 | 19. 2038 |
| 20. 2032 | 20. 2033 | 20. 2034 | 20. 2035 | 20. 2036 | 20. 2037 | 20. 2038 | 20. 2039 |
| 21. 2033 | 21. 2034 | 21. 2035 | 21. 2036 | 21. 2037 | 21. 2038 | 21. 2039 | 21. 2040 |
| 22. 2034 | 22. 2035 | 22. 2036 | 22. 2037 | 22. 2038 | 22. 2039 | 22. 2040 | 22. 2041 |
| 23. 2035 | 23. 2036 | 23. 2037 | 23. 2038 | 23. 2039 | 23. 2040 | 23. 2041 | 23. 2042 |
| 24. 2036 | 24. 2037 | 24. 2038 | 24. 2039 | 24. 2040 | 24. 2041 | 24. 2042 | 24. 2043 |
| 25. 2037 | 25. 2038 | 25. 2039 | 25. 2040 | 25. 2041 | 25. 2042 | 25. 2043 | 25. 2044 |
| 26. 2038 | 26. 2039 | 26. 2040 | 26. 2041 | 26. 2042 | 26. 2043 | 26. 2044 | 26. 2045 |
| 27. 2039 | 27. 2040 | 27. 2041 | 27. 2042 | 27. 2043 | 27. 2044 | 27. 2045 | 27. 2046 |
| 28. 2040 | 28. 2041 | 28. 2042 | 28. 2043 | 28. 2044 | 28. 2045 | 28. 2046 | 28. 2047 |
| 29. 2041 | 29. 2042 | 29. 2043 | 29. 2044 | 29. 2045 | 29. 2046 | 29. 2047 | 29. 2048 |
| 30. 2042 | 30. 2043 | 30. 2044 | 30. 2045 | 30. 2046 | 30. 2047 | 30. 2048 | 30. 2049 |
| 31. 2043 | 31. 2044 | 31. 2045 | 31. 2046 | 31. 2047 | 31. 2048 | 31. 2049 | 31. 2050 |
| 32. 2044 | 32. 2045 | 32. 2046 | 32. 2047 | 32. 2048 | 32. 2049 | 32. 2050 | 32. 2051 |
| 33. 2045 | 33. 2046 | 33. 2047 | 33. 2048 | 33. 2049 | 33. 2050 | 33. 2051 | 33. 2052 |
| 34. 2046 | 34. 2047 | 34. 2048 | 34. 2049 | 34. 2050 | 34. 2051 | 34. 2052 | 34. 2053 |
| 35. 2047 | 35. 2048 | 35. 2049 | 35. 2050 | 35. 2051 | 35. 2052 | 35. 2053 | 35. 2054 |
| 36. 2048 | 36. 2049 | 36. 2050 | 36. 2051 | 36. 2052 | 36. 2053 | 36. 2054 | 36. 2055 |
| 37. 2049 | 37. 2050 | 37. 2051 | 37. 2052 | 37. 2053 | 37. 2054 | 37. 2055 | 37. 2056 |
| 38. 2050 | 38. 2051 | 38. 2052 | 38. 2053 | 38. 2054 | 38. 2055 | 38. 2056 | 38. 2057 |
| 39. 2051 | 39. 2052 | 39. 2053 | 39. 2054 | 39. 2055 | 39. 2056 | 39. 2057 | 39. 2058 |
| 40. 2052 | 40. 2053 | 40. 2054 | 40. 2055 | 40. 2056 | 40. 2057 | 40. 2058 | 40. 2059 |
| 41. 2053 | 41. 2054 | 41. 2055 | 41. 2056 | 41. 2057 | 41. 2058 | 41. 2059 | 41. 2060 |
| 42. 2054 | 42. 2055 | 42. 2056 | 42. 2057 | 42. 2058 | 42. 2059 | 42. 2060 | 42. 2061 |
| 43. 2055 | 43. 2056 | 43. 2057 | 43. 2058 | 43. 2059 | 43. 2060 | 43. 2061 | 43. 2062 |
| 44. 2056 | 44. 2057 | 44. 2058 | 44. 2059 | 44. 2060 | 44. 2061 | 44. 2062 | 44. 2063 |
| 45. 2057 | 45. 2058 | 45. 2059 | 45. 2060 | 45. 2061 | 45. 2062 | 45. 2063 | 45. 2064 |
| 46. 2058 | 46. 2059 | 46. 2060 | 46. 2061 | 46. 2062 | 46. 2063 | 46. 2064 | 46. 2065 |
| 47. 2059 | 47. 2060 | 47. 2061 | 47. 2062 | 47. 2063 | 47. 2064 | 47. 2065 | 47. 2066 |
| 48. 2060 | 48. 2061 | 48. 2062 | 48. 2063 | 48. 2064 | 48. 2065 | 48. 2066 | 48. 2067 |
| 49. 2061 | 49. 2062 | 49. 2063 | 49. 2064 | 49. 2065 | 49. 2066 | 49. 2067 | 49. 2068 |
| 50. 2062 | 50. 2063 | 50. 2064 | 50. 2065 | 50. 2066 | 50. 2067 | 50. 2068 | 50. 2069 |

9

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 6 years)

December 31, 2012

| Stock options | 2012 | 2011 |
| --- | --- | --- |
| Cash flows from investing activities | 1,000 | 1,000 |
| Cash flows from investing activities | 1,000 | 1,000 |
| Cash flows from investing activities | 1,000 | 1,000 |
| Cash flows from investing activities | 1,000 | 1,000 |
| Cash flows from investing activities | 1,000 | 1,000 |

10

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2012

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |
| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| 1.00 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

[{"box, [464, [464, [464, [464, [464, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544, 544"}]

ii

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 6 years)

December 31, 2012

| 1 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 3 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 4 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 5 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 6 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 7 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 8 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 9 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 10 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |

12

Consolidated Schedule of Investments

(continued) [continued]

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2022

| Cash Flow from 1st Quarter | 1,000 | 1,000,000 | Cash Flow from 1st Quarter | 1,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| Cash Flow from 2nd Quarter | 1,000 | 1,000,000 | Cash Flow from 2nd Quarter | 1,000 | 1,000,000 |
| Cash Flow from 3rd Quarter | 1,000 | 1,000,000 | Cash Flow from 3rd Quarter | 1,000 | 1,000,000 |
| Cash Flow from 4th Quarter | 1,000 | 1,000,000 | Cash Flow from 4th Quarter | 1,000 | 1,000,000 |
| Cash Flow from 5th Quarter | 1,000 | 1,000,000 | Cash Flow from 5th Quarter | 1,000 | 1,000,000 |
| Cash Flow from 6th Quarter | 1,000 | 1,000,000 | Cash Flow from 6th Quarter | 1,000 | 1,000,000 |
| Cash Flow from 7th Quarter | 1,000 | 1,000,000 | Cash Flow from 7th Quarter | 1,000 | 1,000,000 |
| Cash Flow from 8th Quarter | 1,000 | 1,000,000 | Cash Flow from 8th Quarter | 1,000 | 1,000,000 |

13

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 6 years)

December 31, 2022

| 1. 2023 | 1. 2024 | 1. 2025 | 1. 2026 | 1. 2027 | 1. 2028 | 1. 2029 | 1. 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 2. 2024 | 2. 2025 | 2. 2026 | 2. 2027 | 2. 2028 | 2. 2029 | 2. 2030 | 2. 2031 |
| 3. 2025 | 3. 2026 | 3. 2027 | 3. 2028 | 3. 2029 | 3. 2030 | 3. 2031 | 3. 2032 |
| 4. 2026 | 4. 2027 | 4. 2028 | 4. 2029 | 4. 2030 | 4. 2031 | 4. 2032 | 4. 2033 |
| 5. 2027 | 5. 2028 | 5. 2029 | 5. 2030 | 5. 2031 | 5. 2032 | 5. 2033 | 5. 2034 |
| 6. 2028 | 6. 2029 | 6. 2030 | 6. 2031 | 6. 2032 | 6. 2033 | 6. 2034 | 6. 2035 |
| 7. 2029 | 7. 2030 | 7. 2031 | 7. 2032 | 7. 2033 | 7. 2034 | 7. 2035 | 7. 2036 |
| 8. 2030 | 8. 2031 | 8. 2032 | 8. 2033 | 8. 2034 | 8. 2035 | 8. 2036 | 8. 2037 |
| 9. 2031 | 9. 2032 | 9. 2033 | 9. 2034 | 9. 2035 | 9. 2036 | 9. 2037 | 9. 2038 |
| 10. 2032 | 10. 2033 | 10. 2034 | 10. 2035 | 10. 2036 | 10. 2037 | 10. 2038 | 10. 2039 |
| 11. 2033 | 11. 2034 | 11. 2035 | 11. 2036 | 11. 2037 | 11. 2038 | 11. 2039 | 11. 2040 |
| 12. 2034 | 12. 2035 | 12. 2036 | 12. 2037 | 12. 2038 | 12. 2039 | 12. 2040 | 12. 2041 |
| 13. 2035 | 13. 2036 | 13. 2037 | 13. 2038 | 13. 2039 | 13. 2040 | 13. 2041 | 13. 2042 |
| 14. 2036 | 14. 2037 | 14. 2038 | 14. 2039 | 14. 2040 | 14. 2041 | 14. 2042 | 14. 2043 |
| 15. 2037 | 15. 2038 | 15. 2039 | 15. 2040 | 15. 2041 | 15. 2042 | 15. 2043 | 15. 2044 |
| 16. 2038 | 16. 2039 | 16. 2040 | 16. 2041 | 16. 2042 | 16. 2043 | 16. 2044 | 16. 2045 |
| 17. 2039 | 17. 2040 | 17. 2041 | 17. 2042 | 17. 2043 | 17. 2044 | 17. 2045 | 17. 2046 |
| 18. 2040 | 18. 2041 | 18. 2042 | 18. 2043 | 18. 2044 | 18. 2045 | 18. 2046 | 18. 2047 |
| 19. 2041 | 19. 2042 | 19. 2043 | 19. 2044 | 19. 2045 | 19. 2046 | 19. 2047 | 19. 2048 |
| 20. 2042 | 20. 2043 | 20. 2044 | 20. 2045 | 20. 2046 | 20. 2047 | 20. 2048 | 20. 2049 |
| 21. 2043 | 21. 2044 | 21. 2045 | 21. 2046 | 21. 2047 | 21. 2048 | 21. 2049 | 21. 2050 |
| 22. 2044 | 22. 2045 | 22. 2046 | 22. 2047 | 22. 2048 | 22. 2049 | 22. 2050 | 22. 2051 |
| 23. 2045 | 23. 2046 | 23. 2047 | 23. 2048 | 23. 2049 | 23. 2050 | 23. 2051 | 23. 2052 |
| 24. 2046 | 24. 2047 | 24. 2048 | 24. 2049 | 24. 2050 | 24. 2051 | 24. 2052 | 24. 2053 |
| 25. 2047 | 25. 2048 | 25. 2049 | 25. 2050 | 25. 2051 | 25. 2052 | 25. 2053 | 25. 2054 |
| 26. 2048 | 26. 2049 | 26. 2050 | 26. 2051 | 26. 2052 | 26. 2053 | 26. 2054 | 26. 2055 |
| 27. 2049 | 27. 2050 | 27. 2051 | 27. 2052 | 27. 2053 | 27. 2054 | 27. 2055 | 27. 2056 |
| 28. 2050 | 28. 2051 | 28. 2052 | 28. 2053 | 28. 2054 | 28. 2055 | 28. 2056 | 28. 2057 |
| 29. 2051 | 29. 2052 | 29. 2053 | 29. 2054 | 29. 2055 | 29. 2056 | 29. 2057 | 29. 2058 |
| 30. 2052 | 30. 2053 | 30. 2054 | 30. 2055 | 30. 2056 | 30. 2057 | 30. 2058 | 30. 2059 |
| 31. 2053 | 31. 2054 | 31. 2055 | 31. 2056 | 31. 2057 | 31. 2058 | 31. 2059 | 31. 2060 |
| 32. 2054 | 32. 2055 | 32. 2056 | 32. 2057 | 32. 2058 | 32. 2059 | 32. 2060 | 32. 2061 |
| 33. 2055 | 33. 2056 | 33. 2057 | 33. 2058 | 33. 2059 | 33. 2060 | 33. 2061 | 33. 2062 |
| 34. 2056 | 34. 2057 | 34. 2058 | 34. 2059 | 34. 2060 | 34. 2061 | 34. 2062 | 34. 2063 |
| 35. 2057 | 35. 2058 | 35. 2059 | 35. 2060 | 35. 2061 | 35. 2062 | 35. 2063 | 35. 2064 |
| 36. 2058 | 36. 2059 | 36. 2060 | 36. 2061 | 36. 2062 | 36. 2063 | 36. 2064 | 36. 2065 |
| 37. 2059 | 37. 2060 | 37. 2061 | 37. 2062 | 37. 2063 | 37. 2064 | 37. 2065 | 37. 2066 |
| 38. 2060 | 38. 2061 | 38. 2062 | 38. 2063 | 38. 2064 | 38. 2065 | 38. 2066 | 38. 2067 |
| 39. 2061 | 39. 2062 | 39. 2063 | 39. 2064 | 39. 2065 | 39. 2066 | 39. 2067 | 39. 2068 |
| 40. 2062 | 40. 2063 | 40. 2064 | 40. 2065 | 40. 2066 | 40. 2067 | 40. 2068 | 40. 2069 |
| 41. 2063 | 41. 2064 | 41. 2065 | 41. 2066 | 41. 2067 | 41. 2068 | 41. 2069 | 41. 2070 |
| 42. 2064 | 42. 2065 | 42. 2066 | 42. 2067 | 42. 2068 | 42. 2069 | 42. 2070 | 42. 2071 |
| 43. 2065 | 43. 2066 | 43. 2067 | 43. 2068 | 43. 2069 | 43. 2070 | 43. 2071 | 43. 2072 |
| 44. 2066 | 44. 2067 | 44. 2068 | 44. 2069 | 44. 2070 | 44. 2071 | 44. 2072 | 44. 2073 |
| 45. 2067 | 45. 2068 | 45. 2069 | 45. 2070 | 45. 2071 | 45. 2072 | 45. 2073 | 45. 2074 |
| 46. 2068 | 46. 2069 | 46. 2070 | 46. 2071 | 46. 2072 | 46. 2073 | 46. 2074 | 46. 2075 |
| 47. 2069 | 47. 2070 | 47. 2071 | 47. 2072 | 47. 2073 | 47. 2074 | 47. 2075 | 47. 2076 |
| 48. 2070 | 48. 2071 | 48. 2072 | 48. 2073 | 48. 2074 | 48. 2075 | 48. 2076 | 48. 2077 |
| 49. 2071 | 49. 2072 | 49. 2073 | 49. 2074 | 49. 2075 | 49. 2076 | 49. 2077 | 49. 2078 |
| 50. 2072 | 50. 2073 | 50. 2074 | 50. 2075 | 50. 2076 | 50. 2077 | 50. 2078 | 50. 2079 |

14

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentage shown are based on last 4 years)

December 31, 2012

![img-0.jpeg](img-0.jpeg)

15

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 6 years)

December 31, 2012

| 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. 32. 33. 34. 35. 36. 37. 38. 39. 40. 41. 42. 43. 44. 45. 46. 47. 48. 49. 50. 51. 52. 53. 54. 55. 56. 57. 58. 59. 60. 61. 62. 63. 64. 65. 66. 67. 68. 69. 70. 71. 72. 73. 74. 75. 76. 77. 78. 79. 80. 81. 82. 83. 84. 85. 86. 87. 88. 89. 90. 91. 92. 93. 94. 95. 96. 97. 98. 99. 100. 101. 102. 103. 104. 105. 106. 107. 108. 109. 110. 111. 112. 113. 114. 115. 116. 117. 118. 119. 120. 121. 122. 123. 124. 125. 126. 127. 128. 129. 130. 131. 132. 133. 134. 135. 136. 137. 138. 139. 140. 141. 142. 143. 144. 145. 146. 147. 148. 149. 150. 151. 152. 153. 154. 155. 156. 157. 158. 159. 160. 161. 162. 163. 164. 165. 166. 167. 168. 169. 170. 171. 172. 173. 174. 175. 176. 177. 178. 179. 180. 181. 182. 183. 184. 185. 186. 187. 188. 189. 190. 191. 192. 193. 194. 195. 196. 197. 198. 199. 200. 201. 202. 203. 204. 205. 206. 207. 208. 209. 210. 211. 212. 213. 214. 215. 216. 217. 218. 219. 220. 221. 222. 223. 224. 225. 226. 227. 228. 229. 230. 231. 232. 233. 234. 235. 236. 237. 238. 239. 240. 241. 242. 243. 244. 245. 246. 247. 248. 249. 250. 251. 252. 253. 254. 255. 256. 257. 258. 259. 260. 261. 262. 263. 264. 265. 266. 267. 268. 269. 270. 271. 272. 273. 274. 275. 276. 277. 278. 279. 280. 281. 282. 283. 284. 285. 286. 287. 288. 289. 290. 291. 292. 293. 294. 295. 296. 297. 298. 299. 300. 301. 302. 303. 304. 305. 306. 307. 308. 309. 310. 311. 312. 313. 314. 315. 316. 317. 318. 319. 320. 321. 322. 323. 324. 325. 326. 327. 328. 329. 330. 331. 332. 333. 334. 335. 336. 337. 338. 339. 340. 341. 342. 343. 344. 345. 346. 347. 348. 349. 350. 351. 352. 353. 354. 355. 356. 357. 358. 359. 360. 361. 362. 363. 364. 365. 366. 367. 368. 369. 370. 371. 372. 373. 374. 375. 376. 377. 378. 379. 380. 381. 382. 383. 384. 385. 386. 387. 388. 389. 390. 391. 392. 393. 394. 395. 396. 397. 398. 399. 400. 401. 402. 403. 404. 405. 406. 407. 408. 409. 410. 411. 412. 413. 414. 415. 416. 417. 418. 419. 420. 421. 422. 423. 424. 425. 426. 427. 428. 429. 430. 431. 432. 433. 434. 435. 436. 437. 438. 439. 440. 441. 442. 443. 444. 445. 446. 447. 448. 449. 450. 451. 452. 453. 454. 455. 456. 457. 458. 459. 460. 461. 462. 463. 464. 465. 466. 467. 468. 469. 470. 471. 472. 473. 474. 475. 476. 477. 478. 479. 480. 481. 482. 483. 484. 485. 486. 487. 488. 489. 490. 491. 492. 493. 494. 495. 496. 497. 498. 499. 500. 501. 502. 503. 504. 505. 506. 507. 508. 509. 510. 511. 512. 513. 514. 515. 516. 517. 518. 519. 520. 521. 522. 523. 524. 525. 526. 527. 528. 529. 530. 531. 532. 533. 534. 535. 536. 537. 538. 539. 540. 541. 542. 543. 544. 545. 546. 547. 548. 549. 550. 551. 552. 553. 554. 555. 556. 557. 558. 559. 560. 561. 562. 563. 564. 565. 566. 567. 568. 569. 570. 571. 572. 573. 574. 575. 576. 577. 578. 579. 580. 581. 582. 583. 584. 585. 586. 587. 588. 589. 590. 591. 592. 593. 594. 595. 596. 597. 598. 599. 600. 601. 602. 603. 604. 605. 606. 607. 608. 609. 610. 611. 612. 613. 614. 615. 616. 617. 618. 619. 620. 621. 622. 623. 624. 625. 626. 627. 628. 629. 630. 631. 632. 633. 634. 635. 636. 637. 638. 639. 640. 641. 642. 643. 644. 645. 646. 647. 648. 649. 650. 651. 652. 653. 654. 655. 656. 657. 658. 659. 660. 661. 662. 663. 664. 665. 666. 667. 668. 669. 670. 671. 672. 673. 674. 675. 676. 677. 678. 679. 680. 681. 682. 683. 684. 685. 686. 687. 688. 689. 690. 691. 692. 693. 694. 695. 696. 697. 698. 699. 700. 701. 702. 703. 704. 705. 706. 707. 708. 709. 710. 711. 712. 713. 714. 715. 716. 717. 718. 719. 720. 721. 722. 723. 724. 725. 726. 727. 728. 729. 730. 731. 732. 733. 734. 735. 736. 737. 738. 739. 740. 741. 742. 743. 744. 745. 746. 747. 748. 749. 750. 751. 752. 753. 754. 755. 756. 757. 758. 759. 760. 761. 762. 763. 764. 765. 766. 767. 768. 769. 770. 771. 772. 773. 774. 775. 776. 777. 778. 779. 780. 781. 782. 783. 784. 785. 786. 787. 788. 789. 790. 791. 792. 793. 794. 795. 796. 797. 798. 799. 800. 801. 802. 803. 804. 805. 806. 807. 808. 809. 810. 811. 812. 813. 814. 815. 816. 817. 818. 819. 820. 821. 822. 823. 824. 825. 826. 827. 828. 829. 830. 831. 832. 833. 834. 835. 836. 837. 838. 839. 840. 841. 842. 843. 844. 845. 846. 847. 848. 849. 850. 851. 852. 853. 854. 855. 856. 857. 858. 859. 860. 861. 862. 863. 864. 865. 866. 867. 868. 869. 870. 871. 872. 873. 874. 875. 876. 877. 878. 879. 880. 881. 882. 883. 884. 885. 886. 887. 888. 889. 890. 891. 892. 893. 894. 895. 896. 897. 898. 899. 900. 901. 902. 903. 904. 905. 906. 907. 908. 909. 910. 911. 912. 913. 914. 915. 916. 917. 918. 919. 920. 921. 922. 923. 924. 925. 926. 927. 928. 929. 930. 931. 932. 933. 934. 935. 936. 937. 938. 939. 940. 941. 942. 943. 944. 945. 946. 947. 948. 949. 950. 951. 952. 953. 954. 955. 956. 957. 958. 959. 960. 961. 962. 963. 964. 965. 966. 967. 968. 969. 970. 971. 972. 973. 974. 975. 976. 977. 978. 979. 980. 981. 982. 983. 984. 985. 986. 987. 988. 989. 990. 991. 992. 993. 994. 995. 996. 997. 998. 999. 1000. |
| --- |

16

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2012

| High Yield Bond Portfolio | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| --- | --- | --- | --- | --- | --- | --- |
| High Yield Bond Portfolio | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| High Yield Bond Portfolio | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| High Yield Bond Portfolio | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |

17

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on Net Assets)

December 31, 2012

| 1 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 3 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 4 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 5 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 6 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 7 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 8 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |

18

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2022

| 1. Stockholders' Equity | 1.000 | 1,000,000 | 1. Stockholders' Equity | 1.000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- |
| 2. Stockholders' Equity | 1.000 | 1,000,000 | 2. Stockholders' Equity | 1.000 | 1,000,000 |
| 3. Stockholders' Equity | 1.000 | 1,000,000 | 3. Stockholders' Equity | 1.000 | 1,000,000 |
| 4. Stockholders' Equity | 1.000 | 1,000,000 | 4. Stockholders' Equity | 1.000 | 1,000,000 |
| 5. Stockholders' Equity | 1.000 | 1,000,000 | 5. Stockholders' Equity | 1.000 | 1,000,000 |
| 6. Stockholders' Equity | 1.000 | 1,000,000 | 6. Stockholders' Equity | 1.000 | 1,000,000 |
| 7. Stockholders' Equity | 1.000 | 1,000,000 | 7. Stockholders' Equity | 1.000 | 1,000,000 |
| 8. Stockholders' Equity | 1.000 | 1,000,000 | 8. Stockholders' Equity | 1.000 | 1,000,000 |
| 9. Stockholders' Equity | 1.000 | 1,000,000 | 9. Stockholders' Equity | 1.000 | 1,000,000 |
| 10. Stockholders' Equity | 1.000 | 1,000,000 | 10. Stockholders' Equity | 1.000 | 1,000,000 |

19

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on Net Assets)

December 31, 2012

| Consolidated Stock Exchange | 1,000 | 1,000,000 |
| --- | --- | --- |
| Common Stock | 1,000 | 1,000,000 |
| Common Stock | 1,000 | 1,000,000 |
| Common Stock | 1,000 | 1,000,000 |
| Common Stock | 1,000 | 1,000,000 |
| Common Stock | 1,000 | 1,000,000 |

28

Consolidated Schedule of Investments

(continued) (continued)

BlackRock High Yield Bond Portfolio
(Percentages shown are based on last 4 years)

December 31, 2012

| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| --- | --- | --- | --- | --- |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 |  |  |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| 1.00 | 1.00 | 1.00 | 1.00 |  |

21

Consolidated Schedule of Investments

BlackRock High Yield Bond Portfolio

(continued) (continued)

December 31, 2022

| Total | 1,000,000 | Total | 1,000,000 |
| --- | --- | --- | --- |
| Total | 1,000,000 | Total | 1,000,000 |
| Total | 1,000,000 | Total | 1,000,000 |

22

Consolidated Schedule of Investments

(continued) [continued]

BlackRock High Yield Bond Portfolio

December 31, 2012[{"box_2d": [0, 32, 476, 92], "label": "table", "caption": "

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |
| Interest | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

| Derivative Financial Instruments | Outstanding as of Period End | Balance |
| --- | --- | --- |
| Debtors | 1,000,000 | 1,000,000 |

<table><thead><tr><th>Derivative Financial Instruments</th><th>Outstanding as of

Consolidated Schedule of Investments

BlackRock High Yield Bond Portfolio

(continued) (continued)

December 31, 2012[{"box_2d": [0, 32, 476, 93], "label": "table", "caption": "

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Consolidated Schedule of Investments | 2012 | 2011 | 2010 | 2009 | 2008 |
| --- | --- | --- | --- | --- | --- |
| Consolidated Schedule of Investments | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

<table><thead><tr><th>Consolidated Schedule of Investments</th><th>2012</th

Consolidated Schedule of Investments

BlackRock High Yield Bond Portfolio

(continued) (continued)

December 31, 2012

| Consolidated Balance | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- |
| Consolidated Balance | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Consolidated Balance | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| Consolidated Balance | 1,000,000 |  |  |  |
| Consolidated Balance | 1,000,000 |  |  |  |
| Consolidated Balance | 1,000,000 |  |  |  |
| Consolidated Balance | 1,000,000 |  |  |  |
| Consolidated Balance | 1,000,000 |  |  |  |
| Consolidated Balance | 1,000,000 |  |  |  |

25

Consolidated Schedule of Investments

BlackRock High Yield Bond Portfolio

[revised text] [revised text]

December 31, 2022

Fair Value Hierarchy as of Period End

[Revisions of the Company's share of the stock] [Revisions of the Company's share of the stock] [Revisions of the Company's share of the stock] [Revisions of the Company's share of the stock] [Revisions of the Company's share of the stock] [Revisions of the Company's share of the stock] [Revisions of the Company's share of the stock] [Revisions of the Company's share of the stock] [Revisions of the Company's share of the stock] [Revisions of

26

Consolidated Schedule of Investments

BlackRock High Yield Bond Portfolio

(continued) [continued]

December 31, 2022

Fair Value Hierarchy as of Period End (continued)

The fair value hierarchy of the period End (continued) is a series of financial instruments, including the fair value of the stock market, the fair value of the market, and the fair value of the market. The fair value of the market is based on the fair value of the market's share of the stock market, the fair value of the market's share of the market. The fair value of the market is based on the fair value of the market's share of the stock market, the fair value of the market's share of the market.

27

Consolidated Schedule of Investments

BlackRock High Yield Bond Portfolio

(continued) [continued]

December 31, 2022

Fair Value Hierarchy as of Period End [continued]

[REDACTED]

26

Consolidated Schedule of Investments

BlackRock High Yield Bond Portfolio

[revised text]

December 31, 2012[{"box_2d": [0, 34, 476, 93], "label": "text", "caption": "Consolidated of Level 1 financial instruments is presented when the Company's directors are part of Level 1 operating in the 2012 Annual Statement of Financial Condition and the Company's performance in the 2012 Annual Statement of Financial Condition and the Company's performance in the 2013 Annual Statement of Financial Condition and the Company's performance in the 2014 Annual Statement of Financial Condition and the Company's performance in the 2015 Annual Statement of Financial Condition and the Company's performance in the 2016 Annual Statement of Financial Condition and the Company's performance in the 2017 Annual Statement of Financial Condition and the Company's performance in the 2018 Annual Statement of Financial Condition and the Company's performance in the 2019 Annual Statement of Financial Condition and the Company's performance in the 2020 Annual Statement of Financial Condition and the Company's performance in the 2021 Annual Statement of Financial Condition and the Company's performance in the 2022 Annual Statement of Financial Condition and the Company's performance in the 2023 Annual Statement of Financial Condition and the Company's performance in the 2024 Annual Statement of Financial Condition and the Company's performance in the 2025 Annual Statement of Financial Condition and the Company's performance in the 2026 Annual Statement of Financial Condition and the Company's performance in the 2027 Annual Statement of Financial Condition and the Company's performance in the 2028 Annual Statement of Financial Condition and the Company's performance in the 2029 Annual Statement of Financial Condition and the Company's performance in the 2030 Annual Statement of Financial Condition and the Company's performance in the 2031 Annual Statement of Financial Condition and the Company's performance in the 2032 Annual Statement of Financial Condition and the Company's performance in the 2033 Annual Statement of Financial Condition and the Company's performance in the 2034 Annual Statement of Financial Condition and the Company's performance in the 2035 Annual Statement of Financial Condition and the Company's performance in the 2036 Annual Statement of Financial Condition and the Company's performance in the 2037 Annual Statement of Financial Condition and the Company's performance in the 2038 Annual Statement of Financial Condition and the Company's performance in the 2039 Annual Statement of Financial Condition and the Company's performance in the 2040 Annual Statement of Financial Condition and the Company's performance in the 2041 Annual Statement of Financial Condition and the Company's performance in the 2042 Annual Statement of Financial Condition and the Company's performance in the 2043 Annual Statement of Financial Condition and the Company's performance in the 2044 Annual Statement of Financial Condition and the Company's performance in the 2045 Annual Statement of Financial Condition and the Company's performance in the 2046 Annual Statement of Financial Condition and the Company's performance in the 2047 Annual Statement of Financial Condition and the Company's performance in the 2048 Annual Statement of Financial Condition and the Company's performance in the 2049 Annual Statement of Financial Condition and the Company's performance in the 2050 Annual Statement of Financial Condition and the Company's performance in the 2051 Annual Statement of Financial Condition and the Company's performance in the 2052 Annual Statement of Financial Condition and the Company's performance in the 2053 Annual Statement of Financial Condition and the Company's performance in the 2054 Annual Statement of Financial Condition and the Company's performance in the 2055 Annual Statement of Financial Condition and the Company's performance in the 2056 Annual Statement of Financial Condition and the Company's performance in the 2057 Annual Statement of Financial Condition and the Company's performance in the 2058 Annual Statement of Financial Condition and the Company's performance in the 2059 Annual Statement of Financial Condition and the Company's performance in the 2060 Annual Statement of Financial Condition and the Company's performance in the 2061 Annual Statement of Financial Condition and the Company's performance in the 2062 Annual Statement of Financial Condition and the Company's performance in the 2063 Annual Statement of Financial Condition and the Company's performance in the 2064 Annual Statement of Financial Condition and the Company's performance in the 2065 Annual Statement of Financial Condition and the Company's performance in the 2066 Annual Statement of Financial Condition and the Company's performance in the 2067 Annual Statement of Financial Condition and the Company's performance in the 2068 Annual Statement of Financial Condition and the Company's performance in the 2069 Annual Statement of Financial Condition and the Company's performance in the 2070 Annual Statement of Financial Condition and the Company's performance in the 2071 Annual Statement of Financial Condition and the Company's performance in the 2072 Annual Statement of Financial Condition and the Company's performance in the 2073 Annual Statement of Financial Condition and the Company's performance in the 2074 Annual Statement of Financial Condition and the Company's performance in the 2075 Annual Statement of Financial Condition and the Company's performance in the 2076 Annual Statement of Financial Condition and the Company's performance in the 2077 Annual Statement of Financial Condition and the Company's performance in the 2078 Annual Statement of Financial Condition and the Company's performance in the 2079 Annual Statement of Financial Condition and the Company's performance in the 2080 Annual Statement of Financial Condition and the Company's performance in the 2081 Annual Statement of Financial Condition and the Company's performance in the 2082 Annual Statement of Financial Condition and the Company's performance in the 2083 Annual Statement of Financial Condition and the Company's performance in the 2084 Annual Statement of Financial Condition and the Company's performance in the 2085 Annual Statement of Financial Condition and the Company's performance in the 2086 Annual Statement of Financial Condition and the Company's performance in the 2087 Annual Statement of Financial Condition and the Company's performance in the 2088 Annual Statement of Financial Condition and the Company's performance in the 2089 Annual Statement of Financial Condition and the Company's performance in the 2090 Annual Statement of Financial Condition and the Company's performance in the 2091 Annual Statement of Financial Condition and the Company's performance in the 2092 Annual Statement of Financial Condition and the Company's performance in the 2093 Annual Statement of Financial Condition and the Company's performance in the 2094 Annual Statement of Financial Condition and the Company's performance in the 2095 Annual Statement of Financial Condition and the Company's performance in the 2096 Annual Statement of Financial Condition and the Company's performance in the 2097 Annual Statement of Financial Condition and the Company's performance in the 2098 Annual Statement of Financial Condition and the Company's performance in the 2099 Annual Statement of Financial Condition and the Company's performance in the 2100 Annual Statement of Financial Condition and the Company's performance in the 2101 Annual Statement of Financial Condition and the Company's performance in the 2102 Annual Statement of Financial Condition and the Company's performance in the 2103 Annual Statement of Financial Condition and the Company's performance in the 2104 Annual Statement of Financial Condition and the Company's performance in the 2105 Annual Statement of Financial Condition and the Company's performance in the 2106 Annual Statement of Financial Condition and the Company's performance in the 2107 Annual Statement of Financial Condition and the Company's performance in the 2108 Annual Statement of Financial Condition and the Company's performance in the 2109 Annual Statement of Financial Condition and the Company's performance in the 2110 Annual Statement of Financial Condition and the Company's performance in the 2111 Annual Statement of Financial Condition and the Company's performance in the 2112 Annual Statement of Financial Condition and the Company's performance in the 2113 Annual Statement of Financial Condition and the Company's performance in the 2114 Annual Statement of Financial Condition and the Company's performance in the 2115 Annual Statement of Financial Condition and the Company's performance in the 2116 Annual Statement of Financial Condition and the Company's performance in the 2117 Annual Statement of Financial Condition and the Company's performance in the 2118 Annual Statement of Financial Condition and the Company's performance in the 2119 Annual Statement of Financial Condition and the Company's performance in the 2120 Annual Statement of Financial Condition and the Company's performance in the 2121 Annual Statement of Financial Condition and the Company's performance in the 2122 Annual Statement of Financial Condition and the Company's performance in the 2123 Annual Statement of Financial Condition and the Company's performance in the 2124 Annual Statement of Financial Condition and the Company's performance in the 2125 Annual Statement of Financial Condition and the Company's performance in the 2126 Annual Statement of Financial Condition and the Company's performance in the 2127 Annual Statement of Financial Condition and the Company's performance in the 2128 Annual Statement of Financial Condition and the Company's performance in the 2129 Annual Statement of Financial Condition and the Company's performance in the 2130 Annual Statement of Financial Condition and the Company's performance in the 2131 Annual Statement of Financial Condition and the Company's performance in the 2132 Annual Statement of Financial Condition and the Company's performance in the 2133 Annual Statement of Financial Condition and the Company's performance in the 2134 Annual Statement of Financial Condition and the Company's performance in the 2135 Annual Statement of Financial Condition and the Company's performance in the 2136 Annual Statement of Financial Condition and the Company's performance in the 2137 Annual Statement of Financial Condition and the Company's performance in the 2138 Annual Statement of Financial Condition and the Company's performance in the 2139 Annual Statement of Financial Condition and the Company's performance in the 2140 Annual Statement of Financial Condition and the Company's performance in the 2141 Annual Statement of Financial Condition and the Company's performance in the 2142 Annual Statement of Financial Condition and the Company's performance in the 2143 Annual Statement of Financial Condition and the Company's performance in the 2144 Annual Statement of Financial Condition and the Company's performance in the 2145 Annual Statement of Financial Condition and the Company's performance in the 2146 Annual Statement of Financial Condition and the Company's performance in the 2147 Annual Statement of Financial Condition and the Company's performance in the 2148 Annual Statement of Financial Condition and the Company's performance in the 2149 Annual Statement of Financial Condition and the Company's performance in the 2150 Annual Statement of Financial Condition and the Company's performance in the 2151 Annual Statement of Financial Condition and the Company's performance in the 2152 Annual Statement of Financial Condition and the Company's performance in the 2153 Annual Statement of Financial Condition and the Company's performance in the 2154 Annual Statement of Financial Condition and the Company's performance in the 2155 Annual Statement of Financial Condition and the Company's performance in the 2156 Annual Statement of Financial Condition and the Company's performance in the 2157 Annual Statement of Financial Condition and the Company's performance in the 2158 Annual Statement of Financial Condition and the Company's performance in the 2159 Annual Statement of Financial Condition and the Company's performance in the 2160 Annual Statement of Financial Condition and the Company's performance in the 2161 Annual Statement of Financial Condition and the Company's performance in the 2162 Annual Statement of Financial Condition and the Company's performance in the 2163 Annual Statement of Financial Condition and the Company's performance in the 2164 Annual Statement of Financial Condition and the Company's performance in the 2165 Annual Statement of Financial Condition and the Company's performance in the 2166 Annual Statement of Financial Condition and the Company's performance in the 2167 Annual Statement of Financial Condition and the Company's performance in the 2168 Annual Statement of Financial Condition and the Company's performance in the 2169 Annual Statement of Financial Condition and the Company's performance in the 2170 Annual Statement of Financial Condition and the Company's performance in the 2171 Annual Statement of Financial Condition and the Company's performance in the 2172 Annual Statement of Financial Condition and the Company's performance in the 2173 Annual Statement of Financial Condition and the Company's performance in the 2174 Annual Statement of Financial Condition and the Company's performance in the 2175 Annual Statement of Financial Condition and the Company's performance in the 2176 Annual Statement of Financial Condition and the Company's performance in the 2177 Annual Statement of Financial Condition and the Company's performance in the 2178 Annual Statement of Financial Condition and the Company's performance in the 2179 Annual Statement of Financial Condition and the Company's performance in the 2180 Annual Statement of Financial Condition and the Company's performance in the 2181 Annual Statement of Financial Condition and the Company's performance in the 2182 Annual Statement of Financial Condition and the Company's performance in the 2183 Annual Statement of Financial Condition and the Company's performance in the 2184 Annual Statement of Financial Condition and the Company's performance in the 2185 Annual Statement of Financial Condition and the Company's performance in the 2186 Annual Statement of Financial Condition and the Company's performance in the 2187 Annual Statement of Financial Condition and the Company's performance in the 2188 Annual Statement of Financial Condition and the Company's performance in the 2189 Annual Statement of Financial Condition and the Company's performance in the 2190 Annual Statement of Financial Condition and the Company's performance in the 2191 Annual Statement of Financial Condition and the Company's performance in the 2192 Annual Statement of Financial Condition and the Company's performance in the 2193 Annual Statement of Financial Condition and the Company's performance in the 2194 Annual Statement of Financial Condition and the Company's performance in the 2195 Annual Statement of Financial Condition and the Company's performance in the 2196 Annual Statement of Financial Condition and the Company's performance in the 2197 Annual Statement of Financial Condition and the Company's performance in the 2198 Annual Statement of Financial Condition and the Company's performance in the 2199 Annual Statement of Financial Condition and the Company's performance in the 2200 Annual Statement of Financial Condition and the Company's performance in the 2201 Annual Statement of Financial Condition and the Company's performance in the 2202 Annual Statement of Financial Condition and the Company's performance in the 2203 Annual Statement of Financial Condition and the Company's performance in the 2204 Annual Statement of Financial Condition and the Company's performance in the 2205 Annual Statement of Financial Condition and the Company's performance in the 2206 Annual Statement of Financial Condition and the Company's performance in the 2207 Annual Statement of Financial Condition and the Company's performance in the 2208 Annual Statement of Financial Condition and the Company's performance in the 2209 Annual Statement of Financial Condition and the Company's performance in the 2210 Annual Statement of Financial Condition and the Company's performance in the 2211 Annual Statement of Financial Condition and the Company's performance in the 2212 Annual Statement of Financial Condition and the Company's performance in the 2213 Annual Statement of Financial Condition and the Company's performance in the 2214 Annual Statement of Financial Condition and the Company's performance in the 2215 Annual Statement of Financial Condition and the Company's performance in the 2216 Annual Statement of Financial Condition and the Company's performance in the 2217 Annual Statement of Financial Condition and the Company's performance in the 2218 Annual Statement of Financial Condition and the Company's performance in the 2219 Annual Statement of Financial Condition and the Company's performance in the 2220 Annual Statement of Financial Condition and the Company's performance in the 2221 Annual Statement of Financial Condition and the Company's performance in the 2222 Annual Statement of Financial Condition and the Company's performance in the 2223 Annual Statement of Financial Condition and the Company's performance in the 2224 Annual Statement of Financial Condition and the Company's performance in the 2225 Annual Statement of Financial Condition and the Company's performance in the 2226 Annual Statement of Financial Condition and the Company's performance in the 2227 Annual Statement of Financial Condition and the Company's performance in the 2228 Annual Statement of Financial Condition and the Company's performance in the 2229 Annual Statement of Financial Condition and the Company's performance in the 2230 Annual Statement of Financial Condition and the Company's performance in the 2231 Annual Statement of Financial Condition and the Company's performance in the 2232 Annual Statement of Financial Condition and the Company's performance in the 2233 Annual Statement of Financial Condition and the Company's performance in the 2234 Annual Statement of Financial Condition and the Company's performance in the 2235 Annual Statement of Financial Condition and the Company's performance in the 2236 Annual Statement of Financial Condition and the Company's performance in the 2237 Annual Statement of Financial Condition and the Company's performance in the 2238 Annual Statement of Financial Condition and the Company's performance in the 2239 Annual Statement of Financial Condition and the Company's performance in the 2240 Annual Statement of Financial Condition and the Company's performance in the 2241 Annual Statement of Financial Condition and the Company's performance in the 2242 Annual Statement of Financial Condition and the Company's performance in the 2243 Annual Statement of Financial Condition and the Company's performance in the 2244 Annual Statement of Financial Condition and the Company's performance in the 2245 Annual Statement of Financial Condition and the Company's performance in the 2246 Annual Statement of Financial Condition and the Company's performance in the 2247 Annual Statement of Financial Condition and the Company's performance in the 2248 Annual Statement of Financial Condition and the Company's performance in the 2249 Annual Statement of Financial Condition and the Company's performance in the 2250 Annual Statement of Financial Condition and the Company's performance in the 2251 Annual Statement of Financial Condition and the Company's performance in the 2252 Annual Statement of Financial Condition and the Company's performance in the 2253 Annual Statement of Financial Condition and the Company's performance in the 2254 Annual Statement of Financial Condition and the Company's performance in the 2255 Annual Statement of Financial Condition and the Company's performance in the 2256 Annual Statement of Financial Condition and the Company's performance in the 2257 Annual Statement of Financial Condition and the Company's performance in the 2258 Annual Statement of Financial Condition and the Company's performance in the 2259 Annual Statement of Financial Condition and the Company's performance in the 2260 Annual Statement of Financial Condition and the Company's performance in the 2261 Annual Statement of Financial Condition and the Company's performance in the 2262 Annual Statement of Financial Condition and the Company's performance in the 2263 Annual Statement of Financial Condition and the Company's performance in the 2264 Annual Statement of Financial Condition and the Company's performance in the 2265 Annual Statement of Financial Condition and the Company's performance in the 2266 Annual Statement of Financial Condition and the Company's performance in the 2267 Annual Statement of Financial Condition and the Company's performance in the 2268 Annual Statement of Financial Condition and the Company's performance in the 2269 Annual Statement of Financial Condition and the Company's performance in the 2270 Annual Statement of Financial Condition and the Company's performance in the 2271 Annual Statement of Financial Condition and the Company's performance in the 2272 Annual Statement of Financial Condition and the Company's performance in the 2273 Annual Statement of Financial Condition and the Company's performance in the 2274 Annual Statement of Financial Condition and the Company's performance in the 2275 Annual Statement of Financial Condition and the Company's performance in the 2276 Annual Statement of Financial Condition and the Company's performance in the 2277 Annual Statement of Financial Condition and the Company's performance in the 2278 Annual Statement of Financial Condition and the Company's performance in the 2279 Annual Statement of Financial Condition and the Company's performance in the 2280 Annual Statement of Financial Condition and the Company's performance in the 2281 Annual Statement of Financial Condition and the Company's performance in the 2282 Annual Statement of Financial Condition and the Company's performance in the 2283 Annual Statement of Financial Condition and the Company's performance in the 2284 Annual Statement of Financial Condition and the Company's performance in the 2285 Annual Statement of Financial Condition and the Company's performance in the 2286 Annual Statement of Financial Condition and the Company's performance in the 2287 Annual Statement of Financial Condition and the Company's performance in the 2288 Annual Statement of Financial Condition and the Company's performance in the 2289 Annual Statement of Financial Condition and the Company's performance in the 2290 Annual Statement of Financial Condition and the Company's performance in the 2291 Annual Statement of Financial Condition and the Company's performance in the 2292 Annual Statement of Financial Condition and the Company's performance in the 2293 Annual Statement of Financial Condition and the Company's performance in the 2294 Annual Statement of Financial Condition and the Company's performance in the 2295 Annual Statement of Financial Condition and the Company's performance in the 2296 Annual Statement of Financial Condition and the Company's performance in the 2297 Annual Statement of Financial Condition and the Company's performance in the 2298 Annual Statement of Financial Condition and the Company's performance in the 2299 Annual Statement of Financial Condition and the Company's performance in the 2300 Annual Statement of Financial Condition and the Company's performance in the 2301 Annual Statement of Financial Condition and the Company's performance in the 2302 Annual Statement of Financial Condition and the Company's performance in the 2303 Annual Statement of Financial Condition and the Company's performance in the 2304 Annual Statement of Financial Condition and the Company's performance in the 2305 Annual Statement of Financial Condition and the Company's performance in the 2306 Annual Statement of Financial Condition and the Company's performance in the 2307 Annual Statement of Financial Condition and the Company's performance in the 2308 Annual Statement of Financial Condition and the Company's performance in the 2309 Annual Statement of Financial Condition and the Company's performance in the 2310 Annual Statement of Financial Condition and the Company's performance in the 2311 Annual Statement of Financial Condition and the Company's performance in the 2312 Annual Statement of Financial Condition and the Company's performance in the 2313 Annual Statement of Financial Condition and the Company's performance in the 2314 Annual Statement of Financial Condition and the Company's performance in the 2315 Annual Statement of Financial Condition and the Company's performance in the 2316 Annual Statement of Financial Condition and the Company's performance in the 2317 Annual Statement of Financial Condition and the Company's performance in the 2318 Annual Statement of Financial Condition and the Company's performance in the 2319 Annual Statement of Financial Condition and the Company's performance in the 2320 Annual Statement of Financial Condition and the Company's performance in the 2321 Annual Statement of Financial Condition and the Company's performance in the 2322 Annual Statement of Financial Condition and the Company's performance in the 2323 Annual Statement of Financial Condition and the Company's performance in the 2324 Annual Statement of Financial Condition and the Company's performance in the 2325 Annual Statement of Financial Condition and the Company's performance in the 2326 Annual Statement of Financial Condition and the Company's performance in the 2327 Annual Statement of Financial Condition and the Company's performance in the 2328 Annual Statement of Financial Condition and the Company's performance in the 2329 Annual Statement of Financial Condition and the Company's performance in the 2330 Annual Statement of Financial Condition and the Company's performance in the 2331 Annual Statement of Financial Condition and the Company's performance in the 2332 Annual Statement of Financial Condition and the Company's performance in the 2333 Annual Statement of Financial Condition and the Company's performance in the 2334 Annual Statement of Financial Condition and the Company's performance in the 2335 Annual Statement of Financial Condition and the Company's performance in the 2336 Annual Statement of Financial Condition and the Company's performance in the 2337 Annual Statement of Financial Condition and the Company's performance in the 2338 Annual Statement of Financial Condition and the Company's performance in the 2339 Annual Statement of Financial Condition and the Company's performance in the 2340 Annual Statement of Financial Condition and the Company's performance in the 2341 Annual Statement of Financial Condition and the Company's performance in the 2342 Annual Statement of Financial Condition and the Company's performance in the 2343 Annual Statement of Financial Condition and the Company's performance in the 2344 Annual Statement of Financial Condition and the Company's performance in the 2345 Annual Statement of Financial Condition and the Company's performance in the 2346 Annual Statement of Financial Condition and the Company's performance in the 2347 Annual Statement of Financial Condition and the Company's performance in the 2348 Annual Statement of Financial Condition and the Company's performance in the 2349 Annual Statement of Financial Condition and the Company's performance in the 2350 Annual Statement of Financial Condition and the Company's performance in the 2351 Annual Statement of Financial Condition and the Company's performance in the 2352 Annual Statement of Financial Condition and the Company's performance in the 2353 Annual Statement of Financial Condition and the Company's performance in the 2354 Annual Statement of Financial Condition and the Company's performance in the 2355 Annual Statement of Financial Condition and the Company's performance in the 2356 Annual Statement of Financial Condition and the Company's performance in the 2357 Annual Statement of Financial Condition and the Company's performance in the 2358 Annual Statement of Financial Condition and the Company's performance in the 2359 Annual Statement of Financial Condition and the Company's performance in the 2360 Annual Statement of Financial Condition and the Company's performance in the 2361 Annual Statement of Financial Condition and the Company's performance in the 2362 Annual Statement of Financial Condition and the Company's performance in the 2363 Annual Statement of Financial Condition and the Company's performance in the 2364 Annual Statement of Financial Condition and the Company's performance in the 2365 Annual Statement of Financial Condition and the Company's performance in the 2366 Annual Statement of Financial Condition and the Company's performance in the 2367 Annual Statement of Financial Condition and the Company's performance in the 2368 Annual Statement of Financial Condition and the Company's performance in the 2369 Annual Statement of Financial Condition and the Company's performance in the 2370 Annual Statement of Financial Condition and the Company's performance in the 2371 Annual Statement of Financial Condition and the Company's performance in the 2372 Annual Statement of Financial Condition and the Company's performance in the 2373 Annual Statement of Financial Condition and the Company's performance in the 2374 Annual Statement of Financial Condition and the Company's performance in the 2375 Annual Statement of Financial Condition and the Company's performance in the 2376 Annual Statement of Financial Condition and the Company's performance in the 2377 Annual Statement of Financial Condition and the Company's performance in the 2378 Annual Statement of Financial Condition and the Company's performance in the 2379 Annual Statement of Financial Condition and the Company's performance in the 2380 Annual Statement of Financial Condition and the Company's performance in the 2381 Annual Statement of Financial Condition and the Company's performance in the 2382 Annual Statement of Financial Condition and the Company's performance in the 2383 Annual Statement of Financial Condition and the Company's performance in the 2384 Annual Statement of Financial Condition and the Company's performance in the 2385 Annual Statement of Financial Condition and the Company's performance in the 2386 Annual Statement of Financial Condition and the Company's performance in the 2387 Annual Statement of Financial Condition and the Company's performance in the 2388 Annual Statement of Financial Condition and the Company's performance in the 2389 Annual Statement of Financial Condition and the Company's performance in the 2390 Annual Statement of Financial Condition and the Company's performance in the 2391 Annual Statement of Financial Condition and the Company's performance in the 2392 Annual Statement of Financial Condition and the Company's performance in the 2393 Annual Statement of Financial Condition and the Company's performance in the 2394 Annual Statement of Financial Condition and the Company's performance in the 2395 Annual Statement of Financial Condition and the Company's performance in the 2396 Annual Statement of Financial Condition and the Company's performance in the 2397 Annual Statement of Financial Condition and the Company's performance in the 2398 Annual Statement of Financial Condition and the Company's performance in the 2399 Annual Statement of Financial Condition and the Company's performance in the 2400 Annual Statement of Financial Condition and the Company's performance in the 2401 Annual Statement of Financial Condition and the Company's performance in the 2402 Annual Statement of Financial Condition and the Company's performance in the 2403 Annual Statement of Financial Condition and the Company's performance in the 2404 Annual Statement of Financial Condition and the Company's performance in the 2405 Annual Statement of Financial Condition and the Company's performance in the 2406 Annual Statement of Financial Condition and the Company's performance in the 2407 Annual Statement of Financial Condition and the Company's performance in the 2408 Annual Statement of Financial Condition and the Company's performance in the 2409 Annual Statement of Financial Condition and the Company's performance in the 2410 Annual Statement of Financial Condition and the Company's performance in the 2411 Annual Statement of Financial Condition and the Company's performance in the 2412 Annual Statement of Financial Condition and the Company's performance in the 2413 Annual Statement of Financial Condition and the Company's performance in the 2414 Annual Statement of Financial Condition and the Company's performance in the 2415 Annual Statement of Financial Condition and the Company's performance in the 2416 Annual Statement of Financial Condition and the Company's performance in the 2417 Annual Statement of Financial Condition and the Company's performance in the 2418 Annual Statement of Financial Condition and the Company's performance in the 2419 Annual Statement of Financial Condition and the Company's performance in the 2420 Annual Statement of Financial Condition and the Company's performance in the 2421 Annual Statement of Financial Condition and the Company's performance in the 2422 Annual Statement of Financial Condition and the Company's performance in the 2423 Annual Statement of Financial Condition and the Company's performance in the 2424 Annual Statement of Financial Condition and the Company's performance in the 2425 Annual Statement of Financial Condition and the Company's performance in the 2426 Annual Statement of Financial Condition and the Company's performance in the 2427 Annual Statement of Financial Condition and the Company's performance in the 2428 Annual Statement of Financial Condition and the Company's performance in the 2429 Annual Statement of Financial Condition and the Company's performance in the 2430 Annual Statement of Financial Condition and the Company's performance in the 2431 Annual Statement of Financial Condition and the Company's performance in the 2432 Annual Statement of Financial Condition and the Company's performance in the 2433 Annual Statement of Financial Condition and the Company's performance in the 2434 Annual Statement of Financial Condition and the Company's performance in the 2435 Annual Statement of Financial Condition and the Company's performance in the 2436 Annual Statement of Financial Condition and the Company's performance in the 2437 Annual Statement of Financial Condition and the Company's performance in the 2438 Annual Statement of Financial Condition and the Company's performance in the 2439 Annual Statement of Financial Condition and the Company's performance in the 2440 Annual Statement of Financial Condition and the Company's performance in the 2441 Annual Statement of Financial Condition and the Company's performance in the 2442 Annual Statement of Financial Condition and the Company's performance in the 2443 Annual Statement of Financial Condition and the Company's performance in the 2444 Annual Statement of Financial Condition and the Company's performance in the 2445 Annual Statement of Financial Condition and the Company's performance in the 2446 Annual Statement of Financial Condition and the Company's performance in the 2447 Annual Statement of Financial Condition and the Company's performance in the 2448 Annual Statement of Financial Condition and the Company's performance in the 2449 Annual Statement of Financial Condition and the Company's performance in the 2450 Annual Statement of Financial Condition and the Company's performance in the 2451 Annual Statement of Financial Condition and the Company's performance in the 2452 Annual Statement of Financial Condition and the Company's performance in the 2453 Annual Statement of Financial Condition and the Company's performance in the 2454 Annual Statement of Financial Condition and the Company's performance in the 2455 Annual Statement of Financial Condition and the Company's performance in the 2456 Annual Statement of Financial Condition and the Company's performance in the 2457 Annual Statement of Financial Condition and the Company's performance in the 2458 Annual Statement of Financial Condition and the Company's performance in the 2459 Annual Statement of Financial Condition and the Company's performance in the 2460 Annual Statement of Financial Condition and the Company's performance in the 2461 Annual Statement of Financial Condition and the Company's performance in the 2462 Annual Statement of Financial Condition and the Company's performance in the 2463 Annual Statement of Financial Condition and the Company's performance in the 2464 Annual Statement of Financial Condition and the Company's performance in the 2465 Annual Statement of Financial Condition and the Company's performance in the 2466 Annual Statement of Financial Condition and the Company's performance in the 2467 Annual Statement of Financial Condition and the Company's performance in the 2468 Annual Statement of Financial Condition and the Company's performance in the 2469 Annual Statement of Financial Condition and the Company's performance in the 2470 Annual Statement of Financial Condition and the Company's performance in the 2471 Annual Statement of Financial Condition and the Company's performance in the 2472 Annual Statement of Financial Condition and the Company's performance in the 2473 Annual Statement of Financial Condition and the Company's performance in the 2474 Annual Statement of Financial Condition and the Company's performance in the 2475 Annual Statement of Financial Condition and the Company's performance in the 2476 Annual Statement of Financial Condition and the Company's performance in the 2477 Annual Statement of Financial Condition and the Company's performance in the 2478 Annual Statement of Financial Condition and the Company's performance in the 2479 Annual Statement of Financial Condition and the Company's performance in the 2480 Annual Statement of Financial Condition and the Company's performance in the 2481 Annual Statement of Financial Condition and the Company's performance in the 2482 Annual Statement of Financial Condition and the Company's performance in the 2483 Annual Statement of Financial Condition and the Company's performance in the 2484 Annual Statement of Financial Condition and the Company's performance in the 2485 Annual Statement of Financial Condition and the Company's performance in the 2486 Annual Statement of Financial Condition and the Company's performance in the 2487 Annual Statement of Financial Condition and the Company's performance in the 2488 Annual Statement of Financial Condition and the Company's performance in the 2489 Annual Statement of Financial Condition and the Company's performance in the 2490 Annual Statement of Financial Condition and the Company's performance in the 2491 Annual Statement of Financial Condition and the Company's performance in the 2492 Annual Statement of Financial Condition and the Company's performance in the 2493 Annual Statement of Financial Condition and the Company's performance in the 2494 Annual Statement of Financial Condition and the Company's performance in the 2495 Annual Statement of Financial Condition and the Company's performance in the 2496 Annual Statement of Financial Condition and the Company's performance in the 2497 Annual Statement of Financial Condition and the Company's performance in the 2498 Annual Statement of Financial Condition and the Company's performance in the 2499 Annual Statement of Financial Condition and the Company's performance in the 2500 Annual Statement of Financial Condition and the Company's performance in the 2501 Annual Statement of Financial Condition and the Company's performance in the 2502 Annual Statement of Financial Condition and the Company's performance in the 2503 Annual Statement of Financial Condition and the Company's performance in the 2504 Annual Statement of Financial Condition and the Company's performance in the 2505 Annual Statement of Financial Condition and the Company's performance in the 2506 Annual Statement of Financial Condition and the Company's performance in the 2507 Annual Statement of Financial Condition and the Company's performance in the 2508 Annual Statement of Financial Condition and the Company's performance in the 2509 Annual Statement of Financial Condition and the Company's performance in the 2510 Annual Statement of Financial Condition and the Company's performance in the 2511 Annual Statement of Financial Condition and the Company's performance in the 2512 Annual Statement of Financial Condition and the Company's performance in the 2513 Annual Statement of Financial Condition and the Company's performance in the 2514 Annual Statement of Financial Condition and the Company's performance in the 2515 Annual Statement of Financial Condition and the Company's performance in the 2516 Annual Statement of Financial Condition and the Company's performance in the 2517 Annual Statement of Financial Condition and the Company's performance in the 2518 Annual Statement of Financial Condition and the Company's performance in the 2519 Annual Statement of Financial Condition and the Company's performance in the 2520 Annual Statement of Financial Condition and the Company's performance in the 2521 Annual Statement of Financial Condition and the Company's performance in the 2522 Annual Statement of Financial Condition and the Company's performance in the 2523 Annual Statement of Financial Condition and the Company's performance in the 2524 Annual Statement of Financial Condition and the Company's performance in the 2525 Annual Statement of Financial Condition and the Company's performance in the 2526 Annual Statement of Financial Condition and the Company's performance in the 2527 Annual Statement of Financial Condition and the Company's performance in the 2528 Annual Statement of Financial Condition and the Company's performance in the 2529 Annual Statement of Financial Condition and the Company's performance in the 2530 Annual Statement of Financial Condition and the Company's performance in the 2531 Annual Statement of Financial Condition and the Company's performance in the 2532 Annual Statement of Financial Condition and the Company's performance in the 2533 Annual Statement of Financial Condition and the Company's performance in the 2534 Annual Statement of Financial Condition and the Company's performance in the 2535 Annual Statement of Financial Condition and the Company's performance in the 2536 Annual Statement of Financial Condition and the Company's performance in the 2537 Annual Statement of Financial Condition and the Company's performance in the 2538 Annual Statement of Financial Condition and the Company's performance in the 2539 Annual Statement of Financial Condition and the Company's performance in the 2540 Annual Statement of Financial Condition and the Company's performance in the 2541 Annual Statement of Financial Condition and the Company's performance in the 2542 Annual Statement of Financial Condition and the Company's performance in the 2543 Annual Statement of Financial Condition and the Company's performance in the 2544 Annual Statement of Financial Condition and the Company's performance in the 2545 Annual Statement of Financial Condition and the Company's performance in the 2546 Annual Statement of Financial Condition and the Company's performance in the 2547 Annual Statement of Financial Condition and the Company's performance in the 2548 Annual Statement of Financial Condition and the Company's performance in the 2549 Annual Statement of Financial Condition and the Company's performance in the 2550 Annual Statement of Financial Condition and the Company's performance in the 2551 Annual Statement of Financial Condition and the Company's performance in the 2552 Annual Statement of Financial Condition and the Company's performance in the 2553 Annual Statement of Financial Condition and the Company's performance in the 2554 Annual Statement of Financial Condition and the Company's performance in the 2555 Annual Statement of Financial Condition and the Company's performance in the 2556 Annual Statement of Financial Condition and the Company's performance in the 2557 Annual Statement of Financial Condition and the Company's performance in the 2558 Annual Statement of Financial Condition and the Company's performance in the 2559 Annual Statement of Financial Condition and the Company's performance in the 2560 Annual Statement of Financial Condition and the Company's performance in the 2561 Annual Statement of Financial Condition and the Company's performance in the 2562 Annual Statement of Financial Condition and the Company's performance in the 2563 Annual Statement of Financial Condition and the Company's performance in the 2564 Annual Statement of Financial Condition and the Company's performance in the 2565 Annual Statement of Financial Condition and the Company's performance in the 2566 Annual Statement of Financial Condition and the Company's performance in the 2567 Annual Statement of Financial Condition and the Company's performance in the 2568 Annual Statement of Financial Condition and the Company's performance in the 2569 Annual Statement of Financial Condition and the Company's performance in the 2570 Annual Statement of Financial Condition and the Company's performance in the 2571 Annual Statement of Financial Condition and the Company's performance in the 2572 Annual Statement of Financial Condition and the Company's performance in the 2573 Annual Statement of Financial Condition and the Company's performance in the 2574 Annual Statement of Financial Condition and the Company's performance in the 2575 Annual Statement of Financial Condition and the Company's performance in the 2576 Annual Statement of Financial Condition and the Company's performance in the 2577 Annual Statement of Financial Condition and the Company's performance in the 2578 Annual Statement of Financial Condition and the Company's performance in the 2579 Annual Statement of Financial Condition and the Company's performance in the 2580 Annual Statement of Financial Condition and the Company's performance in the 2581 Annual Statement of Financial Condition and the Company's performance in the 2582 Annual Statement of Financial Condition and the Company's performance in the 2583 Annual Statement of Financial Condition and the Company's performance in the 2584 Annual Statement of Financial Condition and the Company's performance in the 2585 Annual Statement of Financial Condition and the Company's performance in the 2586 Annual Statement of Financial Condition and the Company's performance in the 2587 Annual Statement of Financial Condition and the Company's performance in the 2588 Annual Statement of Financial Condition and the Company's performance in the 2589 Annual Statement of Financial Condition and the Company's performance in the 2590 Annual Statement of Financial Condition and the Company's performance in the 2591 Annual Statement of Financial Condition and the Company's performance in the 2592 Annual Statement of Financial Condition and the Company's performance in the 2593 Annual Statement of Financial Condition and the Company's performance in the 2594 Annual Statement of Financial Condition and the Company's performance in the 2595 Annual Statement of Financial Condition and the Company's performance in the 2596 Annual Statement of Financial Condition and the Company's performance in the 2597 Annual Statement of Financial Condition and the Company's performance in the 2598 Annual Statement of Financial Condition and the Company's performance in the 2599 Annual Statement of Financial Condition and Company's performance in the 2600 Annual Statement of Financial Condition and Company's performance in the 2601 Annual Statement of Financial Condition and the Company's performance in the 2602 Annual Statement of Financial Condition and the Company's performance in the 2603 Annual Statement of Financial Condition and the Company's performance in the 2604 Annual Statement of Financial Condition and the Company's performance in the 2605 Annual Statement of Financial Condition and the Company's performance in the 2606 Annual Statement of Financial Condition and the Company's performance in the 2607 Annual Statement of Financial Condition and the Company's performance in the 2608 Annual Statement of Financial Condition and the Company's performance in the 2609 Annual Statement of Financial Condition and Company's performance in the 2610 Annual Statement of Financial Condition and Company's performance in the 2611 Annual Statement of Financial Condition and Company's performance in the 2612 Annual Statement of Financial Condition and Company's performance in the 2613 Annual Statement of Financial Condition and Company's performance in the 2614 Annual Statement of Financial Condition and Company's performance in the 2615 Annual Statement of Financial Condition and Company's performance in the 2616 Annual Statement of Financial Condition and Company's performance in the 2617 Annual Statement of Financial Condition and Company's performance in the 2618 Annual Statement of Financial Condition and Company's performance in the 2619 Annual Statement of Financial Condition and Company's performance in the 2620 Annual Statement of Financial Condition and Company's performance in the 2621 Annual Statement of Financial Condition and Company's performance in the 2622 Annual Statement of Financial Condition and Company's performance in the 2623 Annual Statement of Financial Condition and Company's performance in the 2624 Annual Statement of Financial Condition and Company's performance in the 2625 Annual Statement of Financial Condition and Company's performance in the 2626 Annual Statement of Financial Condition and Company's performance in the 2627 Annual Statement of Financial Condition and Company's performance in the 2628 Annual Statement of Financial Condition and Company's performance in the 2629 Annual Statement of Financial Condition and Company's performance in the 2630 Annual Statement of Financial Condition and Company's performance in the 2631 Annual Statement of Financial Condition and Company's performance in the 2632 Annual Statement of Financial Condition and Company's performance in the 2633 Annual Statement of Financial Condition and Company's performance in the 2634 Annual Statement of Financial Condition and Company's performance in the 2635 Annual Statement of Financial Condition and Company's performance in the 2636 Annual Statement of Financial Condition and Company's performance in the 2637 Annual Statement of Financial Condition and Company's performance in the 2638 Annual Statement of Financial Condition and Company's performance in the 2639 Annual Statement of Financial Condition and Company's performance in the 2640 Annual Statement of Financial Condition and Company's performance in the 2641 Annual Statement of Financial Condition and Company's performance in the 2642 Annual Statement of Financial Condition and Company's performance in the 2643 Annual Statement of Financial Condition and Company's performance in the 2644 Annual Statement of Financial Condition and Company's performance in the 2645 Annual Statement of Financial Condition and Company's performance in the 2646 Annual Statement of Financial Condition and Company's performance in the 2647 Annual Statement of Financial Condition and Company's performance in the 2648 Annual Statement of Financial Condition and Company's performance in the 2649 Annual Statement of Financial Condition and Company's performance in the 2650 Annual Statement of Financial Condition and Company's performance in the 2651 Annual Statement of Financial Condition and Company's performance in the 2652 Annual Statement of Financial Condition and Company's performance in the 2653 Annual Statement of Financial Condition and Company's performance in the 2654 Annual Statement of Financial Condition and Company's performance in the 2655 Annual Statement of Financial Condition and Company's performance in the 2656 Annual Statement of Financial Condition and Company's performance in the 2657 Annual Statement of Financial Condition and Company's performance in the 2658 Annual Statement of Financial Condition and Company's performance in the 2659 Annual Statement of Financial Condition and Company's performance in the 2660 Annual Statement of Financial Condition and Company's performance in the 2661 Annual Statement of Financial Condition and Company's performance in the 2662 Annual Statement of Financial Condition and Company's performance in the 2663 Annual Statement of Financial Condition and Company's performance in the 2664 Annual Statement of Financial Condition and Company's performance in the 2665 Annual Statement of Financial Condition and Company's performance in the 2666 Annual Statement of Financial Condition and Company's performance in the 2667 Annual Statement of Financial Condition and Company's performance in the 2668 Annual Statement of Financial Condition and Company's performance in the 2669 Annual Statement of Financial Condition and Company's performance in the 2670 Annual Statement of Financial Condition and Company's performance in the 2671 Annual Statement of Financial Condition and Company's performance in the 2672 Annual Statement of Financial Condition and Company's performance in the 2673 Annual Statement of Financial Condition and Company's performance in the 2674 Annual Statement of Financial Condition and Company's performance in the 2675 Annual Statement of Financial Condition and Company's performance in the 2676 Annual Statement of Financial Condition and Company's performance in the 2677 Annual Statement of Financial Condition and Company's performance in the 2678 Annual Statement of Financial Condition and Company's performance in the 2679 Annual Statement of Financial Condition and Company's performance in the 2680 Annual Statement of Financial Condition and Company's performance in the 2681 Annual Statement of Financial Condition and Company's performance in the 2682 Annual Statement of Financial Condition and Company's performance in the 2683 Annual Statement of Financial Condition and Company's performance in the 2684 Annual Statement of Financial Condition and Company's performance in the 2685 Annual Statement of Financial Condition and Company's performance in the 2686 Annual Statement of Financial Condition and Company's performance in the 2687 Annual Statement of Financial Condition and Company's performance in the 2688 Annual Statement of Financial Condition and Company's performance in the 2689 Annual Statement of Financial Condition and Company's performance in the 2690 Annual Statement of Financial Condition and Company's performance in the 2691 Annual Statement of Financial Condition and Company's performance in the 2692 Annual Statement of Financial Condition and Company's performance in the 2693 Annual Statement of Financial Condition and Company's performance in the 2694 Annual Statement of Financial Condition and Company's performance in the 2695 Annual Statement of Financial Condition and Company's performance in the 2696 Annual Statement of Financial Condition and Company's performance in the 2697 Annual Statement of Financial Condition and Company's performance in the 2698 Annual Statement of Financial Condition and Company's performance in the 2699 Annual Statement of Financial Condition and Company's performance in the 2700 Annual Statement of Financial Condition and Company's performance in the 2701 Annual Statement of Financial Condition and Company's performance in the 2702 Annual Statement of Financial Condition and Company's performance in the 2703 Annual Statement of Financial Condition and Company's performance in the 2704 Annual Statement of Financial Condition and Company's performance in the 2705 Annual Statement of Financial Condition and Company's performance in the 2706 Annual Statement of Financial Condition and Company's performance in the 2707 Annual Statement of Financial Condition and Company's performance in the 2708 Annual Statement of Financial Condition and Company's performance in the 2709 Annual Statement of Financial Condition and Company's performance in the 2710 Annual Statement of Financial Condition and Company's performance in the 2711 Annual Statement of Financial Condition and Company's performance in the 2712 Annual Statement of Financial Condition and Company's performance in the 2713 Annual Statement of Financial Condition and Company's performance in the 2714 Annual Statement of Financial Condition and Company's performance in the 2715 Annual Statement of Financial Condition and Company's performance in the 2716 Annual Statement of Financial Condition and Company's performance in the 2717 Annual Statement of Financial Condition and Company's performance in the 2718 Annual Statement of Financial Condition and Company's performance in the 2719 Annual Statement of Financial Condition and Company's performance in the 2720 Annual Statement of Financial Condition and Company's performance in the 2721 Annual Statement of Financial Condition and Company's performance in the 2722 Annual Statement of Financial Condition and Company's performance in the 2723 Annual Statement of Financial Condition and Company's performance in the 2724 Annual Statement of Financial Condition and Company's performance in the 2725 Annual Statement of Financial Condition and Company's performance in the 2726 Annual Statement of Financial Condition and Company's performance in the 2727 Annual Statement of Financial Condition and Company's performance in the 2728 Annual Statement of Financial Condition and Company's performance in the 2729 Annual Statement of Financial Condition and Company's performance in the 2730 Annual Statement of Financial Condition and Company's performance in the 2731 Annual Statement of Financial Condition and Company's performance in the 2732 Annual Statement of Financial Condition and Company's performance in the 2733 Annual Statement of Financial Condition and Company's performance in the 2734 Annual Statement of Financial Condition and Company's performance in the 2735 Annual Statement of Financial Condition and Company's performance in the 2736 Annual Statement of Financial Condition and Company's performance in the 2737 Annual Statement of Financial Condition and Company's performance in the 2738 Annual Statement of Financial Condition and Company's performance in the 2739 Annual Statement of Financial Condition and Company's performance in the 2740 Annual Statement of Financial Condition and Company's performance in the 2741 Annual Statement of Financial Condition and Company's performance in the 2742 Annual Statement of Financial Condition and Company's performance in the 2743 Annual Statement of Financial Condition and Company's performance in the 2744 Annual Statement of Financial Condition and Company's performance in the 2745 Annual Statement of Financial Condition and Company's performance in the 2746 Annual Statement of Financial Condition and Company's performance in the 2747 Annual Statement of Financial Condition and Company's performance in the 2748 Annual Statement of Financial Condition and Company's performance in the 2749 Annual Statement of Financial Condition and Company's performance in the 2750 Annual Statement of Financial Condition and Company's performance in the 2751 Annual Statement of Financial Condition and Company's performance in the 2752 Annual Statement of Financial Condition and Company's performance in the 2753 Annual Statement of Financial Condition and Company's performance in the 2754 Annual Statement of Financial Condition and Company's performance in the 2755 Annual Statement of Financial Condition and Company's performance in the 2756 Annual Statement of Financial Condition and Company's performance in the 2757 Annual Statement of Financial Condition and Company's performance in the 2758 Annual Statement of Financial Condition and Company's performance in the 2759 Annual Statement of Financial Condition and Company's performance in the 2760 Annual Statement of Financial Condition and Company's performance in the 2761 Annual Statement of Financial Condition and Company's performance in the 2762 Annual Statement of Financial Condition and Company's performance in the 2763 Annual Statement of Financial Condition and Company's performance in the 2764 Annual Statement of Financial Condition and Company's performance in the 2765 Annual Statement of Financial Condition and Company's performance in the 2766 Annual Statement of Financial Condition and Company's performance in the 2767 Annual Statement of Financial Condition and Company's performance in the 2768 Annual Statement of Financial Condition and Company's performance in the 2769 Annual Statement of Financial Condition and Company's performance in the 2770 Annual Statement of Financial Condition and Company's performance in the 2771 Annual Statement of Financial Condition and Company's performance in the 2772 Annual Statement of Financial Condition and Company's performance in the 2773 Annual Statement of Financial Condition and Company's performance in the 2774 Annual Statement of Financial Condition and Company's performance in the 2775 Annual Statement of Financial Condition and Company's performance in the 2776 Annual Statement of Financial Condition and Company's performance in the 2777 Annual Statement of Financial Condition and Company's performance in the 2778 Annual Statement of Financial Condition and Company's performance in the 2779 Annual Statement of Financial Condition and Company's performance in the 2780 Annual Statement of Financial Condition and Company's performance in the 2781 Annual Statement of Financial Condition and Company's performance in the 2782 Annual Statement of Financial Condition and Company's performance in the 2783 Annual Statement of Financial Condition and Company's performance in the 2784 Annual Statement of Financial Condition and Company's performance in the 2785 Annual Statement of Financial Condition and Company's performance in the 2786 Annual Statement of Financial Condition and Company's performance in the 2787 Annual Statement of Financial Condition and Company's performance in the 2788 Annual Statement of Financial Condition and Company's performance in the 2789 Annual Statement of Financial Condition and Company's performance in the 2790 Annual Statement of Financial Condition and Company's performance in the 2791 Annual Statement of Financial Condition and Company's performance in the 2792 Annual Statement of Financial Condition and Company's performance in the 2793 Annual Statement of Financial Condition and Company's performance in the 2794 Annual Statement of Financial Condition and Company's performance in the 2795 Annual Statement of Financial Condition and Company's performance in the 2796 Annual Statement of Financial Condition and Company's performance in the 2797 Annual Statement of Financial Condition and Company's performance in the 2798 Annual Statement of Financial Condition and Company's performance in the 2799 Annual Statement of Financial Condition and Company's performance in the 2800 Annual Statement of Financial Condition and Company's performance in the 2801 Annual Statement of Financial Condition and Company's performance in the 2802 Annual Statement of Financial Condition and Company's performance in the 2803 Annual Statement of Financial Condition and Company's performance in the 2804 Annual Statement of Financial Condition and Company's performance in the 2805 Annual Statement of Financial Condition and Company's performance in the 2806 Annual Statement of Financial Condition and Company's performance in the 2807 Annual Statement of Financial Condition and Company's performance in the 2808 Annual Statement of Financial Condition and Company's performance in the 2809 Annual Statement of Financial Condition and Company's performance in the 2810 Annual Statement of Financial Condition and Company's performance in the 2811 Annual Statement of Financial Condition and Company's performance in the 2812 Annual Statement of Financial Condition and Company's performance in the 2813 Annual Statement of Financial Condition and Company's performance in the 2814 Annual Statement of Financial Condition and Company's performance in the 2815 Annual Statement of Financial Condition and Company's performance in the 2816 Annual Statement of Financial Condition and Company's performance in the 2817 Annual Statement of Financial Condition and Company's performance in the 2818 Annual Statement of Financial Condition and Company's performance in the 2819 Annual Statement of Financial Condition and Company's performance in the 2820 Annual Statement of Financial Condition and Company's performance in the 2821 Annual Statement of Financial Condition and Company's performance in the 2822 Annual Statement of Financial Condition and Company's performance in the 2823 Annual Statement of Financial Condition and Company's performance in the 2824 Annual Statement of Financial Condition and Company's performance in the 2825 Annual Statement of Financial Condition and Company's performance in the 2826 Annual Statement of Financial Condition and Company's performance in the 2827 Annual Statement of Financial Condition and Company's performance in the 2828 Annual Statement of Financial Condition and Company's performance in the 2829 Annual Statement of Financial Condition and Company's performance in the 2830 Annual Statement of Financial Condition and Company's performance in the 2831 Annual Statement of Financial Condition and Company's performance in the 2832 Annual Statement of Financial Condition and Company's performance in the 2833 Annual Statement of Financial Condition and Company's performance in the 2834 Annual Statement of Financial Condition and Company's performance in the 2835 Annual Statement of Financial Condition and Company's performance in the 2836 Annual Statement of Financial Condition and Company's performance in the 2837 Annual Statement of Financial Condition and Company's performance in the 2838 Annual Statement of Financial Condition and Company's performance in the 2839 Annual Statement of Financial Condition and Company's performance in the 2840 Annual Statement of Financial Condition and Company's performance in the 2841 Annual Statement of Financial Condition and Company's performance in the 2842 Annual Statement of Financial Condition and Company's performance in the 2843 Annual Statement of Financial Condition and Company's performance in the 2844 Annual Statement of Financial Condition and Company's performance in the 2845 Annual Statement of Financial Condition and Company's performance in the 2846 Annual Statement of Financial Condition and Company's performance in the 2847 Annual Statement of Financial Condition and Company's performance in the 2848 Annual Statement of Financial Condition and Company's performance in the 2849 Annual Statement of Financial Condition and Company's performance in the 2850 Annual Statement of Financial Condition and Company's performance in the 2851 Annual Statement of Financial Condition and Company's performance in the 2852 Annual Statement of Financial Condition and Company's performance in the 2853 Annual Statement of Financial Condition and Company's performance in the 2854 Annual Statement of Financial Condition and Company's performance in the 2855 Annual Statement of Financial Condition and Company's performance in the 2856 Annual Statement of Financial Condition and Company's performance in the 2857 Annual Statement of Financial Condition and Company's performance in the 2858 Annual Statement of Financial Condition and Company's performance in the 2859 Annual Statement of Financial Condition and Company's performance in the 2860 Annual Statement of Financial Condition and Company's performance in the 2861 Annual Statement of Financial Condition and Company's performance in the 2862 Annual Statement of Financial Condition and Company's performance in the 2863 Annual Statement of Financial Condition and Company's performance in the 2864 Annual Statement of Financial Condition and Company's performance in the 2865 Annual Statement of Financial Condition and Company's performance in the 2866 Annual Statement of Financial Condition and Company's performance in the 2867 Annual Statement of Financial Condition and Company's performance in the 2868 Annual Statement of Financial Condition and Company's performance in the 2869 Annual Statement of Financial Condition and Company's performance in the 2870 Annual Statement of Financial Condition and Company's performance in the 2871 Annual Statement of Financial Condition and Company's performance in the 2872 Annual Statement of Financial Condition and Company's performance in the 2873 Annual Statement of Financial Condition and Company's performance in the 2874 Annual Statement of Financial Condition and Company's performance in the 2875 Annual Statement of Financial Condition and Company's performance in the 2876 Annual Statement of Financial Condition and Company's performance in the 2877 Annual Statement of Financial Condition and Company's performance in the 2878 Annual Statement of Financial Condition and Company's performance in the 2879 Annual Statement of Financial Condition and Company's performance in the 2880 Annual Statement of Financial Condition and Company's performance in the 2881 Annual Statement of Financial Condition and Company's performance in the 2882 Annual Statement of Financial Condition and Company's performance in the 2883 Annual Statement of Financial Condition and Company's performance in the 2884 Annual Statement of Financial Condition and Company's performance in the 2885 Annual Statement of Financial Condition and Company's performance in the 2886 Annual Statement of Financial Condition and Company's performance in the 2887 Annual Statement of Financial Condition and Company's performance in the 2888 Annual Statement of Financial Condition and Company's performance in the 2889 Annual Statement of Financial Condition and Company's performance in the 2890 Annual Statement of Financial Condition and Company's performance in the 2891 Annual Statement of Financial Condition and Company's performance in the 2892 Annual Statement of Financial Condition and Company's performance in the 2893 Annual Statement of Financial Condition and Company's performance in the 2894 Annual Statement of Financial Condition and Company's performance in the 2895 Annual Statement of Financial Condition and Company's performance in the 2896 Annual Statement of Financial Condition and Company's performance in the 2897 Annual Statement of Financial Condition and Company's performance in the 2898 Annual Statement of Financial Condition and Company's performance in the 2899 Annual Statement of Financial Condition and Company's performance in the 2900 Annual Statement of Financial Condition and Company's performance in the 2901 Annual Statement of Financial Condition and Company's performance in the 2902 Annual Statement of Financial Condition and Company's performance in the 2903 Annual Statement of Financial Condition and Company's performance in the 2904 Annual Statement of Financial Condition and Company's performance in the 2905 Annual Statement of Financial Condition and Company's performance in the 2906 Annual Statement of Financial Condition and Company's performance in the 2907 Annual Statement of Financial Condition and Company's performance in the 2908 Annual Statement of Financial Condition and Company

1. 2017年1月1日,公司召开2017年第二次临时股东大会,审议通过了《关于使用部分闲置募集资金进行现金管理的议案》,同意公司使用不超过人民币5,000万元的闲置募集资金进行现金管理,使用期限自董事会审议通过之日起不超过三年。

| Reinforcement Agreement | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Reinforcement Agreement | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
| Reinforcement Agreement | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
| Reinforcement Agreement | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |

| 2.04 | Banking of the Bank of India | - | 10,000,000 | - | 10,000,000 |
| --- | --- | --- | --- | --- | --- |
| 2.05 | Bank of India | - | 10,000,000 | - | 10,000,000 |
| 2.06 | Bank of India | (1,712) | 100,000,000 | - | 100,000,000 |
| 2.07 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.08 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.09 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.10 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.11 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.12 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.13 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.14 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.15 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.16 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.17 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.18 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.19 | Bank of India | - | 100,000,000 | - | 100,000,000 |
| 2.20 | Bank of India | - | 100,000,000 | - | 100,000,000 |

| € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € |  |  |  |  |  |  |  |  |  |  |
| € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € | € |  |  |  |  |  |  |  |  |  |  |  |  |  |

| Development | - | 9,944,000 | - | 9,944,000 |
| --- | --- | --- | --- | --- |
| PM Transp. of the Department | - | 3,000,000 | - | 3,000,000 |
| PM Transp. of the Department | - | 17,000,000 | - | 17,000,000 |
| EXP | Income tax | 1,754,000 | 13,000,000 | 13,000,000 |
| USA | Income tax | - | 108,303,000 | 92,303,000 |
| USSR | Income tax | - | 24,082,278 | 24,082,278 |
| MTB | Income tax | - | 32,126,000 | 32,126,000 |
| * Certain components of the Fund were the subject using N/A as a practical expenditure on its current market value. It excludes and provides these items excluded from the tax rebate reports |  |  |  |  |
| † Deduction: financial statements are swaps, futures contracts, forward foreign currency exchange contracts and options written, foreign, futures contracts and forward foreign currency |  |  |  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds V

- **b. Investment Company Act file number:** 811-23339

- **c. CIK number of Registrant:** 0001738078

- **d. LEI of Registrant:** 54930077DSFQPJDWM487

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

- **b. EDGAR series identifier (if any):** S000062360

- **c. LEI of Series:** WQRM1OQN8T6C66OJE702

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

- **a. Date of fiscal year-end:** 2023-09-30

- **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:** $19008196395.07

**Total Liabilities:** $254686782.09

**Net Assets:** $18753509612.98

**Cash Not Reported:** $19045239.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3707.53000000 | **1-Year:** 14612.55000000 | **5-Year:** 580409.06000000 | **10-Year:** 373576.52000000 | **30-Year:** 892804.44000000

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

- **3-Month:** 893689.51000000 | **1-Year:** 138945.47000000 | **5-Year:** 4839933.26000000 | **10-Year:** 567006.24000000 | **30-Year:** 292745.54000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202273 | 2.83%                | 1.86%                | -0.66%               |
| Class ID C000202279 | 2.86%                | 1.89%                | -0.63%               |
| Class ID C000202278 | 2.81%                | 1.99%                | -0.83%               |
| Class ID C000202277 | 2.70%                | 2.04%                | -0.63%               |
| Class ID C000202275 | 2.83%                | 2.01%                | -0.81%               |
| Class ID C000202276 | 2.77%                | 1.95%                | -0.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-132237550.92           | $500999267.22                              |
| Month 2  | $-85989665.58            | $404007228.55                              |
| Month 3  | $-11190724.49            | $-220773015.81                             |

**Designated Index Information**

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

- **Index Identifier:** LF89TRUU

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11894000 | PA      | $11609179.73  | 0.06%             | 2033-09-14      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    6299000 | PA      | $5299033.75   | 0.03%             | 2026-08-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2667177.11   | 0.01%             | 2026-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Graham Holdings Co.                                    | Graham Holdings Co.                                                                     | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    2623000 | PA      | $2577359.80   | 0.01%             | 2026-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Summer BidCo BV                                        | Summer BidCo BV                                                                         | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |    1281534 | PA      | $986907.86    | 0.01%             | 2025-11-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                                     | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    5812000 | PA      | $5596416.76   | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                        | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2974650.00   | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc., Term Loan                                                                  | CUSIP: 22704NAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   24518341 | PA      | $23997325.95  | 0.13%             | 2029-02-20      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    9855000 | PA      | $7761983.27   | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    9569000 | PA      | $9131674.88   | 0.05%             | 2029-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5004000 | PA      | $4484345.41   | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   48323000 | PA      | $39808487.40  | 0.21%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Midcontinent Communications                            | Midcontinent Communications                                                             | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8651000 | PA      | $7832482.61   | 0.04%             | 2027-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                              | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    6371000 | PA      | $5625465.58   | 0.03%             | 2027-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Bayer AG                                               | Bayer AG                                                                                | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     700000 | PA      | $681876.65    | 0.00%             | 2082-03-25      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| PTC, Inc.                                              | PTC, Inc.                                                                               | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     734000 | PA      | $699084.13    | 0.00%             | 2025-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                                     | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    7771000 | PA      | $6734473.95   | 0.04%             | 2032-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |    2964000 | PA      | $2899158.61   | 0.02%             | 2026-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   21699000 | PA      | $19194284.43  | 0.10%             | 2052-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                   | Scientific Games International, Inc.                                                    | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    9053000 | PA      | $8635747.23   | 0.05%             | 2028-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                                                   | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   36056000 | PA      | $34280258.23  | 0.18%             | 2029-04-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                           | McAfee Corp., Term Loan B1                                                              | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   48080365 | PA      | $44637329.90  | 0.24%             | 2029-03-01      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                                                   | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   32122000 | PA      | $27495517.81  | 0.15%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Ciena Corp.                                            | Ciena Corp.                                                                             | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    6784000 | PA      | $5970666.24   | 0.03%             | 2030-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                                                 | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   15275000 | PA      | $14476504.87  | 0.08%             | 2030-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JBS USA LUX SA                                         | JBS USA LUX SA                                                                          | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16723000 | PA      | $13661031.08  | 0.07%             | 2031-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Iron Mountain UK plc                                   | Iron Mountain UK plc                                                                    | CUSIP: N/A<br>LEI: 213800OT3BUEZ7P7XW26       | Long             | DBT              | CORP              | GB        |    3232000 | PA      | $3605807.86   | 0.02%             | 2025-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Iceland Bondco plc                                     | Iceland Bondco plc                                                                      | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |     240000 | PA      | $240532.69    | 0.00%             | 2025-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Crown Americas LLC                                     | Crown Americas LLC                                                                      | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      69000 | PA      | $66981.75     | 0.00%             | 2026-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     810000 | PA      | $2961.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITGO Petroleum Corp.                                  | CITGO Petroleum Corp.                                                                   | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   20872000 | PA      | $20118005.47  | 0.11%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                         | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    6153000 | PA      | $5797590.84   | 0.03%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     491175 | PA      | $-11421.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                | Garfunkelux Holdco 3 SA                                                                 | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    2408000 | PA      | $2055026.36   | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   23560000 | PA      | $19199622.87  | 0.10%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Grab Holdings, Inc.                                    | Grab Holdings, Inc., Term Loan                                                          | CUSIP: G4123KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    9370394 | PA      | $9229837.75   | 0.05%             | 2026-01-29      | Variable      | 8.89%                 | No            | 2                  | On Loan: No      |
| Nabors Industries Ltd.                                 | Nabors Industries Ltd.                                                                  | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    8865000 | PA      | $8354366.69   | 0.04%             | 2026-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                                              | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    7679000 | PA      | $7740341.85   | 0.04%             | 2037-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28942000 | PA      | $25179540.00  | 0.13%             | 2027-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| BWX Technologies, Inc.                                 | BWX Technologies, Inc.                                                                  | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   13804000 | PA      | $12406345.00  | 0.07%             | 2028-06-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| JELD-WEN, Inc.                                         | JELD-WEN, Inc.                                                                          | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $8675320.05   | 0.05%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                           | Trivium Packaging Finance BV                                                            | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   26896000 | PA      | $24661900.17  | 0.13%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8979000 | PA      | $8404257.08   | 0.04%             | 2025-08-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury 5 Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -137 | NC      | $38631.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITGO Petroleum Corp.                                  | CITGO Petroleum Corp.                                                                   | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $12435840.00  | 0.07%             | 2025-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                                             | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   66701000 | PA      | $64950098.75  | 0.35%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Codere Finance 2 Luxembourg SA                         | Codere Finance 2 Luxembourg SA                                                          | CUSIP: N/A<br>LEI: 2221005CUH65GSJUKB29       | Long             | DBT              | CORP              | LU        |    1356308 | PA      | $1295784.96   | 0.01%             | 2026-09-30      | Variable      | 11.00%                | No            | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                          | Cheplapharm Arzneimittel GmbH                                                           | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   14114000 | PA      | $11802126.80  | 0.06%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PetSmart, Inc.                                         | PetSmart, Inc.                                                                          | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5438000 | PA      | $4924147.01   | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                                     | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1688579.43   | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc.                                                         | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    9563000 | PA      | $7614299.68   | 0.04%             | 2029-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6710000 | PA      | $6065926.16   | 0.03%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PTC, Inc.                                              | PTC, Inc.                                                                               | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    6752000 | PA      | $6077022.01   | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22257000 | PA      | $20209133.43  | 0.11%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                               | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   11703000 | PA      | $9574107.27   | 0.05%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                                                 | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   26216000 | PA      | $25523897.60  | 0.14%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7751000 | PA      | $6791170.26   | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                              | Cablevision Lightpath LLC                                                               | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    7860000 | PA      | $6477768.46   | 0.03%             | 2027-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Apache Corp.                                           | Apache Corp.                                                                            | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   13153000 | PA      | $10900055.51  | 0.06%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   94920000 | PA      | $-2418154.57  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    4604000 | PA      | $3721632.53   | 0.02%             | 2026-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                            | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   28973000 | PA      | $25108581.26  | 0.13%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                                      | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1941000 | PA      | $1823724.78   | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2844000 | PA      | $2655209.85   | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                    | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42631000 | PA      | $43345048.79  | 0.23%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15218000 | PA      | $11954623.17  | 0.06%             | 2031-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                      | Consolidated Communications, Inc.                                                       | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   20683000 | PA      | $16071947.29  | 0.09%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tervita Corp.                                          | Tervita Corp.                                                                           | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5460000 | PA      | $5869874.45   | 0.03%             | 2025-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $927688.14    | 0.00%             | 2026-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                                 | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    5310000 | PA      | $4499904.86   | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                     | APi Group DE, Inc.                                                                      | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    6702000 | PA      | $5809666.03   | 0.03%             | 2029-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    5065000 | PA      | $4318086.18   | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bellis Acquisition Co. plc                             | Bellis Acquisition Co. plc                                                              | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1472501.10   | 0.01%             | 2026-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   11449000 | PA      | $10650317.19  | 0.06%             | 2027-11-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     961000 | PA      | $935009.52    | 0.00%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| National Express Group plc                             | National Express Group plc                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $297902.21    | 0.00%             | 2025-11-26      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                                                     | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |     949000 | PA      | $800495.36    | 0.00%             | 2028-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7540000 | PA      | $6506385.13   | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KFC Holding Co.                                        | KFC Holding Co.                                                                         | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2880000.00   | 0.02%             | 2027-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3367000 | PA      | $2689424.92   | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                                | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   11945000 | PA      | $11781666.58  | 0.06%             | 2027-07-15      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| SBB Treasury OYJ                                       | SBB Treasury OYJ                                                                        | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $67973.58     | 0.00%             | 2028-12-14      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| MGIC Investment Corp.                                  | MGIC Investment Corp.                                                                   | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    8434000 | PA      | $7776865.31   | 0.04%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                       | Altice France SA, Term Loan B13                                                         | CUSIP: F6628DAM6<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |          0 | PA      | $0.06         | 0.00%             | 2026-08-14      | Variable      | 8.65%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    7539000 | PA      | $7275111.03   | 0.04%             | 2025-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SPX Flow, Inc.                                         | SPX Flow, Inc., Term Loan                                                               | CUSIP: 78470DAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   15376651 | PA      | $14327809.35  | 0.08%             | 2029-04-05      | Variable      | 8.92%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2714745.00   | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CF-B L2 (D), LLC                                       | CF-B L2 (D), LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    3704388 | NS      | $61448.38     | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -1805 | NC      | $1203441.28   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8458000 | PA      | $7865898.39   | 0.04%             | 2028-09-15      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                                                          | CUSIP: 524ESCB90<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    5675000 | PA      | $19862.50     | 0.00%             | 2017-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| TDC Holding A/S                                        | TDC Holding A/S                                                                         | CUSIP: N/A<br>LEI: 529900N96EOVRB114D28       | Long             | DBT              | CORP              | DK        |    1400000 | PA      | $1684067.35   | 0.01%             | 2023-02-23      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                                     | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14191000 | PA      | $12653121.33  | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Iliad SA                                               | Iliad SA                                                                                | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $506852.72    | 0.00%             | 2024-10-14      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   11271000 | PA      | $9214042.50   | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp.                                      | IRB Holding Corp.                                                                       | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    8718000 | PA      | $8696205.00   | 0.05%             | 2025-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                                                   | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    4682000 | PA      | $4784726.50   | 0.03%             | 2025-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc., Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3799216 | PA      | $0.38         | 0.00%             | 2023-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Neuberger Berman Loan Advisers Euro CLO DAC            | Neuberger Berman Loan Advisers Euro CLO DAC, Series 2021-2X, Class E                    | CUSIP: N/A<br>LEI: 549300PWQEWJ6XJV7687       | Long             | ABS-CBDO         | CORP              | IE        |    1223000 | PA      | $1061837.58   | 0.01%             | 2034-04-15      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | EURO STOXX 50 Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -119 | NC      | $-14139.57    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                                   | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9367000 | PA      | $7858819.33   | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Chrome Bidco SASU                                      | Chrome Bidco SASU                                                                       | CUSIP: N/A<br>LEI: 9845000C1FYE89DC8677       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $627551.31    | 0.00%             | 2028-05-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc., 2nd Lien Term Loan                                                           | CUSIP: 90385KAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   26957606 | PA      | $24679688.29  | 0.13%             | 2027-05-03      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Ardagh Packaging Finance plc                           | Ardagh Packaging Finance plc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |     860000 | PA      | $767798.19    | 0.00%             | 2026-08-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Videotron Ltd.                                         | Videotron Ltd.                                                                          | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   15080000 | PA      | $12704900.00  | 0.07%             | 2029-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                                  | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24128000 | PA      | $23619989.79  | 0.13%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Murphy Oil USA, Inc.                                   | Murphy Oil USA, Inc.                                                                    | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    4526000 | PA      | $4141425.78   | 0.02%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Consensus Cloud Solutions, Inc.                        | Consensus Cloud Solutions, Inc.                                                         | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4772000 | PA      | $4462968.57   | 0.02%             | 2026-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Owl Rock Capital Corp.                                 | Owl Rock Capital Corp.                                                                  | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   11862000 | PA      | $10959418.17  | 0.06%             | 2025-07-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Athenahealth Group, Inc.                               | Athenahealth Group, Inc., Delayed Draw Term Loan                                        | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   15510393 | PA      | $13964937.48  | 0.07%             | 2029-02-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                                                           | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   18703000 | PA      | $14696817.40  | 0.08%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Gestamp Automocion SA                                  | Gestamp Automocion SA                                                                   | CUSIP: N/A<br>LEI: 95980020140005484363       | Long             | DBT              | CORP              | ES        |     167000 | PA      | $168482.58    | 0.00%             | 2026-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PFD ADELPHIA                                           | PFD ADELPHIA, Series B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     800000 | PA      | $0.08         | 0.00%             | 2004-07-15      | Fixed         | 10.50%                | No            | 3                  | On Loan: No      |
| Cellnex Telecom SA                                     | Cellnex Telecom SA                                                                      | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |   11600000 | PA      | $8951546.33   | 0.05%             | 2031-11-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                                                       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   94856000 | PA      | $77487866.40  | 0.41%             | 2033-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CrownRock LP                                           | CrownRock LP                                                                            | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47542000 | PA      | $45878030.00  | 0.24%             | 2025-10-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                                                | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    6992000 | PA      | $5743252.43   | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   20609000 | PA      | $21177808.40  | 0.11%             | 2029-01-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                         | K. Hovnanian Enterprises, Inc.                                                          | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   13640000 | PA      | $13094400.00  | 0.07%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Faurecia SE                                            | Faurecia SE                                                                             | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $1621217.93   | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                             | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    3886000 | PA      | $3172405.04   | 0.02%             | 2030-08-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Apache Corp.                                           | Apache Corp.                                                                            | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   13072000 | PA      | $10560820.96  | 0.06%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                              | Sotheby's                                                                               | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   42489000 | PA      | $39838936.00  | 0.21%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| W. R. Grace Holdings LLC                               | W. R. Grace Holdings LLC, Term Loan                                                     | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12519662 | PA      | $12261506.42  | 0.07%             | 2028-09-22      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp.                                  | Epicor Software Corp., 2nd Lien Term Loan                                               | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    6927000 | PA      | $6812704.50   | 0.04%             | 2028-07-31      | Variable      | 12.13%                | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                     | AMC Networks, Inc.                                                                      | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    5644000 | PA      | $4289440.00   | 0.02%             | 2025-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BBAM European CLO II DAC                               | BBAM European CLO II DAC, Series 2X, Class E                                            | CUSIP: N/A<br>LEI: 54930031FDFNFMYPLT11       | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1206708.72   | 0.01%             | 2034-10-15      | Floating      | 7.49%                 | No            | 2                  | On Loan: No      |
| GCI LLC                                                | GCI LLC                                                                                 | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    5436000 | PA      | $4566677.38   | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Planview Parent, Inc.                                  | Planview Parent, Inc., 2nd Lien Term Loan                                               | CUSIP: 72751PAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12161000 | PA      | $10762485.00  | 0.06%             | 2028-12-18      | Variable      | 11.98%                | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     228726 | PA      | $705.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                                   | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19540000 | PA      | $18150119.80  | 0.10%             | 2027-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     412000 | PA      | $344576.87    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Tap Rock Resources LLC                                 | Tap Rock Resources LLC                                                                  | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |   55898000 | PA      | $51990729.80  | 0.28%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| OWL Rock Core Income Corp.                             | OWL Rock Core Income Corp.                                                              | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   20688000 | PA      | $20621062.53  | 0.11%             | 2027-09-16      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PCF GmbH                                               | PCF GmbH                                                                                | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |    1203000 | PA      | $1063682.62   | 0.01%             | 2026-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                        | Plains All American Pipeline LP                                                         | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14161000 | PA      | $11477723.02  | 0.06%             | 2042-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Lamar Media Corp.                                      | Lamar Media Corp.                                                                       | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2767000 | PA      | $2476759.49   | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ADLER Real Estate AG                                   | ADLER Real Estate AG                                                                    | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $295444.20    | 0.00%             | 2023-04-27      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Lincoln Financing SARL                                 | Lincoln Financing SARL                                                                  | CUSIP: N/A<br>LEI: 222100831I4WRVCLV609       | Long             | DBT              | CORP              | LU        |     700000 | PA      | $738075.28    | 0.00%             | 2024-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                               | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $318621.80    | 0.00%             | 2024-04-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Novafives SAS                                          | Novafives SAS                                                                           | CUSIP: N/A<br>LEI: 9695005GQAG112FYVW69       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $855017.66    | 0.00%             | 2025-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Northern Oil and Gas, Inc.                             | Northern Oil and Gas, Inc.                                                              | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   73297000 | PA      | $70379339.62  | 0.38%             | 2028-03-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Charles River Laboratories International, Inc.         | Charles River Laboratories International, Inc.                                          | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    4643000 | PA      | $4276063.71   | 0.02%             | 2028-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     846000 | PA      | $862090.92    | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp.                                      | Boyd Gaming Corp.                                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    9450000 | PA      | $8801541.00   | 0.05%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Silgan Holdings, Inc.                                  | Silgan Holdings, Inc.                                                                   | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    2237000 | PA      | $2069577.33   | 0.01%             | 2028-02-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ITT Holdings LLC                                       | ITT Holdings LLC                                                                        | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   21728000 | PA      | $18298017.92  | 0.10%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                        | Lions Gate Capital Holdings LLC                                                         | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   49587000 | PA      | $28750391.36  | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SkyMiles IP Ltd.                                       | SkyMiles IP Ltd., Term Loan                                                             | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   14772000 | PA      | $15037896.00  | 0.08%             | 2027-10-20      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   64531000 | PA      | $-1545571.16  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  212333000 | PA      | $-1492869.70  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Peraton Corp.                                          | Peraton Corp., 1st Lien Term Loan B                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   46309105 | PA      | $45141652.01  | 0.24%             | 2028-02-01      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corp.                                   | Northern Trust Corp.                                                                    | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   13930000 | PA      | $14688379.71  | 0.08%             | 2032-11-02      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     403389 | PA      | $23248.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                                                           | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    5851000 | PA      | $5043370.96   | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                      | LCPR Senior Secured Financing DAC                                                       | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   25441000 | PA      | $23787335.00  | 0.13%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Summit Materials LLC                                   | Summit Materials LLC                                                                    | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9608000 | PA      | $8945288.20   | 0.05%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Big River Steel LLC                                    | Big River Steel LLC                                                                     | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   70954000 | PA      | $67599701.45  | 0.36%             | 2029-01-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Intelsat Jackson Holdings SA                           | Intelsat Jackson Holdings SA, Term Loan B                                               | CUSIP: L5137LAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   22892026 | PA      | $22058069.39  | 0.12%             | 2029-02-01      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| NCL Finance Ltd.                                       | NCL Finance Ltd.                                                                        | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    8852000 | PA      | $6534735.21   | 0.03%             | 2028-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Cairn CLO XIV DAC                                      | Cairn CLO XIV DAC, Series 2021-14X, Class E                                             | CUSIP: N/A<br>LEI: 5493007C15B782HE7844       | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1213451.35   | 0.01%             | 2034-10-29      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3502000 | PA      | $3415350.36   | 0.02%             | 2024-07-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                     | SPDR Bloomberg High Yield Bond ETF                                                      | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             |  | RF                | US        |     250000 | NS      | $22500000.00  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| PECF USS Intermediate Holding III Corp.                | PECF USS Intermediate Holding III Corp., Term Loan                                      | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   33784643 | PA      | $28074025.09  | 0.15%             | 2028-12-15      | Variable      | 8.63%                 | No            | 2                  | On Loan: No      |
| Promotora de Informaciones SA                          | Promotora de Informaciones SA (PRISA), Term Loan                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     306708 | PA      | $279068.60    | 0.00%             | 2026-12-31      | Variable      | 6.71%                 | No            | 3                  | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                                                  | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $2895262.79   | 0.02%             | 2029-12-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp.                                 | Filtration Group Corp., Term Loan                                                       | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    4253760 | PA      | $4168684.64   | 0.02%             | 2028-10-21      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| Cobham Ultra SeniorCo SARL                             | Cobham Ultra SeniorCo SARL, Term Loan                                                   | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    3119182 | PA      | $3025607.03   | 0.02%             | 2029-08-03      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    6786000 | PA      | $6304168.89   | 0.03%             | 2032-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5198000 | PA      | $4230929.72   | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   50000000 | PA      | $188184.26    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   23969000 | PA      | $21720947.49  | 0.12%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC            | Ascend Performance Materials Operations LLC, Term Loan                                  | CUSIP: 04350TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19742981 | PA      | $18543595.25  | 0.10%             | 2026-08-27      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| APX Group, Inc.                                        | APX Group, Inc.                                                                         | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    9209000 | PA      | $8864122.95   | 0.05%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                         | Commerzbank AG                                                                          | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    2400000 | PA      | $2383027.23   | 0.01%             | 2025-10-09      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6210000 | PA      | $5854974.30   | 0.03%             | 2025-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     827000 | PA      | $782844.69    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   10582000 | PA      | $8648923.10   | 0.05%             | 2048-04-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc.                                                                             | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    4528000 | PA      | $3835668.80   | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Holdings, Inc.                    | Cloud Software Group Holdings, Inc.                                                     | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  146564000 | PA      | $123448104.73 | 0.66%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Centurion Bidco SpA                                    | Centurion Bidco SpA                                                                     | CUSIP: N/A<br>LEI: 815600440B4998FCA515       | Long             | DBT              | CORP              | IT        |    1068000 | PA      | $983564.84    | 0.01%             | 2026-09-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                                  | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   30126000 | PA      | $28105599.81  | 0.15%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC                                  | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    4021000 | PA      | $4031052.62   | 0.02%             | 2027-08-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group LLC                               | Ryan Specialty Group LLC                                                                | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    8762000 | PA      | $7586979.88   | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                   | Heimstaden Bostad AB                                                                    | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    5725000 | PA      | $3181961.81   | 0.02%             | 2027-02-01      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                               | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1161881.26   | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BCPE Empire Holdings, Inc.                             | BCPE Empire Holdings, Inc., 1st Lien Term Loan                                          | CUSIP: 05550HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2269848 | PA      | $2201752.08   | 0.01%             | 2026-06-11      | Variable      | 9.05%                 | No            | 2                  | On Loan: No      |
| Codere New Holdco SA                                   | Codere New Holdco SA                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |     406579 | PA      | $196720.57    | 0.00%             | 2027-11-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                  | AssuredPartners, Inc., Term Loan                                                        | CUSIP: 04621HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.21         | 0.00%             | 2027-02-12      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    8223000 | PA      | $7571985.09   | 0.04%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                          | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   59150000 | PA      | $49824115.25  | 0.27%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                          | Smyrna Ready Mix Concrete LLC                                                           | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   32001000 | PA      | $28631294.70  | 0.15%             | 2028-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                          | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   12453000 | PA      | $11057267.76  | 0.06%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Diamond BC BV                                          | Diamond BC BV                                                                           | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |   33954000 | PA      | $27248085.00  | 0.15%             | 2029-10-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                       | Jaguar Land Rover Automotive plc                                                        | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $947348.25    | 0.01%             | 2026-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                                     | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     361000 | PA      | $343817.92    | 0.00%             | 2025-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                           | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    1400000 | PA      | $1447526.72   | 0.01%             | 2023-06-03      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Boyne USA, Inc.                                        | Boyne USA, Inc.                                                                         | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21030000 | PA      | $18612481.63  | 0.10%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services, Inc.                        | Brand Industrial Services, Inc., Term Loan                                              | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |  121769740 | PA      | $108679492.98 | 0.58%             | 2024-06-21      | Variable      | 8.49%                 | No            | 2                  | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                                   | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   10806000 | PA      | $10389526.39  | 0.06%             | 2026-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                          | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   10022000 | PA      | $9669325.82   | 0.05%             | 2027-06-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20494000 | PA      | $17674333.01  | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Taylor Morrison Communities, Inc.                      | Taylor Morrison Communities, Inc.                                                       | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $3629521.80   | 0.02%             | 2030-08-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                                                    | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   20709000 | PA      | $18468203.57  | 0.10%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Qorvo, Inc.                                            | Qorvo, Inc.                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    9569000 | PA      | $8461292.56   | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9269000 | PA      | $8393496.61   | 0.04%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                                                       | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    6757000 | PA      | $5125860.20   | 0.03%             | 2029-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                                | Banco Espirito Santo SA                                                                 | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   12300000 | PA      | $1579984.20   | 0.01%             | 2018-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RCS & RDS SA                                           | RCS & RDS SA                                                                            | CUSIP: N/A<br>LEI: 3157008PTGOXBWZDVF10       | Long             | DBT              | CORP              | RO        |    1800000 | PA      | $1745930.71   | 0.01%             | 2025-02-05      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                               | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   10437000 | PA      | $7887240.90   | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Sherwood Financing plc                                 | Sherwood Financing plc                                                                  | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |     313000 | PA      | $291369.04    | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                               | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    8014000 | PA      | $6506566.60   | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                               | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     637000 | PA      | $627253.01    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Elanco Animal Health, Inc.                             | Elanco Animal Health, Inc.                                                              | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    4986000 | PA      | $4744228.86   | 0.03%             | 2028-08-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   73231000 | PA      | $63454661.50  | 0.34%             | 2027-08-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc., Term Loan                                                    | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   67141965 | PA      | $54197665.91  | 0.29%             | 2027-03-09      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                              | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  106704000 | PA      | $77570224.88  | 0.41%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   72168000 | PA      | $70620010.83  | 0.38%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                         | Cloudera, Inc., 1st Lien Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20062798 | PA      | $18821512.88  | 0.10%             | 2028-10-08      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Casino Guichard Perrachon SA                           | Casino Guichard Perrachon SA                                                            | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $345220.13    | 0.00%             | 2026-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Dycom Industries, Inc.                                 | Dycom Industries, Inc.                                                                  | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    6838000 | PA      | $5951756.70   | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                               | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    1102000 | PA      | $1060162.38   | 0.01%             | 2026-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                          | EDP - Energias de Portugal SA                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |     900000 | PA      | $821302.76    | 0.00%             | 2081-08-02      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                                                  | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1239057.60   | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TK Elevator US Newco, Inc.                             | TK Elevator US Newco, Inc.                                                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   60147000 | PA      | $53382868.38  | 0.28%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Lithia Motors, Inc.                                    | Lithia Motors, Inc.                                                                     | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    5995000 | PA      | $4928549.45   | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   18332000 | PA      | $16321437.90  | 0.09%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC                                  | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    4792000 | PA      | $4505456.85   | 0.02%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   62362000 | PA      | $54030187.35  | 0.29%             | 2028-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                         | Constellium SE, Class A                                                                 | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |    1740611 | NS      | $20591428.13  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Earthstone Energy Holdings LLC                         | Earthstone Energy Holdings LLC                                                          | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |   25378000 | PA      | $24277863.70  | 0.13%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |     920000 | PA      | $779086.36    | 0.00%             | 2028-06-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Carpenter Technology Corp.                             | Carpenter Technology Corp.                                                              | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $2119845.87   | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC                                                              | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9073000 | PA      | $7595842.38   | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     232836 | NS      | $21972733.32  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                        | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   19703000 | PA      | $17947068.64  | 0.10%             | 2027-02-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Summer BC Holdco B SARL                                | Summer BC Holdco B SARL                                                                 | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |    3351000 | PA      | $3017629.33   | 0.02%             | 2026-10-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SunPower Corp.                                         | SunPower Corp.                                                                          | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       1369 | NS      | $24683.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Ingalls Industries, Inc.                    | Huntington Ingalls Industries, Inc.                                                     | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    3874000 | PA      | $3516148.24   | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                                                        | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    9253000 | PA      | $8892503.12   | 0.05%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co., Series HH                                                         | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $5150906.25   | 0.03%             | 2025-02-01      | Variable      | 4.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |  100000000 | PA      | $-507931.29   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Minerals Technologies, Inc.                            | Minerals Technologies, Inc.                                                             | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    8620000 | PA      | $7676972.00   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                      | Polaris Newco LLC, 1st Lien Term Loan                                                   | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9980666 | PA      | $9085999.05   | 0.05%             | 2028-06-02      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                                                            | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    9152000 | PA      | $6991589.86   | 0.04%             | 2031-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                                                        | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    5442000 | PA      | $5603763.45   | 0.03%             | 2027-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Ahead DB Holdings LLC                                  | Ahead DB Holdings LLC                                                                   | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    9671000 | PA      | $7773066.25   | 0.04%             | 2028-05-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                              | Cablevision Lightpath LLC                                                               | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    7738000 | PA      | $5748770.36   | 0.03%             | 2028-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                        | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    4574000 | PA      | $4699795.57   | 0.03%             | 2025-05-31      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Kobe U.S. Midco 2, Inc.                                | Kobe U.S. Midco 2, Inc.                                                                 | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16476000 | PA      | $11533200.00  | 0.06%             | 2026-11-01      | Variable      | 9.25%                 | No            | 2                  | On Loan: No      |
| Sophia LP                                              | Sophia LP, 1st Lien Term Loan B                                                         | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   19480019 | PA      | $18761790.80  | 0.10%             | 2027-10-07      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Liberty Broadband Corp.                                | Liberty Broadband Corp.                                                                 | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   27902000 | PA      | $26925430.00  | 0.14%             | 2050-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                     | Telecom Italia SpA                                                                      | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    4243000 | PA      | $3450804.98   | 0.02%             | 2029-01-18      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                             | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   11905000 | PA      | $9129515.80   | 0.05%             | 2031-10-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                             | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    5789000 | PA      | $4705917.93   | 0.03%             | 2030-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                                              | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    7343000 | PA      | $5670694.24   | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1500000 | PA      | $67090.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Williams Scotsman International, Inc.                  | Williams Scotsman International, Inc.                                                   | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $8870400.00   | 0.05%             | 2025-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                                | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37066000 | PA      | $31770380.58  | 0.17%             | 2029-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | SPDR S&P 500 ETF Trust                                                                  | CUSIP: 00P7XGYK6<br>LEI: N/A                  | N/A              | DE               |  | US        |     -16531 | NC      | $-2198623.00  | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   12733000 | PA      | $12232275.16  | 0.07%             | 2025-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Tempur Sealy International, Inc.                       | Tempur Sealy International, Inc.                                                        | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    7840000 | PA      | $6154596.00   | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28725000 | PA      | $21903111.81  | 0.12%             | 2063-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Neptune Energy Bondco plc                              | Neptune Energy Bondco plc                                                               | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |    4626000 | PA      | $4491882.27   | 0.02%             | 2025-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                                                     | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |    1932000 | PA      | $1665862.12   | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DISH Network Corp.                                     | DISH Network Corp.                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   27480000 | PA      | $28301652.00  | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                                      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3788000 | PA      | $3390260.00   | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                            | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1105000 | PA      | $980560.40    | 0.01%             | 2026-11-16      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Tele Columbus AG                                       | Tele Columbus AG                                                                        | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |    2890000 | PA      | $2316760.29   | 0.01%             | 2025-05-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                          | Banco BPM SpA                                                                           | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     425000 | PA      | $377601.24    | 0.00%             | 2032-01-19      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                  | Tempo Acquisition LLC                                                                   | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20514000 | PA      | $20549232.80  | 0.11%             | 2025-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Naturgy Finance BV                                     | Naturgy Finance BV                                                                      | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |    2100000 | PA      | $1948365.87   | 0.01%             | 2026-11-23      | Variable      | 2.37%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                                               | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     719000 | PA      | $647624.87    | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Providus CLO III DAC                                   | Providus CLO III DAC, Series 3X, Class ER                                               | CUSIP: N/A<br>LEI: 635400X4XZILCMFKAB72       | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $875758.16    | 0.00%             | 2034-07-18      | Floating      | 7.66%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                            | ONEOK, Inc.                                                                             | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6805000 | PA      | $6289124.45   | 0.03%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CCM Merger, Inc.                                       | CCM Merger, Inc.                                                                        | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |   13107000 | PA      | $12350988.24  | 0.07%             | 2026-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    6324000 | PA      | $5290848.12   | 0.03%             | 2031-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                     | Cellnex Telecom SA                                                                      | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $740644.15    | 0.00%             | 2028-07-05      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CA Magnum Holdings                                     | CA Magnum Holdings                                                                      | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   32633000 | PA      | $29537107.29  | 0.16%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    7783000 | PA      | $6492186.34   | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Entegris Escrow Corp.                                  | Entegris Escrow Corp.                                                                   | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  104945000 | PA      | $95703259.95  | 0.51%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CommScope Technologies LLC                             | CommScope Technologies LLC                                                              | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   40136000 | PA      | $36523760.00  | 0.19%             | 2025-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                   | Scientific Games International, Inc.                                                    | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    8429000 | PA      | $8599282.74   | 0.05%             | 2025-07-01      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Dana Financing Luxembourg SARL                         | Dana Financing Luxembourg SARL                                                          | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $817502.67    | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                  | Cheniere Energy, Inc.                                                                   | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      53923 | NS      | $8086293.08   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   22246000 | PA      | $18139610.86  | 0.10%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                        | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      72000 | PA      | $54075.60     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     523000 | PA      | $437397.03    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                         | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    8889000 | PA      | $8203569.21   | 0.04%             | 2026-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Foundation Building Materials, Inc.                    | Foundation Building Materials, Inc., 1st Lien Term Loan                                 | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    1909901 | PA      | $1803423.79   | 0.01%             | 2028-01-31      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Condor Merger Sub, Inc.                                | Condor Merger Sub, Inc.                                                                 | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   55319000 | PA      | $44478185.36  | 0.24%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Carpenter Technology Corp.                             | Carpenter Technology Corp.                                                              | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   22223000 | PA      | $22276043.19  | 0.12%             | 2030-03-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                            | Nationwide Building Society                                                             | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    1135000 | PA      | $1227856.60   | 0.01%             | 2027-06-20      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                                     | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    5448000 | PA      | $4059187.45   | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Brookfield Property REIT, Inc.                         | Brookfield Property REIT, Inc.                                                          | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8746000 | PA      | $7310040.61   | 0.04%             | 2027-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Triumph Group, Inc.                                    | Triumph Group, Inc.                                                                     | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   31077000 | PA      | $31620847.50  | 0.17%             | 2024-06-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   44348000 | PA      | $31595255.86  | 0.17%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                    | Blackstone Holdings Finance Co. LLC                                                     | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   16810000 | PA      | $16935863.03  | 0.09%             | 2027-11-03      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Stericycle, Inc.                                       | Stericycle, Inc.                                                                        | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    9877000 | PA      | $8617682.50   | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ziggo BV                                               | Ziggo BV                                                                                | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    3105000 | PA      | $2598170.85   | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bilbao CLO II DAC                                      | Bilbao CLO II DAC, Series 2X, Class DR                                                  | CUSIP: N/A<br>LEI: 6354005WQLZBA5LJUW27       | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $868128.63    | 0.00%             | 2035-08-20      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                                     | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20223000 | PA      | $17334394.61  | 0.09%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   44038000 | PA      | $45507988.44  | 0.24%             | 2030-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                             | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1427000 | PA      | $1337847.88   | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |     600000 | PA      | $541061.09    | 0.00%             | 2029-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15560000 | PA      | $16352787.91  | 0.09%             | 2028-11-03      | Variable      | 7.39%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     175084 | NS      | $4329827.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     540000 | PA      | $-3130.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| European TopSoho SARL                                  | European TopSoho SARL, Series SMCP                                                      | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |    2700000 | PA      | $2459359.09   | 0.01%             | 2021-09-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    3900000 | PA      | $4210315.87   | 0.02%             | 2026-01-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Teleflex, Inc.                                         | Teleflex, Inc.                                                                          | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    4023000 | PA      | $3672435.78   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                  | Deutsche Lufthansa AG                                                                   | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    2400000 | PA      | $2174006.88   | 0.01%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp.                                       | Sealed Air Corp.                                                                        | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $2780374.69   | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    5584000 | PA      | $4363496.74   | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |  117544000 | PA      | $66656691.66  | 0.36%             | 2028-03-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                                 | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   13960000 | PA      | $11592933.19  | 0.06%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                                                   | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3983816 | PA      | $3744680.19   | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Seneca Park CLO Ltd.                                   | Seneca Park CLO Ltd., Series 2014-1A, Class SUB                                         | CUSIP: 817174AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $19750.00     | 0.00%             | 2026-07-17      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Codere Finance 2 Luxembourg SA                         | Codere Finance 2 Luxembourg SA                                                          | CUSIP: 19200EAA5<br>LEI: 2221005CUH65GSJUKB29 | Long             | DBT              | CORP              | LU        |     349768 | PA      | $204614.10    | 0.00%             | 2027-11-30      | Variable      | 13.62%                | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6805000 | PA      | $5784599.78   | 0.03%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance II plc                  | BCP V Modular Services Finance II plc                                                   | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |    2400000 | PA      | $2145181.80   | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                                                  | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   47956000 | PA      | $46948444.44  | 0.25%             | 2026-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   26897000 | PA      | $27025029.72  | 0.14%             | 2026-02-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Nabors Industries Ltd.                                 | Nabors Industries Ltd.                                                                  | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |   14435000 | PA      | $13206525.20  | 0.07%             | 2028-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                        | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    4100000 | PA      | $3817680.71   | 0.02%             | 2027-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                                     | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    1083000 | PA      | $1116751.14   | 0.01%             | 2027-01-11      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                                                       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   46498000 | PA      | $40685750.00  | 0.22%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                                       | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3409000 | PA      | $3137916.32   | 0.02%             | 2028-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                         | Cloudera, Inc., 2nd Lien Term Loan                                                      | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   23214030 | PA      | $19306412.33  | 0.10%             | 2029-10-08      | Variable      | 10.38%                | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                          | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   18483000 | PA      | $15848433.18  | 0.08%             | 2027-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                    | KKR Apple Bidco LLC, 2nd Lien Term Loan                                                 | CUSIP: 48254EAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1327827 | PA      | $1276612.71   | 0.01%             | 2029-09-21      | Variable      | 10.13%                | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    3358000 | PA      | $2544787.67   | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                              | NFP Corp.                                                                               | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   38705000 | PA      | $32949401.62  | 0.18%             | 2028-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                     | Telecom Italia SpA                                                                      | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    1900000 | PA      | $1896976.56   | 0.01%             | 2026-05-25      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| NESCO Holdings II, Inc.                                | NESCO Holdings II, Inc.                                                                 | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   11396000 | PA      | $9971500.00   | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Pug LLC                                                | Pug LLC, Term Loan B                                                                    | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5450297 | PA      | $4487392.63   | 0.02%             | 2027-02-12      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                           | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   29891000 | PA      | $26671524.08  | 0.14%             | 2028-03-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                        | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    4954000 | PA      | $4650171.18   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| RLJ Lodging Trust LP                                   | RLJ Lodging Trust LP                                                                    | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    4143000 | PA      | $3358587.58   | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Delta Topco, Inc.                                      | Delta Topco, Inc., 1st Lien Term Loan                                                   | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9876572 | PA      | $9098791.71   | 0.05%             | 2027-12-01      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                                                     | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    6067000 | PA      | $4917086.60   | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    9030000 | PA      | $31605.00     | 0.00%             | 2017-05-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The)                                                | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10652000 | PA      | $11089793.79  | 0.06%             | 2033-10-28      | Variable      | 6.04%                 | No            | 2                  | On Loan: No      |
| Cidron Aida Finco SARL                                 | Cidron Aida Finco SARL                                                                  | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |    2708000 | PA      | $2471208.76   | 0.01%             | 2028-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VZ Secured Financing BV                                | VZ Secured Financing BV                                                                 | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |    1737000 | PA      | $1450309.89   | 0.01%             | 2032-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                                                  | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   28815000 | PA      | $25303662.88  | 0.13%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                            | ONEOK, Inc.                                                                             | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6704000 | PA      | $5399562.16   | 0.03%             | 2047-07-13      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                             | Liberty Mutual Group, Inc.                                                              | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1761532.52   | 0.01%             | 2059-05-23      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                                     | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46581000 | PA      | $57294630.00  | 0.31%             | 2027-11-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   13044000 | PA      | $11353775.18  | 0.06%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Viavi Solutions, Inc.                                  | Viavi Solutions, Inc.                                                                   | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   23097000 | PA      | $19411978.51  | 0.10%             | 2029-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Advanced Drainage Systems, Inc.                        | Advanced Drainage Systems, Inc.                                                         | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   11888000 | PA      | $11085560.00  | 0.06%             | 2027-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1405000 | PA      | $-262594.53   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1253607 | NS      | $1316287.35   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     390000 | PA      | $12856.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                                     | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    1400000 | PA      | $1377093.18   | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UPC Broadband Finco BV                                 | UPC Broadband Finco BV                                                                  | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   17674000 | PA      | $14701144.83  | 0.08%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Gulfport Energy Corp.                                  | Gulfport Energy Corp.                                                                   | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    2221500 | PA      | $2165962.50   | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                     | Vertiv Group Corp.                                                                      | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   37276000 | PA      | $31684600.00  | 0.17%             | 2028-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Levi Strauss & Co.                                     | Levi Strauss & Co.                                                                      | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   11182000 | PA      | $8875041.58   | 0.05%             | 2031-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                              | Intrum AB                                                                               | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    1100000 | PA      | $1067516.97   | 0.01%             | 2025-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                                | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   54569000 | PA      | $46244636.02  | 0.25%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                   | SWF Holdings I Corp., 1st Lien Term Loan                                                | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   25262055 | PA      | $20575943.80  | 0.11%             | 2028-10-06      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc., Term Loan B1                                                          | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    3551759 | PA      | $3223220.98   | 0.02%             | 2027-12-17      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc., Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3799216 | PA      | $0.38         | 0.00%             | 2023-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                | CD&R Smokey Buyer, Inc.                                                                 | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14315000 | PA      | $12283987.80  | 0.07%             | 2025-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                          | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   16843000 | PA      | $12700247.72  | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                    | LBM Acquisition LLC                                                                     | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    2183000 | PA      | $1389155.54   | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CQP Holdco LP                                          | CQP Holdco LP                                                                           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50409000 | PA      | $44032769.62  | 0.23%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OWL Rock Core Income Corp.                             | OWL Rock Core Income Corp.                                                              | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   10277000 | PA      | $9962557.71   | 0.05%             | 2025-03-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    6422000 | PA      | $5330083.40   | 0.03%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco SARL                                   | Kleopatra Finco SARL                                                                    | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |    2422000 | PA      | $2014421.58   | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                                                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   11527000 | PA      | $10643541.90  | 0.06%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                                                           | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    8848000 | PA      | $8211471.69   | 0.04%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Spirit AeroSystems, Inc.                               | Spirit AeroSystems, Inc.                                                                | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   29561000 | PA      | $31118864.70  | 0.17%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Teleflex, Inc.                                         | Teleflex, Inc.                                                                          | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    3408000 | PA      | $3248130.72   | 0.02%             | 2027-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2479000 | PA      | $2147557.70   | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Elior Group SA                                         | Elior Group SA                                                                          | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |     124000 | PA      | $110834.39    | 0.00%             | 2026-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP                            | Targa Resources Partners LP                                                             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20185000 | PA      | $16983457.15  | 0.09%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Motion Bondco DAC                                      | Motion Bondco DAC                                                                       | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    4784000 | PA      | $4112077.30   | 0.02%             | 2027-11-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDI                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  135062912 | PA      | $3983666.15   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |     800000 | PA      | $918691.74    | 0.00%             | 2025-03-06      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3453975.00   | 0.02%             | 2024-03-18      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                                                     | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |    1601000 | PA      | $1568632.40   | 0.01%             | 2025-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                                                   | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $904016.14    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                                     | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     519000 | PA      | $451691.93    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                              | Intrum AB                                                                               | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |     521111 | PA      | $534115.90    | 0.00%             | 2024-07-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Charles River Laboratories International, Inc.         | Charles River Laboratories International, Inc.                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    1064000 | PA      | $941001.60    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                          | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    8285000 | PA      | $7295890.72   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   30148000 | PA      | $27258644.02  | 0.15%             | 2052-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                  | Covanta Holding Corp.                                                                   | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    6910000 | PA      | $5661155.70   | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                                     | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   23168000 | PA      | $18672481.28  | 0.10%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   43526000 | PA      | $34912857.49  | 0.19%             | 2031-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc.                                                                              | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   13947000 | PA      | $12151602.69  | 0.06%             | 2028-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Gruenenthal GmbH                                       | Gruenenthal GmbH                                                                        | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |    1502000 | PA      | $1468755.90   | 0.01%             | 2026-11-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Iliad Holding SASU                                     | Iliad Holding SASU                                                                      | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   36512000 | PA      | $32999182.31  | 0.18%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp.                                                                | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   43348000 | PA      | $39165503.20  | 0.21%             | 2027-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Altice France Holding SA                               | Altice France Holding SA                                                                | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   77246000 | PA      | $58900075.00  | 0.31%             | 2027-05-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                      | Vantage Towers AG                                                                       | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $396708.77    | 0.00%             | 2027-03-31      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Ziggo Bond Co. BV                                      | Ziggo Bond Co. BV                                                                       | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    3625000 | PA      | $3372772.50   | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   18610000 | PA      | $17865597.58  | 0.10%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                                               | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    9001000 | PA      | $7282428.72   | 0.04%             | 2031-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Titan Acquisition Ltd.                                 | Titan Acquisition Ltd.                                                                  | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33584000 | PA      | $30245350.08  | 0.16%             | 2026-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Prestige Brands, Inc.                                  | Prestige Brands, Inc.                                                                   | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    7708000 | PA      | $6356556.90   | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                                   | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11190000 | PA      | $9986627.40   | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                                                         | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3801000 | PA      | $3534930.00   | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    4006000 | PA      | $3967198.16   | 0.02%             | 2025-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1220000 | PA      | $27886.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TransAlta Corp.                                        | TransAlta Corp.                                                                         | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    6511000 | PA      | $6649562.80   | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Abertis Infraestructuras Finance BV                    | Abertis Infraestructuras Finance BV                                                     | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $1626227.64   | 0.01%             | 2025-11-24      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                                                | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2837354.46   | 0.02%             | 2028-02-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ZoomInfo Technologies LLC                              | ZoomInfo Technologies LLC                                                               | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46462000 | PA      | $39045848.00  | 0.21%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Precision Drilling Corp.                               | Precision Drilling Corp.                                                                | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     703000 | PA      | $654497.75    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                             | Coty, Inc.                                                                              | CUSIP: N/A<br>LEI: 549300BO9IWPF3S48F93       | Long             | DBT              | CORP              | US        |    2009000 | PA      | $1996745.06   | 0.01%             | 2026-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18682000 | PA      | $15928316.17  | 0.08%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Telesat Corp.                                          | Telesat Corp.                                                                           | CUSIP: 879512309<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |       -388 | NS      | $-2910.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  298059000 | PA      | $293942805.21 | 1.57%             | 2026-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.       | American Builders & Contractors Supply Co., Inc.                                        | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $11648662.50  | 0.06%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GrafTech Finance, Inc.                                 | GrafTech Finance, Inc.                                                                  | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   10037000 | PA      | $8242611.44   | 0.04%             | 2028-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                       | Magnolia Oil & Gas Operating LLC                                                        | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1803840.00   | 0.01%             | 2026-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                              | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1235000 | PA      | $999751.03    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Block Communications, Inc.                             | Block Communications, Inc.                                                              | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    6846000 | PA      | $5973135.00   | 0.03%             | 2028-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ADLER Group SA                                         | ADLER Group SA                                                                          | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |    2100000 | PA      | $887938.28    | 0.00%             | 2026-11-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                                  | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   13275000 | PA      | $10085795.95  | 0.05%             | 2031-02-10      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                    | Verisure Holding AB                                                                     | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    2381000 | PA      | $2200175.57   | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                                                           | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    5862000 | PA      | $5151056.64   | 0.03%             | 2029-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    3600000 | PA      | $2776456.14   | 0.01%             | 2030-06-15      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                                       | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     922000 | PA      | $870893.54    | 0.00%             | 2027-01-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1643922.00   | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   11899000 | PA      | $7759757.70   | 0.04%             | 2031-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                             | Spirit Loyalty Cayman Ltd.                                                              | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2945030 | PA      | $2954513.00   | 0.02%             | 2025-09-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Herens Midco SARL                                      | Herens Midco SARL                                                                       | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |   25361000 | PA      | $18955065.01  | 0.10%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                        | Plains All American Pipeline LP                                                         | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3957000 | PA      | $3893081.87   | 0.02%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                | Garfunkelux Holdco 3 SA                                                                 | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    1954000 | PA      | $1835431.87   | 0.01%             | 2025-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                                                 | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   88381000 | PA      | $75123850.00  | 0.40%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OI European Group BV                                   | OI European Group BV                                                                    | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |    1584000 | PA      | $1627769.09   | 0.01%             | 2025-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Grupo Antolin-Irausa SA                                | Grupo Antolin-Irausa SA                                                                 | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |     443000 | PA      | $384109.57    | 0.00%             | 2026-04-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UGI International LLC                                  | UGI International LLC                                                                   | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |    1913000 | PA      | $1562088.75   | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                                     | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4290000 | PA      | $4122689.18   | 0.02%             | 2026-01-15      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    8648000 | PA      | $7002293.90   | 0.04%             | 2027-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| DIC Asset AG                                           | DIC Asset AG                                                                            | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $671172.15    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Renault SA                                             | Renault SA                                                                              | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1346186.36   | 0.01%             | 2026-05-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SES SA                                                 | SES SA                                                                                  | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1246954.36   | 0.01%             | 2024-01-29      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-809.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc.                                                                             | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   10593000 | PA      | $8632765.35   | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                                     | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    1866000 | PA      | $1725424.35   | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    4550000 | PA      | $21917.46     | 0.00%             | 2017-10-17      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                 | Boxer Parent Co., Inc.                                                                  | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   18349000 | PA      | $17844614.06  | 0.10%             | 2025-10-02      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61356000 | PA      | $42058531.15  | 0.22%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets plc                                 | BP Capital Markets plc                                                                  | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     575000 | PA      | $610120.60    | 0.00%             | 2027-03-22      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Monitchem HoldCo 3 SA                                  | Monitchem HoldCo 3 SA                                                                   | CUSIP: N/A<br>LEI: 222100SJHJ1CNJMSW162       | Long             | DBT              | CORP              | LU        |    2293000 | PA      | $2353051.46   | 0.01%             | 2025-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Albion Financing 1 SARL                                | Albion Financing 1 SARL                                                                 | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   11529000 | PA      | $10281677.49  | 0.05%             | 2026-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Kinetik Holdings LP                                    | Kinetik Holdings LP                                                                     | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   32108000 | PA      | $30110336.56  | 0.16%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                              | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    2742000 | PA      | $2519686.58   | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RCS & RDS SA                                           | RCS & RDS SA                                                                            | CUSIP: N/A<br>LEI: 3157008PTGOXBWZDVF10       | Long             | DBT              | CORP              | RO        |     100000 | PA      | $85154.30     | 0.00%             | 2028-02-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co., Term Loan                                       | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   15828747 | PA      | $15435244.54  | 0.08%             | 2024-04-03      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                      | Chariot Buyer LLC, 1st Lien Term Loan                                                   | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   18648052 | PA      | $17544646.69  | 0.09%             | 2028-11-03      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                        | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   13354000 | PA      | $12432774.31  | 0.07%             | 2024-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                                                    | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11751000 | PA      | $11310337.50  | 0.06%             | 2026-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Commercial Metals Co.                                  | Commercial Metals Co.                                                                   | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    4902000 | PA      | $4264379.80   | 0.02%             | 2032-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SK Invictus Intermediate II SARL                       | SK Invictus Intermediate II SARL                                                        | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   36881000 | PA      | $30242420.00  | 0.16%             | 2029-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                             | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    4633000 | PA      | $4394400.50   | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                       | Global Aircraft Leasing Co. Ltd.                                                        | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    7771801 | PA      | $6606030.85   | 0.04%             | 2024-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV         | Teva Pharmaceutical Finance Netherlands III BV                                          | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   10159000 | PA      | $9154528.88   | 0.05%             | 2027-05-09      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                                     | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   10505000 | PA      | $7718106.80   | 0.04%             | 2032-06-01      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3828000 | PA      | $3512676.19   | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   34122000 | PA      | $32496103.76  | 0.17%             | 2032-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                            | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6286625.85   | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Legacy LifePoint Health LLC                            | Legacy LifePoint Health LLC                                                             | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     849000 | PA      | $718101.18    | 0.00%             | 2027-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $663761.64    | 0.00%             | 2027-12-01      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| Murphy Oil Corp.                                       | Murphy Oil Corp.                                                                        | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     373000 | PA      | $366510.25    | 0.00%             | 2025-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   30162000 | PA      | $27475899.56  | 0.15%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                                   | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   38384000 | PA      | $33420783.75  | 0.18%             | 2029-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                                              | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   18659000 | PA      | $16479628.80  | 0.09%             | 2030-01-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                        | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    4829000 | PA      | $4050934.09   | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Finance SA                              | Telecom Italia Finance SA                                                               | CUSIP: N/A<br>LEI: 549300O482B6CBF38D50       | Long             | DBT              | CORP              | LU        |    1762000 | PA      | $1984211.81   | 0.01%             | 2033-01-24      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                               | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    8383000 | PA      | $6957890.00   | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| iliad SA                                               | iliad SA                                                                                | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |    2600000 | PA      | $2760904.64   | 0.01%             | 2027-06-14      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    5810000 | PA      | $5635700.00   | 0.03%             | 2028-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Summer BidCo BV                                        | Summer BidCo BV                                                                         | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |     949798 | PA      | $729661.14    | 0.00%             | 2025-11-15      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                        | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   40134000 | PA      | $30090193.19  | 0.16%             | 2029-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   45276000 | PA      | $40140116.94  | 0.21%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fair Oaks Loan Funding III DAC                         | Fair Oaks Loan Funding III DAC, Series 3X, Class ER                                     | CUSIP: N/A<br>LEI: 6354002R5DADYSJADR44       | Long             | ABS-CBDO         | CORP              | IE        |    1039000 | PA      | $911844.17    | 0.00%             | 2034-10-15      | Floating      | 7.49%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco, Inc.                                   | Galaxy US Opco, Inc., 1st Lien Term Loan                                                | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9544841 | PA      | $8614219.00   | 0.05%             | 2029-04-29      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                              | NFP Corp.                                                                               | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    6736000 | PA      | $6334424.54   | 0.03%             | 2030-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Acrisure LLC                                           | Acrisure LLC                                                                            | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10864000 | PA      | $8878386.72   | 0.05%             | 2029-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Jazz Securities DAC                                    | Jazz Securities DAC                                                                     | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    7181000 | PA      | $6399348.15   | 0.03%             | 2029-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                                              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2463000 | PA      | $2084276.81   | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1140000 | PA      | $41130.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                           | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4695077.75   | 0.03%             | 2024-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Contego CLO VIII DAC                                   | Contego CLO VIII DAC, Series 8X, Class ER                                               | CUSIP: N/A<br>LEI: 549300C4LLQJWEV9XM31       | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1179898.58   | 0.01%             | 2034-01-25      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                    | Blackstone Holdings Finance Co. LLC                                                     | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   19071000 | PA      | $19223693.49  | 0.10%             | 2033-04-22      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                   | EnLink Midstream LLC                                                                    | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   22499000 | PA      | $21430258.58  | 0.11%             | 2028-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13542000 | PA      | $11939789.92  | 0.06%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     740000 | PA      | $1898.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                              | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2121000 | PA      | $1692812.52   | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc., Series C                                            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10625000 | PA      | $8992734.06   | 0.05%             | 2030-09-30      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| PetSmart, Inc.                                         | PetSmart, Inc.                                                                          | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38825000 | PA      | $36464148.81  | 0.19%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CPUK Finance Ltd.                                      | CPUK Finance Ltd.                                                                       | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |     200000 | PA      | $200008.69    | 0.00%             | 2027-08-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                                      | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3825000 | PA      | $2954190.44   | 0.02%             | 2030-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Advanced Drainage Systems, Inc.                        | Advanced Drainage Systems, Inc.                                                         | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   31057000 | PA      | $30176844.62  | 0.16%             | 2030-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   11444000 | PA      | $9698217.80   | 0.05%             | 2029-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   46720000 | PA      | $49982203.44  | 0.27%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| AHP Health Partners, Inc.                              | AHP Health Partners, Inc.                                                               | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |   20497000 | PA      | $16013281.25  | 0.09%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                               | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     744000 | PA      | $723075.67    | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc., Term Loan B2                                                          | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    5702170 | PA      | $5174719.30   | 0.03%             | 2027-12-17      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Terex Corp.                                            | Terex Corp.                                                                             | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   20771000 | PA      | $18667936.25  | 0.10%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synaptics, Inc.                                        | Synaptics, Inc.                                                                         | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   11157000 | PA      | $9400316.63   | 0.05%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4049000 | PA      | $3852487.05   | 0.02%             | 2025-06-09      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                       | Vedanta Resources Finance II plc                                                        | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    6297000 | PA      | $4258346.25   | 0.02%             | 2025-03-11      | Fixed         | 8.95%                 | No            | 2                  | On Loan: No      |
| Ardonagh Midco 2 plc                                   | Ardonagh Midco 2 plc                                                                    | CUSIP: 03985RAA1<br>LEI: 9845003AD1386OH58D80 | Long             | DBT              | CORP              | GB        |    7649315 | PA      | $7266849.25   | 0.04%             | 2027-01-15      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                        | Plains All American Pipeline LP                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9569000 | PA      | $8296952.45   | 0.04%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   19664000 | PA      | $19731678.57  | 0.11%             | 2026-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                   | EnLink Midstream LLC                                                                    | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   14947000 | PA      | $14793045.90  | 0.08%             | 2030-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                 | TRI Pointe Homes, Inc.                                                                  | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4958000 | PA      | $4426155.34   | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.   | Element Materials Technology Group US Holdings, Inc., Term Loan B                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2615481 | PA      | $2550094.12   | 0.01%             | 2029-06-22      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| EnPro Industries, Inc.                                 | EnPro Industries, Inc.                                                                  | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    6448000 | PA      | $6254560.00   | 0.03%             | 2026-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                                              | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   40099000 | PA      | $29272820.96  | 0.16%             | 2062-03-15      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                   | Sprint Capital Corp.                                                                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   66555000 | PA      | $69080096.70  | 0.37%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Husky Injection Molding Systems Ltd.                   | Husky Injection Molding Systems Ltd., Term Loan                                         | CUSIP: C8856UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   49558230 | PA      | $46189757.09  | 0.25%             | 2025-03-28      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                                | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7193000 | PA      | $7153124.89   | 0.04%             | 2025-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Invesco Euro CLO III DAC                               | Invesco Euro CLO III DAC, Series 3X, Class F                                            | CUSIP: N/A<br>LEI: 549300UGKXS54R7N7T14       | Long             | ABS-CBDO         | CORP              | IE        |     218465 | PA      | $193571.28    | 0.00%             | 2032-07-15      | Floating      | 9.45%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                                                  | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   12889000 | PA      | $11078312.29  | 0.06%             | 2031-04-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Charles River Laboratories International, Inc.         | Charles River Laboratories International, Inc.                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    4889000 | PA      | $4228985.00   | 0.02%             | 2031-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Air Canada                                             | Air Canada                                                                              | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   14848000 | PA      | $13151358.98  | 0.07%             | 2026-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Veritas US, Inc.                                       | Veritas US, Inc., Term Loan B                                                           | CUSIP: G9341JAN0<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |   25443880 | PA      | $17837941.27  | 0.10%             | 2025-09-01      | Variable      | 9.73%                 | No            | 2                  | On Loan: No      |
| Imola Merger Corp.                                     | Imola Merger Corp.                                                                      | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25481000 | PA      | $22107661.63  | 0.12%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                          | Nidda Healthcare Holding GmbH                                                           | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    2391000 | PA      | $2434672.96   | 0.01%             | 2026-08-21      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Science Applications International Corp.               | Science Applications International Corp.                                                | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    8878000 | PA      | $8212132.16   | 0.04%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                                     | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $922746.12    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                           | Sabine Pass Liquefaction LLC                                                            | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    6155000 | PA      | $6159258.89   | 0.03%             | 2037-09-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Canpack SA                                             | Canpack SA                                                                              | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7284000 | PA      | $6339356.25   | 0.03%             | 2025-11-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 HoldCo LLC                                    | LSF11 A5 HoldCo LLC                                                                     | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    7540000 | PA      | $6228878.67   | 0.03%             | 2029-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp.                                   | Meritage Homes Corp.                                                                    | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    2751000 | PA      | $2586511.69   | 0.01%             | 2027-06-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                                      | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21629000 | PA      | $18144568.10  | 0.10%             | 2031-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp.                                                                       | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1913000 | PA      | $1559745.42   | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding LLC                           | Deerfield Dakota Holding LLC, 2nd Lien Term Loan                                        | CUSIP: 24440EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   16090000 | PA      | $15245275.00  | 0.08%             | 2028-04-07      | Variable      | 10.97%                | No            | 2                  | On Loan: No      |
| Mileage Plus Holdings LLC                              | Mileage Plus Holdings LLC                                                               | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47037031 | PA      | $46764303.48  | 0.25%             | 2027-06-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                          | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   16148000 | PA      | $14459015.28  | 0.08%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PDC Energy, Inc.                                       | PDC Energy, Inc.                                                                        | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    2601000 | PA      | $2586174.30   | 0.01%             | 2024-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                             | AAdvantage Loyalty IP Ltd., Term Loan                                                   | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   39699231 | PA      | $39482076.21  | 0.21%             | 2028-04-20      | Variable      | 8.99%                 | No            | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                          | Clearway Energy Operating LLC                                                           | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    7023000 | PA      | $6481847.44   | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $977244.00    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SWF Escrow Issuer Corp.                                | SWF Escrow Issuer Corp.                                                                 | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23509000 | PA      | $13622290.05  | 0.07%             | 2029-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Virgin Media Secured Finance plc                       | Virgin Media Secured Finance plc                                                        | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    1160000 | PA      | $969093.00    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Co. SA                                 | Cellnex Finance Co. SA                                                                  | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     500000 | PA      | $445238.69    | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Consensus Cloud Solutions, Inc.                        | Consensus Cloud Solutions, Inc.                                                         | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4321000 | PA      | $3974319.86   | 0.02%             | 2028-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3949000 | PA      | $3949000.00   | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Quorum Health Corp.                                    | Quorum Health Corp., Term Loan                                                          | CUSIP: 74909HAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14266669 | PA      | $9760826.78   | 0.05%             | 2025-04-29      | Variable      | 11.78%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co., Series FF                                                         | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10732000 | PA      | $9819036.27   | 0.05%             | 2024-08-01      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Gruenenthal GmbH                                       | Gruenenthal GmbH                                                                        | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     446000 | PA      | $428485.08    | 0.00%             | 2028-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                        | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2059000 | PA      | $1817561.66   | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                                                       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   52764000 | PA      | $44954664.18  | 0.24%             | 2031-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    6592000 | PA      | $5737017.60   | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                                                          | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   13043000 | PA      | $12786052.90  | 0.07%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Raptor Acquisition Corp.                               | Raptor Acquisition Corp.                                                                | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10076000 | PA      | $8951521.22   | 0.05%             | 2026-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Codere Finance 2 Luxembourg SA                         | Codere Finance 2 Luxembourg SA                                                          | CUSIP: N/A<br>LEI: 2221005CUH65GSJUKB29       | Long             | DBT              | CORP              | LU        |     258031 | PA      | $152495.29    | 0.00%             | 2027-11-30      | Variable      | 12.75%                | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                    | Verisure Holding AB                                                                     | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    1425000 | PA      | $1376690.01   | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                             | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    3136000 | PA      | $2884179.20   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sophia LP                                              | Sophia LP, 2nd Lien Term Loan                                                           | CUSIP: 83578BAK9<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   61702000 | PA      | $61239235.00  | 0.33%             | 2028-10-09      | Variable      | 12.73%                | No            | 3                  | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp.                                                                          | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   26678000 | PA      | $23007907.54  | 0.12%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Herens Midco SARL                                      | Herens Midco SARL                                                                       | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |    1743000 | PA      | $1288622.06   | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   51771000 | PA      | $42131757.51  | 0.22%             | 2029-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6396.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                                   | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   65079000 | PA      | $52536324.33  | 0.28%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Athenahealth Group, Inc.                               | Athenahealth Group, Inc., Term Loan                                                     | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   91053847 | PA      | $81981242.04  | 0.44%             | 2029-02-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3311915.90   | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XV DAC                                       | Avoca CLO XV DAC, Series 15X, Class ER                                                  | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |     620000 | PA      | $524022.09    | 0.00%             | 2031-04-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| Informatica, Inc.                                      | Informatica, Inc., Class A                                                              | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     609758 | NS      | $9932957.82   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   49708000 | PA      | $40298275.60  | 0.21%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                      | Magenta Buyer LLC, 2nd Lien Term Loan                                                   | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   30053000 | PA      | $23541416.49  | 0.13%             | 2029-07-27      | Variable      | 12.67%                | No            | 2                  | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                                     | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    2203000 | PA      | $2073573.75   | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     401274 | PA      | $302.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                                                            | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    1779000 | PA      | $1340832.05   | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                       | Jaguar Land Rover Automotive plc                                                        | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $368000.00    | 0.00%             | 2025-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $592589.11    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vail Resorts, Inc.                                     | Vail Resorts, Inc.                                                                      | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   10406000 | PA      | $10406007.91  | 0.06%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                                              | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $3120711.00   | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Iron Mountain Information Management Services, Inc.    | Iron Mountain Information Management Services, Inc.                                     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8378000 | PA      | $6959608.54   | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BlueMountain Fuji Eur CLO IV DAC                       | BlueMountain Fuji Eur CLO IV DAC, Series 4X, Class ER                                   | CUSIP: N/A<br>LEI: 635400HJC6QIB41LHM93       | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $872284.01    | 0.00%             | 2034-02-25      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging S.A.                            | Ardagh Metal Packaging S.A.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    2223387 | NS      | $10694491.47  | 0.06%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Vistra Corp.                                           | Vistra Corp.                                                                            | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   15109000 | PA      | $13748180.87  | 0.07%             | 2026-12-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   49020000 | PA      | $49054314.00  | 0.26%             | 2027-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HT Troplast GmbH                                       | HT Troplast GmbH                                                                        | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |    1071000 | PA      | $1039717.27   | 0.01%             | 2025-07-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| ARD Finance SA                                         | ARD Finance SA                                                                          | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   45514216 | PA      | $31656614.62  | 0.17%             | 2027-06-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| XPO Escrow Sub LLC                                     | XPO Escrow Sub LLC                                                                      | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6138000 | PA      | $6211165.02   | 0.03%             | 2027-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Ovintiv, Inc.                                          | Ovintiv, Inc.                                                                           | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5406000 | PA      | $5437064.88   | 0.03%             | 2037-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                              | Intrum AB                                                                               | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    1025000 | PA      | $1083496.11   | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    5263000 | PA      | $4171426.01   | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                               | CUSIP: N/A<br>LEI: 54930064UHXCIUWVI755       | Long             | DBT              | CORP              | US        |    1232000 | PA      | $1120983.15   | 0.01%             | 2026-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                          | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    6772000 | PA      | $6701118.02   | 0.04%             | 2025-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Aethon United BR LP                                    | Aethon United BR LP                                                                     | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44689000 | PA      | $44329078.37  | 0.24%             | 2026-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   33177000 | PA      | $31373589.18  | 0.17%             | 2026-01-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                             | Encore Capital Group, Inc.                                                              | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1080801.30   | 0.01%             | 2026-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Owl Rock Capital Corp.                                 | Owl Rock Capital Corp.                                                                  | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $2994928.34   | 0.02%             | 2026-07-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Stevens Holding Co., Inc.                              | Stevens Holding Co., Inc.                                                               | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9116000 | PA      | $9138790.00   | 0.05%             | 2026-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     923000 | PA      | $825845.94    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                                                     | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    8399000 | PA      | $7448511.37   | 0.04%             | 2027-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2063000 | PA      | $1829550.92   | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                                              | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    7719000 | PA      | $6417769.58   | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series BB                                                            | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15010000 | PA      | $13137727.65  | 0.07%             | 2026-03-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                                                 | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     800117 | NS      | $14554128.23  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Euro CLO II DAC                                   | Voya Euro CLO II DAC, Series 2X, Class ER                                               | CUSIP: N/A<br>LEI: 635400URG3IUW6R6W254       | Long             | ABS-CBDO         | CORP              | IE        |     670000 | PA      | $582966.48    | 0.00%             | 2035-07-15      | Floating      | 7.40%                 | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                          | Banco BPM SpA                                                                           | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |    1950000 | PA      | $1727346.63   | 0.01%             | 2031-06-29      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc., Term Loan B                                       | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   48609752 | PA      | $44182862.25  | 0.24%             | 2026-08-21      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                 | Techem Verwaltungsgesellschaft 675 mbH                                                  | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $588479.89    | 0.00%             | 2025-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce plc                                        | Rolls-Royce plc                                                                         | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   43527000 | PA      | $41459467.50  | 0.22%             | 2027-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                               | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    1305000 | PA      | $1272453.38   | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                            | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38369000 | PA      | $29259610.05  | 0.16%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   41802000 | PA      | $-321526.42   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                            | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    2942000 | PA      | $2774791.43   | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ligado Networks LLC                                    | Ligado Networks LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     235644 | NS      | $2356436.40   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldstory SASU                                         | Goldstory SASU                                                                          | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    2940000 | PA      | $2872284.75   | 0.02%             | 2026-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                        | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   10979000 | PA      | $8255230.98   | 0.04%             | 2029-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                         | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    6543000 | PA      | $5070825.00   | 0.03%             | 2027-03-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47959000 | PA      | $35395900.16  | 0.19%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                 | Boxer Parent Co., Inc.                                                                  | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | DBT              | CORP              | US        |    3621000 | PA      | $3680240.15   | 0.02%             | 2025-10-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Air Canada                                             | Air Canada, Term Loan                                                                   | CUSIP: C0102MAP0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   16731902 | PA      | $16501838.75  | 0.09%             | 2028-08-11      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Grupo Antolin-Irausa SA                                | Grupo Antolin-Irausa SA                                                                 | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |    2196000 | PA      | $1659924.39   | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     643000 | PA      | $605112.81    | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                             | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2717000 | PA      | $2590116.10   | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    5759000 | PA      | $4823162.50   | 0.03%             | 2026-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Finnair OYJ                                            | Finnair OYJ                                                                             | CUSIP: N/A<br>LEI: 213800SB6EOB8SSK9W63       | Long             | DBT              | NUSS              | FI        |    1675000 | PA      | $1312349.65   | 0.01%             | 2025-05-19      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Ligado Networks LLC                                    | Ligado Networks LLC                                                                     | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14407997 | PA      | $4626407.84   | 0.02%             | 2023-11-01      | Variable      | 15.50%                | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                           | FirstEnergy Transmission LLC                                                            | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   16133000 | PA      | $13053991.78  | 0.07%             | 2049-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Heathrow Finance plc                                   | Heathrow Finance plc                                                                    | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |    1042000 | PA      | $938495.80    | 0.01%             | 2029-09-01      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                          | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   11863000 | PA      | $11337469.10  | 0.06%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                                                            | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   12474000 | PA      | $10767090.65  | 0.06%             | 2040-10-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Stonegate Pub Co. Financing plc                        | Stonegate Pub Co. Financing plc                                                         | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1075965.50   | 0.01%             | 2025-07-13      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                                  | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    1361000 | PA      | $1328045.93   | 0.01%             | 2025-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV              | Axalta Coating Systems Dutch Holding B BV                                               | CUSIP: N/A<br>LEI: 5493007DMEBZH3CQ5E51       | Long             | DBT              | CORP              | NL        |    2712000 | PA      | $2774803.19   | 0.01%             | 2025-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                                                | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    9077000 | PA      | $7514167.53   | 0.04%             | 2031-04-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    2820000 | PA      | $-10407.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                    | KKR Apple Bidco LLC, 1st Lien Term Loan                                                 | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    2973737 | PA      | $2928655.32   | 0.02%             | 2028-09-22      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     699000 | PA      | $576821.79    | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| First-Citizens Bank & Trust Co.                        | First-Citizens Bank & Trust Co.                                                         | CUSIP: 125581AY4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   23131000 | PA      | $22240077.38  | 0.12%             | 2036-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cidron Aida Finco SARL                                 | Cidron Aida Finco SARL                                                                  | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |    1624000 | PA      | $1590301.19   | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                            | CUSIP: 55342UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     690000 | PA      | $792466.72    | 0.00%             | 2023-12-05      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Avient Corp.                                           | Avient Corp.                                                                            | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   10568000 | PA      | $10330557.54  | 0.06%             | 2030-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                                                    | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1606000 | PA      | $1553798.91   | 0.01%             | 2024-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $663693.24    | 0.00%             | 2025-12-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| CNX Midstream Partners LP                              | CNX Midstream Partners LP                                                               | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6886000 | PA      | $5651099.40   | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                       | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   82253000 | PA      | $67644867.20  | 0.36%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Realogy Group LLC                                      | Realogy Group LLC                                                                       | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10049000 | PA      | $7330845.99   | 0.04%             | 2030-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   46207000 | PA      | $44819674.56  | 0.24%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Jefferies Finance LLC                                  | Jefferies Finance LLC                                                                   | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18935000 | PA      | $15445847.55  | 0.08%             | 2028-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Korian SA                                              | Korian SA                                                                               | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2278115.16   | 0.01%             | 2024-03-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                                   | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   29217000 | PA      | $26547734.88  | 0.14%             | 2028-07-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1405000 | PA      | $-271156.16   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ziggo Bond Co. BV                                      | Ziggo Bond Co. BV                                                                       | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    5680000 | PA      | $4586600.00   | 0.02%             | 2030-02-28      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4462012.14   | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Northwoods Capital 21 Euro DAC                         | Northwoods Capital 21 Euro DAC, Series 2020-21X, Class ER                               | CUSIP: N/A<br>LEI: 5493006ETJ3EQ0LC1480       | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $436198.31    | 0.00%             | 2034-07-22      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                           | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $2211578.54   | 0.01%             | 2023-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Williams Scotsman International, Inc.                  | Williams Scotsman International, Inc.                                                   | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    7264000 | PA      | $6555760.00   | 0.03%             | 2028-08-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp., Series C                                                             | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   41180000 | PA      | $27170564.00  | 0.14%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Uniti Group LP                                         | Uniti Group LP                                                                          | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4451000 | PA      | $3560800.00   | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    7602000 | PA      | $7521473.91   | 0.04%             | 2027-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc.                                                                      | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   14774000 | PA      | $12530519.94  | 0.07%             | 2029-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp.                                                          | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |     497000 | PA      | $430014.57    | 0.00%             | 2028-10-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Taylor Morrison Communities, Inc.                      | Taylor Morrison Communities, Inc.                                                       | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    6829000 | PA      | $6556668.02   | 0.03%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                   | IHO Verwaltungs GmbH                                                                    | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    1911000 | PA      | $1720886.20   | 0.01%             | 2027-05-15      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $1704736.92   | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                        | NGPL PipeCo LLC                                                                         | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    9239000 | PA      | $9613334.62   | 0.05%             | 2037-12-15      | Fixed         | 7.77%                 | No            | 2                  | On Loan: No      |
| Constellation Automotive Financing plc                 | Constellation Automotive Financing plc                                                  | CUSIP: N/A<br>LEI: 254900HVTSU7VICDRM89       | Long             | DBT              | CORP              | GB        |    2096000 | PA      | $1651406.55   | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Viasat, Inc.                                           | Viasat, Inc.                                                                            | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   15404000 | PA      | $14291640.19  | 0.08%             | 2025-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| F-Brasile SpA                                          | F-Brasile SpA, Series XR                                                                | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   18776000 | PA      | $15349380.00  | 0.08%             | 2026-08-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| AG TTMT Escrow Issuer LLC                              | AG TTMT Escrow Issuer LLC                                                               | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9264000 | PA      | $9310320.00   | 0.05%             | 2027-09-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7859000 | PA      | $7331847.28   | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                 | TRI Pointe Homes, Inc.                                                                  | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3737000 | PA      | $3385149.34   | 0.02%             | 2028-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                                     | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   12401000 | PA      | $10781203.21  | 0.06%             | 2028-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Syneos Health, Inc.                                    | Syneos Health, Inc.                                                                     | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $6530029.00   | 0.03%             | 2029-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    7490000 | PA      | $5997992.00   | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Nabors Industries, Inc.                                | Nabors Industries, Inc.                                                                 | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   21407000 | PA      | $20413929.27  | 0.11%             | 2025-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                     | Telecom Italia SpA                                                                      | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    1664000 | PA      | $1732245.01   | 0.01%             | 2024-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| British Telecommunications plc                         | British Telecommunications plc                                                          | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     840000 | PA      | $702726.77    | 0.00%             | 2081-11-23      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                                                     | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    5919000 | PA      | $5690131.33   | 0.03%             | 2025-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                             | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   17807000 | PA      | $18519280.00  | 0.10%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Freeport LNG investments, LLLP                         | Freeport LNG investments, LLLP, Term Loan B                                             | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   16729565 | PA      | $15872175.00  | 0.08%             | 2028-12-21      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                             | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   67330000 | PA      | $66155091.50  | 0.35%             | 2027-07-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV         | Teva Pharmaceutical Finance Netherlands III BV                                          | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    6826000 | PA      | $5922408.25   | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                                                          | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    9933000 | PA      | $8087945.25   | 0.04%             | 2029-05-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                             | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      72000 | PA      | $66960.00     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC                                                              | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6055000 | PA      | $5730815.60   | 0.03%             | 2027-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ardagh Packaging Finance plc                           | Ardagh Packaging Finance plc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     264000 | PA      | $219056.65    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Rossini SARL                                           | Rossini SARL                                                                            | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |     300000 | PA      | $317556.27    | 0.00%             | 2025-10-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                                   | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14847000 | PA      | $13541279.10  | 0.07%             | 2026-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Hunter Douglas Holding BV                              | Hunter Douglas Holding BV, Term Loan B1                                                 | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   13197922 | PA      | $11559928.34  | 0.06%             | 2029-02-26      | Variable      | 7.86%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                                                     | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   67209000 | PA      | $52864103.93  | 0.28%             | 2029-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   29184000 | PA      | $28559338.08  | 0.15%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Repsol International Finance BV                        | Repsol International Finance BV                                                         | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |     650000 | PA      | $643482.82    | 0.00%             | 2026-03-11      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                          | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   30675000 | PA      | $25659024.00  | 0.14%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   35630000 | PA      | $28886774.87  | 0.15%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Transocean, Inc.                                       | Transocean, Inc.                                                                        | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    6899000 | PA      | $6916247.50   | 0.04%             | 2027-01-30      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                                    | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2411000 | PA      | $2301695.51   | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    4597000 | PA      | $4316812.85   | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                        | ZF Finance GmbH                                                                         | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1047157.01   | 0.01%             | 2027-05-06      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2379000 | PA      | $1877353.09   | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                        | CoreLogic, Inc., 2nd Lien Term Loan                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   15642169 | PA      | $10957339.38  | 0.06%             | 2029-06-04      | Variable      | 10.94%                | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                         | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    4672000 | PA      | $4252850.07   | 0.02%             | 2026-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Food Service Project SA                                | Food Service Project SA                                                                 | CUSIP: N/A<br>LEI: 95980020140005812514       | Long             | DBT              | CORP              | ES        |    1116000 | PA      | $1100772.68   | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DIRECTV Holdings LLC                                   | DIRECTV Holdings LLC                                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11337000 | PA      | $10142760.42  | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                   | Allegiant Travel Co.                                                                    | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    7238000 | PA      | $6884508.82   | 0.04%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Bilbao CLO I DAC                                       | Bilbao CLO I DAC, Series 1X, Class D                                                    | CUSIP: N/A<br>LEI: 635400HO2KGIJXCZSO48       | Long             | ABS-CBDO         | CORP              | IE        |     400000 | PA      | $347512.34    | 0.00%             | 2031-07-20      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| El Paso Natural Gas Co. LLC                            | El Paso Natural Gas Co. LLC                                                             | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8292000 | PA      | $6952151.28   | 0.04%             | 2032-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TIBCO Software, Inc.                                   | TIBCO Software, Inc., 1st Lien Term Loan                                                | CUSIP: 88632NAV2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   35945000 | PA      | $32035981.25  | 0.17%             | 2029-03-30      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                           | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | NUSS              | IE        |    3058000 | PA      | $3002015.87   | 0.02%             | 2024-10-09      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Novelis Sheet Ingot GmbH                               | Novelis Sheet Ingot GmbH                                                                | CUSIP: N/A<br>LEI: 9845005E95899E77AY49       | Long             | DBT              | CORP              | DE        |   13100000 | PA      | $11910766.56  | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                    | White Cap Buyer LLC                                                                     | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   60052000 | PA      | $51945509.66  | 0.28%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                           | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    1000000 | PA      | $899222.96    | 0.00%             | 2032-01-15      | Variable      | 2.73%                 | No            | 2                  | On Loan: No      |
| Resideo Funding, Inc.                                  | Resideo Funding, Inc.                                                                   | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    3756000 | PA      | $3036913.80   | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                              | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   37572000 | PA      | $32706595.83  | 0.17%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc.                                                           | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   18239417 | PA      | $17979665.63  | 0.10%             | 2025-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                       | OCP Euro CLO DAC, Series 2017-2X, Class F                                               | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |     900000 | PA      | $720256.22    | 0.00%             | 2032-01-15      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| Repsol International Finance BV                        | Repsol International Finance BV                                                         | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |    2910000 | PA      | $2772358.46   | 0.01%             | 2028-09-11      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Darling Ingredients, Inc.                              | Darling Ingredients, Inc.                                                               | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   27123000 | PA      | $26512732.50  | 0.14%             | 2030-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC                                            | SCIL IV LLC                                                                             | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12785000 | PA      | $10835287.50  | 0.06%             | 2026-11-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| White Cap Supply Holdings LLC                          | White Cap Supply Holdings LLC, Term Loan                                                | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13943516 | PA      | $13460513.00  | 0.07%             | 2027-10-19      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                          | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | DBT              | CORP              | FR        |    5607000 | PA      | $5752929.60   | 0.03%             | 2026-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    9195000 | PA      | $6614608.62   | 0.04%             | 2029-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                         | GLP Capital LP                                                                          | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18263000 | PA      | $14599164.60  | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5457000 | PA      | $4435288.07   | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7214567 | PA      | $6937863.10   | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $373872.22    | 0.00%             | 2028-10-30      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| AdaptHealth LLC                                        | AdaptHealth LLC                                                                         | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3859000 | PA      | $3537502.89   | 0.02%             | 2028-08-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Jerrold Finco plc                                      | Jerrold Finco plc                                                                       | CUSIP: N/A<br>LEI: 213800F7AYNHLL1BPR31       | Long             | DBT              | CORP              | GB        |     461000 | PA      | $479021.65    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                           | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3202706.50   | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Kontoor Brands, Inc.                                   | Kontoor Brands, Inc.                                                                    | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    6372000 | PA      | $5200252.47   | 0.03%             | 2029-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Lorca Telecom Bondco SA                                | Lorca Telecom Bondco SA                                                                 | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |    3142000 | PA      | $3001793.36   | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                           | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |    3350000 | NS      | $246660500.00 | 1.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   64716000 | PA      | $56384138.58  | 0.30%             | 2029-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV          | Teva Pharmaceutical Finance Netherlands II BV                                           | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    3400000 | PA      | $3570833.87   | 0.02%             | 2025-01-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp.                                      | Boyd Gaming Corp.                                                                       | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   12498000 | PA      | $10873260.00  | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Formula One Management Ltd.                            | Formula One Management Ltd., 1st Lien Term Loan                                         | CUSIP: L2465BAS5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    8055000 | PA      | $8044931.25   | 0.04%             | 2030-01-15      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The), Series H                                                    | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   63428000 | PA      | $50580658.60  | 0.27%             | 2030-12-01      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Adelphia Communications Corp.                          | Adelphia Communications Corp., Escrow                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     325000 | PA      | $0.03         | 0.00%             | 2010-10-01      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Sable International Finance Ltd.                       | Sable International Finance Ltd.                                                        | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    2250000 | PA      | $2078437.50   | 0.01%             | 2027-09-07      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NMG Holding Co., Inc.                                  | NMG Holding Co., Inc.                                                                   | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13013000 | PA      | $12196661.98  | 0.07%             | 2026-04-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   24770000 | PA      | $21178350.00  | 0.11%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                                     | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1020621.42   | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                        | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40922000 | PA      | $34798022.70  | 0.19%             | 2029-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Embecta Corp.                                          | Embecta Corp.                                                                           | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    4499000 | PA      | $4060347.50   | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                                                     | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15030000 | PA      | $13224335.93  | 0.07%             | 2027-04-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                               | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    1531000 | PA      | $1556778.34   | 0.01%             | 2025-01-14      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2206013.90   | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   11332000 | PA      | $11379934.36  | 0.06%             | 2027-08-15      | Fixed         | 11.62%                | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                                      | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   90105000 | PA      | $89541843.75  | 0.48%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                                   | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   14425000 | PA      | $12113393.75  | 0.06%             | 2029-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Iliad SA                                               | Iliad SA                                                                                | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $352041.03    | 0.00%             | 2028-02-11      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc., Term Loan                                                | CUSIP: 86880NAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9731191 | PA      | $9596316.85   | 0.05%             | 2026-08-31      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   20386000 | PA      | $16262574.95  | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                                    | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9496000 | PA      | $9124668.89   | 0.05%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                                | Banco Espirito Santo SA                                                                 | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   10400000 | PA      | $1335921.60   | 0.01%             | 2017-05-08      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1800000 | PA      | $83184.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                                     | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    7665000 | PA      | $4922070.48   | 0.03%             | 2042-06-01      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| doValue SpA                                            | doValue SpA                                                                             | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | DBT              | CORP              | IT        |     624000 | PA      | $585654.67    | 0.00%             | 2026-07-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Lealand Finance Co. BV                                 | Lealand Finance Co. BV, Term Loan                                                       | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     757767 | PA      | $473604.26    | 0.00%             | 2024-06-28      | Variable      | 7.08%                 | No            | 3                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   25413000 | PA      | $25921260.00  | 0.14%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                           | ViaSat, Inc.                                                                            | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    9653000 | PA      | $7241900.50   | 0.04%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The), Series V                                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   19049000 | PA      | $18615635.25  | 0.10%             | 2027-09-15      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Home Point Capital, Inc.                               | Home Point Capital, Inc.                                                                | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   12247000 | PA      | $8468680.36   | 0.05%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3508000 | PA      | $3140782.56   | 0.02%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp.                                        | CMG Media Corp.                                                                         | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19126000 | PA      | $14396140.20  | 0.08%             | 2027-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc.                                                                 | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   59152000 | PA      | $55389702.11  | 0.30%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Foundation Building Materials, Inc.                    | Foundation Building Materials, Inc.                                                     | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $4125357.61   | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Veritas US, Inc.                                       | Veritas US, Inc.                                                                        | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7753000 | PA      | $5339636.86   | 0.03%             | 2025-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Liberty Broadband Corp.                                | Liberty Broadband Corp.                                                                 | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   57437000 | PA      | $55940866.09  | 0.30%             | 2050-09-30      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                                   | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   16177000 | PA      | $14476311.99  | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SES SA                                                 | SES SA                                                                                  | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $849509.12    | 0.00%             | 2026-05-27      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                           | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4400754.30   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $11067315.54  | 0.06%             | 2028-02-16      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Banff Guarantor, Inc.                                  | Banff Guarantor, Inc., 2nd Lien Term Loan                                               | CUSIP: 10318UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   27676000 | PA      | $25392730.00  | 0.14%             | 2026-02-27      | Variable      | 9.88%                 | No            | 2                  | On Loan: No      |
| Iliad Holding SASU                                     | Iliad Holding SASU                                                                      | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    1140000 | PA      | $1103736.50   | 0.01%             | 2028-10-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                                     | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    4513000 | PA      | $4209500.75   | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                  | Targa Resources Corp.                                                                   | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   10215000 | PA      | $9640412.58   | 0.05%             | 2052-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   19372000 | PA      | $15113438.13  | 0.08%             | 2031-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA           | International Consolidated Airlines Group SA                                            | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1310230.80   | 0.01%             | 2029-03-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7940439.29   | 0.04%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                     | Viking Ocean Cruises Ship VII Ltd.                                                      | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3492000 | PA      | $2811060.00   | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                        | CoreLogic, Inc.                                                                         | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   27421000 | PA      | $21037391.20  | 0.11%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    9095000 | PA      | $7867175.00   | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                                                     | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14098000 | PA      | $10915846.53  | 0.06%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    2520000 | PA      | $8820.00      | 0.00%             | 2015-03-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                                                           | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   17214000 | PA      | $14815745.52  | 0.08%             | 2026-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                       | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   18857000 | PA      | $18900587.01  | 0.10%             | 2025-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                     | APi Group DE, Inc.                                                                      | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   12124000 | PA      | $10048613.68  | 0.05%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Premier Foods Finance plc                              | Premier Foods Finance plc                                                               | CUSIP: N/A<br>LEI: 2138003G41QDLK9DB177       | Long             | DBT              | CORP              | GB        |     469000 | PA      | $496122.86    | 0.00%             | 2026-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC, 1st Lien Term Loan                                                     | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.31         | 0.00%             | 2029-01-24      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| Cirsa Finance International SARL                       | Cirsa Finance International SARL                                                        | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    1557000 | PA      | $1569882.59   | 0.01%             | 2025-05-22      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    5578000 | PA      | $4743844.07   | 0.03%             | 2029-08-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems LLC                             | Axalta Coating Systems LLC                                                              | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17075000 | PA      | $15784130.00  | 0.08%             | 2027-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -2671 | NC      | $1301523.33   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton, Inc.                              | Booz Allen Hamilton, Inc.                                                               | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   13098000 | PA      | $11604338.53  | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Howmet Aerospace, Inc.                                 | Howmet Aerospace, Inc.                                                                  | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     505000 | PA      | $499364.20    | 0.00%             | 2024-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     295235 | PA      | $-7935.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sotheby's                                              | Sotheby's                                                                               | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22050000 | PA      | $18515389.85  | 0.10%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    1057000 | PA      | $929274.76    | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                                                  | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   14665000 | PA      | $14259471.10  | 0.08%             | 2024-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7990000 | PA      | $6092375.00   | 0.03%             | 2028-03-15      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC            | Virgin Media Vendor Financing Notes III DAC                                             | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |    1427000 | PA      | $1388935.70   | 0.01%             | 2028-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   65675000 | PA      | $53837030.68  | 0.29%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                                                   | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5782000 | PA      | $4737582.13   | 0.03%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                   | Ladder Capital Finance Holdings LLLP                                                    | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2924000 | PA      | $2360720.64   | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Accor SA                                               | Accor SA                                                                                | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |    2452800 | PA      | $1076733.07   | 0.01%             | 2027-12-07      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                     | Telecom Italia SpA                                                                      | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    1000000 | PA      | $991108.25    | 0.01%             | 2025-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                 | Boxer Parent Co., Inc., Term Loan                                                       | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    3655084 | PA      | $3493529.14   | 0.02%             | 2025-10-02      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                        | Cable One, Inc.                                                                         | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    5319000 | PA      | $4178074.50   | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                                  | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   88516000 | PA      | $70151346.49  | 0.37%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                                | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    3543000 | PA      | $3010943.65   | 0.02%             | 2032-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   23593000 | PA      | $22562164.26  | 0.12%             | 2026-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Picard Groupe SAS                                      | Picard Groupe SAS                                                                       | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $455508.59    | 0.00%             | 2026-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Air France-KLM                                         | Air France-KLM                                                                          | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1473616.18   | 0.01%             | 2025-11-23      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Wabash National Corp.                                  | Wabash National Corp.                                                                   | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   12338000 | PA      | $10506866.71  | 0.06%             | 2028-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Greene King Finance plc                                | Greene King Finance plc, Series B2                                                      | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |     100000 | PA      | $90105.39     | 0.00%             | 2036-03-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                       | Global Aircraft Leasing Co. Ltd., Series 2021                                           | CUSIP: 37960JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   12476450 | PA      | $10604982.50  | 0.06%             | 2024-09-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Fiber Bidco Spa                                        | Fiber Bidco Spa                                                                         | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |     921000 | PA      | $1042671.39   | 0.01%             | 2027-10-25      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13142000 | PA      | $12521171.92  | 0.07%             | 2024-09-08      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10572000 | PA      | $8677920.48   | 0.05%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                 | Boxer Parent Co., Inc.                                                                  | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   35633000 | PA      | $33616702.78  | 0.18%             | 2026-03-01      | Fixed         | 9.12%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   28085000 | PA      | $23705144.25  | 0.13%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     800000 | PA      | $759840.00    | 0.00%             | 2023-07-19      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Open Text Corp.                                        | Open Text Corp.                                                                         | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   48180000 | PA      | $48180000.00  | 0.26%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   25622000 | PA      | $21580292.97  | 0.12%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                                 | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6509000 | PA      | $5614621.35   | 0.03%             | 2029-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| British Telecommunications plc                         | British Telecommunications plc                                                          | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    1628000 | PA      | $1280736.51   | 0.01%             | 2081-11-23      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                   | EnLink Midstream LLC                                                                    | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   14861000 | PA      | $13750557.40  | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                                                   | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12001000 | PA      | $10472381.63  | 0.06%             | 2028-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| RLJ Lodging Trust LP                                   | RLJ Lodging Trust LP                                                                    | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    4645000 | PA      | $4136783.49   | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp.                                       | Murphy Oil Corp.                                                                        | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    4769000 | PA      | $4589161.01   | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    8931000 | PA      | $8217807.05   | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| H&E Equipment Services, Inc.                           | H&E Equipment Services, Inc.                                                            | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1043442.75   | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                           | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     477000 | PA      | $467278.37    | 0.00%             | 2024-03-25      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                               | Option Care Health, Inc.                                                                | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   13986000 | PA      | $12233694.06  | 0.07%             | 2029-10-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                    | Altice Financing SA                                                                     | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   13351000 | PA      | $10747555.00  | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TK Elevator Holdco GmbH                                | TK Elevator Holdco GmbH                                                                 | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |   14812000 | PA      | $12094197.22  | 0.06%             | 2028-07-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   40705000 | PA      | $-259252.27   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   10630000 | PA      | $10938163.70  | 0.06%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2516718.75   | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                               | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     967000 | PA      | $924727.89    | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Rekeep SpA                                             | Rekeep SpA                                                                              | CUSIP: N/A<br>LEI: 8156008737CA044FCB79       | Long             | DBT              | CORP              | IT        |    1502000 | PA      | $1336461.60   | 0.01%             | 2026-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   33008000 | PA      | $29022944.16  | 0.15%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HB Fuller Co.                                          | HB Fuller Co.                                                                           | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    8667000 | PA      | $7670295.00   | 0.04%             | 2028-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Vermilion Energy, Inc.                                 | Vermilion Energy, Inc.                                                                  | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    8400000 | PA      | $7665695.94   | 0.04%             | 2030-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Operating Partners LP                   | NextEra Energy Operating Partners LP                                                    | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     106000 | PA      | $98548.20     | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                          | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5262000 | PA      | $5220947.72   | 0.03%             | 2025-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC                                                                     | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29404000 | PA      | $27780605.16  | 0.15%             | 2026-11-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                                                          | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     528000 | PA      | $538583.31    | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Edison International                                   | Edison International                                                                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $5962846.17   | 0.03%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp., Series B                                                             | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1336590.80   | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                      | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $726792.73    | 0.00%             | 2026-01-14      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                                 | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27605000 | PA      | $24982834.73  | 0.13%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Dealer Tire LLC                                        | Dealer Tire LLC                                                                         | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7494000 | PA      | $6593771.33   | 0.04%             | 2028-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                                                    | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4879000 | PA      | $3906765.18   | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    1200000 | PA      | $1276267.56   | 0.01%             | 2028-09-06      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6973000 | PA      | $5995270.76   | 0.03%             | 2031-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                                       | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5442000 | PA      | $5200973.82   | 0.03%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tempur Sealy International, Inc.                       | Tempur Sealy International, Inc.                                                        | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   10341000 | PA      | $8688094.56   | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA           | International Consolidated Airlines Group SA                                            | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |    3100000 | PA      | $2428620.74   | 0.01%             | 2028-05-18      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Verscend Escrow Corp.                                  | Verscend Escrow Corp.                                                                   | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   90159000 | PA      | $88329673.89  | 0.47%             | 2026-08-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Pilgrim's Pride Corp.                                  | Pilgrim's Pride Corp.                                                                   | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    9812000 | PA      | $7677890.00   | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ANGI Group LLC                                         | ANGI Group LLC                                                                          | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14121000 | PA      | $10478982.29  | 0.06%             | 2028-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Rockies Express Pipeline LLC                           | Rockies Express Pipeline LLC                                                            | CUSIP: 77340RAS6<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1888580.00   | 0.01%             | 2025-05-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                 | Hub International Ltd., Term Loan                                                       | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14840000 | PA      | $14662810.40  | 0.08%             | 2029-11-10      | Variable      | 8.22%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $1793341.37   | 0.01%             | 2024-01-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                                    | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   56516000 | PA      | $51712821.02  | 0.28%             | 2028-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp.                                                                | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   36293000 | PA      | $30177266.57  | 0.16%             | 2029-02-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                                     | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1027000 | PA      | $1006664.95   | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| LCM Investments Holdings II LLC                        | LCM Investments Holdings II LLC                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   10999000 | PA      | $8807873.70   | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ARC Falcon I, Inc.                                     | ARC Falcon I, Inc., Term Loan                                                           | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10900201 | PA      | $9543125.78   | 0.05%             | 2028-09-30      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                | Brown Group Holding LLC, Term Loan B                                                    | CUSIP: 11565HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13309642 | PA      | $13249349.82  | 0.07%             | 2029-07-02      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   50000000 | PA      | $107818.86    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                       | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39640000 | PA      | $38748184.83  | 0.21%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                                                    | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   15004000 | PA      | $13984415.18  | 0.07%             | 2026-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                                                          | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   19623000 | PA      | $18844128.20  | 0.10%             | 2030-04-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24030000 | PA      | $24810294.95  | 0.13%             | 2028-11-10      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16534000 | PA      | $13161064.00  | 0.07%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7800000 | PA      | $7585465.06   | 0.04%             | 2026-05-12      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Acuris Finance US, Inc.                                | Acuris Finance US, Inc., Term Loan                                                      | CUSIP: 00510DAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3385312 | PA      | $3321837.89   | 0.02%             | 2028-02-16      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                           | Trivium Packaging Finance BV                                                            | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   68836000 | PA      | $63158744.70  | 0.34%             | 2027-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                          | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   11277000 | PA      | $10862795.79  | 0.06%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ritchie Bros Auctioneers, Inc.                         | Ritchie Bros Auctioneers, Inc.                                                          | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |    4373000 | PA      | $4296472.50   | 0.02%             | 2025-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Vallourec SA                                           | Vallourec SA                                                                            | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | DBT              | CORP              | FR        |     896000 | PA      | $940303.29    | 0.01%             | 2026-06-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1100000 | PA      | $-9449.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc.                                                         | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   15897000 | PA      | $12552112.23  | 0.07%             | 2030-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21036000 | PA      | $18072237.96  | 0.10%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   13220000 | PA      | $12360700.00  | 0.07%             | 2029-03-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Arcosa, Inc.                                           | Arcosa, Inc.                                                                            | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   23523000 | PA      | $20398689.49  | 0.11%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1600000 | PA      | $-12233.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                 | Antero Resources Corp.                                                                  | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    3969000 | PA      | $3990853.99   | 0.02%             | 2029-02-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| La Financiere Atalian SASU                             | La Financiere Atalian SASU                                                              | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |    2248000 | PA      | $1643417.04   | 0.01%             | 2025-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                              | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9353000 | PA      | $7737957.07   | 0.04%             | 2030-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   11186000 | PA      | $10864481.81  | 0.06%             | 2024-09-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                                                         | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8763000 | PA      | $8040145.83   | 0.04%             | 2029-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    1200000 | PA      | $1048724.15   | 0.01%             | 2026-12-15      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Legacy LifePoint Health LLC                            | Legacy LifePoint Health LLC                                                             | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11569000 | PA      | $10887470.21  | 0.06%             | 2025-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DirectV Financing LLC                                  | DirectV Financing LLC, Term Loan                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   53119074 | PA      | $51603055.74  | 0.28%             | 2027-08-02      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| Black Knight InfoServ LLC                              | Black Knight InfoServ LLC                                                               | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   12534000 | PA      | $10873245.00  | 0.06%             | 2028-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                                                 | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   12607000 | PA      | $9850731.59   | 0.05%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Discover Financial Services                            | Discover Financial Services                                                             | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5031558.87   | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                   | Sprint Capital Corp.                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   73188000 | PA      | $87101038.80  | 0.46%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Propulsion (BC) Newco LLC                              | Propulsion (BC) Newco LLC, Term Loan                                                    | CUSIP: 74347UAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7476370 | PA      | $7252078.90   | 0.04%             | 2029-09-14      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| KBR, Inc.                                              | KBR, Inc.                                                                               | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   16751000 | PA      | $14796372.04  | 0.08%             | 2028-09-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                                             | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8375000 | PA      | $7830627.18   | 0.04%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                     | AMC Networks, Inc.                                                                      | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $3096794.58   | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AlbaCore EURO CLO I DAC                                | AlbaCore EURO CLO I DAC, Series 1X, Class ER                                            | CUSIP: N/A<br>LEI: 5493001WSB7SPN3V1D91       | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1229483.70   | 0.01%             | 2034-10-18      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                                             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   46366000 | PA      | $41693301.29  | 0.22%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KCAD Holdings I Ltd.                                   | KCAD Holdings I Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 4067849248 | NS      | $40678.49     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42039000 | PA      | $39505729.86  | 0.21%             | 2029-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                            | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $730000.00    | 0.00%             | 2025-12-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   55411000 | PA      | $44224904.38  | 0.24%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ION Trading Technologies SARL                          | ION Trading Technologies SARL                                                           | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    9886000 | PA      | $8242452.50   | 0.04%             | 2028-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                                                    | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   43806000 | PA      | $40082490.00  | 0.21%             | 2030-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   17926000 | PA      | $15635953.50  | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                 | TK Elevator Midco GmbH                                                                  | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |    3669000 | PA      | $3474642.49   | 0.02%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3086000 | PA      | $3055942.36   | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                          | Organon & Co.                                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19465000 | PA      | $17234311.00  | 0.09%             | 2028-04-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Arconic Corp.                                          | Arconic Corp.                                                                           | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    1118000 | PA      | $1099101.98   | 0.01%             | 2025-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                                                       | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     718000 | PA      | $590555.00    | 0.00%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4042000 | PA      | $3498613.73   | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                  | Covanta Holding Corp.                                                                   | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $3847918.38   | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Titan International, Inc.                              | Titan International, Inc.                                                               | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    4434000 | PA      | $4186234.33   | 0.02%             | 2028-04-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                           | ams-OSRAM AG                                                                            | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |    2400000 | PA      | $1965999.75   | 0.01%             | 2025-03-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     150000 | PA      | $141757.22    | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Bank of Ireland Group plc                              | Bank of Ireland Group plc                                                               | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     325000 | PA      | $345690.59    | 0.00%             | 2033-03-01      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   16391000 | PA      | $12002162.56  | 0.06%             | 2029-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10358000 | PA      | $9366428.66   | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   11887000 | PA      | $11072265.02  | 0.06%             | 2026-01-08      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   54922000 | PA      | $53584059.99  | 0.29%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                            | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12538000 | PA      | $11462741.12  | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                        | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4896507 | PA      | $4750297.09   | 0.03%             | 2024-09-13      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    5500000 | PA      | $19250.00     | 0.00%             | 2016-12-30      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Quebecor Media, Inc.                                   | Quebecor Media, Inc.                                                                    | CUSIP: 74819RAP1<br>LEI: 5493006O1E1TBNKPQW25 | Long             | DBT              | CORP              | CA        |    1537000 | PA      | $1533326.57   | 0.01%             | 2023-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    4802000 | PA      | $4626823.04   | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    6747000 | PA      | $5586313.59   | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CPUK Finance Ltd.                                      | CPUK Finance Ltd.                                                                       | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |    1750000 | PA      | $1945901.74   | 0.01%             | 2025-08-28      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Twilio, Inc.                                           | Twilio, Inc.                                                                            | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   19215000 | PA      | $15244316.33  | 0.08%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                          | Caesars Resort Collection LLC                                                           | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7345000 | PA      | $7190065.08   | 0.04%             | 2025-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     215000 | PA      | $264450.00    | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc, Series NC10                                                         | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1108035.64   | 0.01%             | 2080-08-27      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Crown Cork & Seal Co., Inc.                            | Crown Cork & Seal Co., Inc.                                                             | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1034657.55   | 0.01%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Suburban Propane Partners LP                           | Suburban Propane Partners LP                                                            | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5099000 | PA      | $4334060.82   | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                           | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    9905000 | PA      | $8082483.17   | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                  | eG Global Finance plc                                                                   | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |     632000 | PA      | $638841.99    | 0.00%             | 2024-02-07      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    8973000 | PA      | $7645691.41   | 0.04%             | 2028-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   20000000 | PA      | $139136.03    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   30951000 | PA      | $28689286.63  | 0.15%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Twilio, Inc.                                           | Twilio, Inc., Class A                                                                   | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      26405 | NS      | $1292788.80   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                                                | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10699000 | PA      | $9526296.52   | 0.05%             | 2026-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Raptor Acquisition Corp.                               | Raptor Acquisition Corp., 1st Lien Term Loan B                                          | CUSIP: C4111RAE5<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    2684510 | PA      | $2629692.31   | 0.01%             | 2026-11-01      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14375000 | PA      | $11875978.13  | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                                | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   31356000 | PA      | $31748330.03  | 0.17%             | 2025-06-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series W                                                               | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12335000 | PA      | $10745265.20  | 0.06%             | 2025-12-10      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                                                        | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   14920000 | PA      | $14862214.39  | 0.08%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                                               | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   17510000 | PA      | $13627955.78  | 0.07%             | 2052-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                                                    | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28068000 | PA      | $25546370.88  | 0.14%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   66598000 | PA      | $64614334.62  | 0.34%             | 2026-06-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                      | LCPR Senior Secured Financing DAC                                                       | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   20613000 | PA      | $17075977.40  | 0.09%             | 2029-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                           | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    5032000 | PA      | $4403379.61   | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                                                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   32702000 | PA      | $28386740.88  | 0.15%             | 2049-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |   22800000 | PA      | $109828.17    | 0.00%             | 2018-02-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                                     | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     925000 | PA      | $795083.70    | 0.00%             | 2031-09-01      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                                                       | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1012002.50   | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group, Inc.                        | Sinclair Television Group, Inc.                                                         | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   42743000 | PA      | $32043845.37  | 0.17%             | 2030-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                                                    | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   45873000 | PA      | $43729986.38  | 0.23%             | 2028-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Commercial Metals Co.                                  | Commercial Metals Co.                                                                   | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    4582000 | PA      | $4054412.90   | 0.02%             | 2030-01-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   14931000 | PA      | $14213077.80  | 0.08%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                                                  | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   33665000 | PA      | $27218825.80  | 0.15%             | 2029-07-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Casino Guichard Perrachon SA                           | Casino Guichard Perrachon SA                                                            | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $998087.58    | 0.01%             | 2025-02-07      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| Apache Corp.                                           | Apache Corp.                                                                            | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    9004000 | PA      | $7967700.74   | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                   | Banco de Sabadell SA                                                                    | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     900000 | PA      | $858008.49    | 0.00%             | 2030-01-17      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                                                          | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    4616000 | PA      | $4081625.67   | 0.02%             | 2028-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                                | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   22816000 | PA      | $15747874.71  | 0.08%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                            | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $417154.37    | 0.00%             | 2024-06-13      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Colgate Energy Partners III LLC                        | Colgate Energy Partners III LLC                                                         | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |   24226000 | PA      | $23500183.47  | 0.13%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                         | Wyndham Hotels & Resorts, Inc.                                                          | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    4416000 | PA      | $3962035.20   | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                  | eG Global Finance plc                                                                   | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   22259000 | PA      | $19432774.77  | 0.10%             | 2025-02-07      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                                                    | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6214000 | PA      | $4987418.48   | 0.03%             | 2030-04-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Mileage Plus Holdings LLC                              | Mileage Plus Holdings LLC, Term Loan                                                    | CUSIP: 59921PAB2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   10878784 | PA      | $11175231.07  | 0.06%             | 2027-06-21      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     777756 | PA      | $3435.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                     | Connect Finco SARL                                                                      | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   89386000 | PA      | $82839326.45  | 0.44%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                                                 | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    4683000 | PA      | $4039087.50   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Danaos Corp.                                           | Danaos Corp.                                                                            | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    2242000 | PA      | $2152320.00   | 0.01%             | 2028-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BUPA Finance plc                                       | BUPA Finance plc                                                                        | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $571878.81    | 0.00%             | 2031-09-24      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                          | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   50390000 | PA      | $40938720.08  | 0.22%             | 2029-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   18573000 | PA      | $17839552.23  | 0.10%             | 2027-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    5562000 | PA      | $5505298.41   | 0.03%             | 2025-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    8384000 | PA      | $6897516.80   | 0.04%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                                       | CUSIP: 37185LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2894983.68   | 0.02%             | 2024-06-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Darling Ingredients, Inc.                              | Darling Ingredients, Inc.                                                               | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    1783000 | PA      | $1715852.22   | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                           | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1140175.42   | 0.01%             | 2026-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   22040000 | PA      | $19424748.15  | 0.10%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13765000 | PA      | $12829943.55  | 0.07%             | 2027-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    7847000 | PA      | $6934629.31   | 0.04%             | 2029-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                    | Verisure Holding AB                                                                     | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |     287000 | PA      | $320856.61    | 0.00%             | 2027-10-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Gruenenthal GmbH                                       | Gruenenthal GmbH                                                                        | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     843000 | PA      | $809894.44    | 0.00%             | 2028-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Diversey Holdings Ltd.                                 | Diversey Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    2080412 | NS      | $8862555.12   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Masonite International Corp.                           | Masonite International Corp.                                                            | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    7398000 | PA      | $5984435.58   | 0.03%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                                   | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9077000 | PA      | $8043402.01   | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Installed Building Products, Inc.                      | Installed Building Products, Inc.                                                       | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $5745540.70   | 0.03%             | 2028-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CDW LLC                                                | CDW LLC                                                                                 | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7732000 | PA      | $6619829.12   | 0.04%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2496000 | PA      | $2367874.53   | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     503927 | PA      | $-12802.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                  | WMG Acquisition Corp.                                                                   | CUSIP: N/A<br>LEI: 549300NAS11NXI33CP80       | Long             | DBT              | CORP              | US        |    1557000 | PA      | $1301918.73   | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Codere New Holdco SA                                   | Codere New Holdco SA                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |     557578 | PA      | $262618.12    | 0.00%             | 2027-11-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     866000 | PA      | $73536.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | U.S. Treasury Long Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -272 | NC      | $404573.07    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2002000 | PA      | $1726842.48   | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                                      | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    4396000 | PA      | $3948619.08   | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass-Through Trust                     | United Airlines Pass-Through Trust, Series 2020-1, Class A                              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33182664 | PA      | $32716311.25  | 0.17%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                                                 | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    2862000 | PA      | $2834467.56   | 0.02%             | 2024-11-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36212000 | PA      | $29908577.16  | 0.16%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| MHI Holdings LLC                                       | MHI Holdings LLC, Term Loan                                                             | CUSIP: 55303YAC7<br>LEI: 549300XOWJ3ALVFU4F13 | Long             | LON              | CORP              | US        |   22886598 | PA      | $22629123.32  | 0.12%             | 2026-09-21      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                                   | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1214262.28   | 0.01%             | 2028-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Discovery Purchaser Corp.                              | Discovery Purchaser Corp., 1st Lien Term Loan                                           | CUSIP: 25471NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   32484000 | PA      | $29536077.00  | 0.16%             | 2029-10-04      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc., Term Loan                                                       | CUSIP: 78466YAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9691509 | PA      | $9243276.69   | 0.05%             | 2028-06-02      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    5176000 | PA      | $18706.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                 | TK Elevator Midco GmbH                                                                  | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |    4385000 | PA      | $4152713.90   | 0.02%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Cullinan Holdco SCSP                                   | Cullinan Holdco SCSP                                                                    | CUSIP: N/A<br>LEI: 549300F81ZP47K818173       | Long             | DBT              | CORP              | LU        |    1818000 | PA      | $1699342.64   | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US, Inc.                                 | Neptune Bidco US, Inc.                                                                  | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $12016875.00  | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| Legends Hospitality Holding Co. LLC                    | Legends Hospitality Holding Co. LLC                                                     | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7421000 | PA      | $6604690.00   | 0.04%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ADLER Group SA                                         | ADLER Group SA                                                                          | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |    2400000 | PA      | $1043046.48   | 0.01%             | 2025-08-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                           | FirstEnergy Transmission LLC                                                            | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   34081000 | PA      | $31703030.60  | 0.17%             | 2044-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC                                                              | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2638000 | PA      | $2256646.92   | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV          | Teva Pharmaceutical Finance Netherlands II BV                                           | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |    1794000 | PA      | $1833729.82   | 0.01%             | 2025-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   55016000 | PA      | $39283624.64  | 0.21%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   17658000 | PA      | $15334207.20  | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC, 2nd Lien Term Loan                                 | CUSIP: 04364XAA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  141094924 | PA      | $148714049.44 | 0.79%             | 2025-11-01      | Variable      | 12.94%                | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   30837000 | PA      | $24636630.00  | 0.13%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                        | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   38239000 | PA      | $26530754.69  | 0.14%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                        | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   11323000 | PA      | $8607716.75   | 0.05%             | 2031-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Aqueduct European CLO 2 DAC                            | Aqueduct European CLO 2 DAC, Series 2017-2X, Class E                                    | CUSIP: N/A<br>LEI: 635400NHJN6HCPE9UC07       | Long             | ABS-CBDO         | CORP              | IE        |     884000 | PA      | $787588.72    | 0.00%             | 2030-10-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Ashland LLC                                            | Ashland LLC                                                                             | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |   15380000 | PA      | $12292784.90  | 0.07%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                     | Digicel International Finance Ltd., 1st Lien Term Loan B                                | CUSIP: P3562BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | LC        |   12492891 | PA      | $10469042.78  | 0.06%             | 2024-05-27      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| James Hardie International Finance DAC                 | James Hardie International Finance DAC                                                  | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    3204000 | PA      | $2939670.00   | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                                              | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   19294000 | PA      | $18281065.00  | 0.10%             | 2028-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                   | Banco de Sabadell SA                                                                    | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    1700000 | PA      | $1579556.02   | 0.01%             | 2031-04-15      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                                               | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   51966000 | PA      | $38380528.62  | 0.20%             | 2027-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Faurecia SE                                            | Faurecia SE                                                                             | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    1475000 | PA      | $1589034.59   | 0.01%             | 2026-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                              | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16518000 | PA      | $13705480.14  | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp.                                       | Murphy Oil Corp.                                                                        | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    1714000 | PA      | $1336920.00   | 0.01%             | 2042-12-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HealthEquity, Inc.                                     | HealthEquity, Inc.                                                                      | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   31271000 | PA      | $27327726.90  | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Camelot Finance SA                                     | Camelot Finance SA                                                                      | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   12194000 | PA      | $11428834.06  | 0.06%             | 2026-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Unique Pub Finance Co. plc (The)                       | Unique Pub Finance Co. plc (The), Series N                                              | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |    2516000 | PA      | $3041874.72   | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   36854000 | PA      | $34066403.98  | 0.18%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                            | Chobani LLC, Term Loan                                                                  | CUSIP: 17026YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2799955 | PA      | $2739279.93   | 0.01%             | 2027-10-25      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                             | Spirit Loyalty Cayman Ltd.                                                              | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   10385000 | PA      | $10438275.05  | 0.06%             | 2025-09-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   39411000 | PA      | $35568427.50  | 0.19%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC, Term Loan B                                       | CUSIP: 35906EAQ3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | LON              | CORP              | US        |    9521612 | PA      | $9062574.76   | 0.05%             | 2028-05-01      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Lear Corp.                                             | Lear Corp.                                                                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |          1 | NS      | $124.02       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton, Inc.                              | Booz Allen Hamilton, Inc.                                                               | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   20104000 | PA      | $17694413.57  | 0.09%             | 2029-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pattern Energy Operations LP                           | Pattern Energy Operations LP                                                            | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12025000 | PA      | $10782029.50  | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ZF Europe Finance BV                                   | ZF Europe Finance BV                                                                    | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    2100000 | PA      | $1849833.94   | 0.01%             | 2027-10-23      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ascend Learning LLC                                    | Ascend Learning LLC, 2nd Lien Term Loan                                                 | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    8164000 | PA      | $6970015.00   | 0.04%             | 2029-12-10      | Variable      | 10.13%                | No            | 2                  | On Loan: No      |
| Aramark International Finance SARL                     | Aramark International Finance SARL                                                      | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |    5591000 | PA      | $5715566.08   | 0.03%             | 2025-04-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                   | Scientific Games International, Inc.                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    4781000 | PA      | $4589760.00   | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                              | T-Fund, Institutional Class                                                             | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |  392580230 | NS      | $392580229.54 | 2.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc., Term Loan B1                                                             | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    5526807 | PA      | $5100026.84   | 0.03%             | 2026-04-16      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Gates Global LLC                                       | Gates Global LLC                                                                        | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22177000 | PA      | $21400805.00  | 0.11%             | 2026-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd.              | Hawaiian Brand Intellectual Property Ltd.                                               | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   11981894 | PA      | $10843614.07  | 0.06%             | 2026-01-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                                                  | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   30040000 | PA      | $23907426.82  | 0.13%             | 2029-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PRA Health Sciences, Inc.                              | PRA Health Sciences, Inc.                                                               | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   17634000 | PA      | $15959706.01  | 0.09%             | 2026-07-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                                                  | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    5621000 | PA      | $5764953.81   | 0.03%             | 2031-01-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                                                 | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    2784000 | PA      | $2718884.83   | 0.01%             | 2025-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Arches Buyer, Inc.                                     | Arches Buyer, Inc.                                                                      | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1177062.59   | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Rockies Express Pipeline LLC                           | Rockies Express Pipeline LLC                                                            | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    3239000 | PA      | $2906516.65   | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Century Communications Corp.                           | Century Communications Corp. Escrow                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     625000 | PA      | $0.06         | 0.00%             | 2013-03-15      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                                                      | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4029000 | PA      | $3132547.50   | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Envision Healthcare Corp.                              | Envision Healthcare Corp., Term Loan                                                    | CUSIP: 29373UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3022301 | PA      | $2678514.20   | 0.01%             | 2027-03-31      | Variable      | 12.61%                | No            | 2                  | On Loan: No      |
| TruGreen Ltd. Partnership                              | TruGreen Ltd. Partnership, 2nd Lien Term Loan                                           | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   12384000 | PA      | $9040320.00   | 0.05%             | 2028-11-02      | Variable      | 12.91%                | No            | 3                  | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC                                                                      | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   65984000 | PA      | $27648285.76  | 0.15%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GYP Holdings III Corp.                                 | GYP Holdings III Corp.                                                                  | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |   12795000 | PA      | $10446705.12  | 0.06%             | 2029-05-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Bellis Acquisition Co. plc                             | Bellis Acquisition Co. plc                                                              | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    2726000 | PA      | $2754355.10   | 0.01%             | 2026-02-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | EURO STOXX 50 Index                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        119 | NC      | $57513.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Pro USA, Inc.                                    | Waste Pro USA, Inc.                                                                     | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   55206000 | PA      | $48752418.60  | 0.26%             | 2026-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                                                   | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21557000 | PA      | $17326438.75  | 0.09%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                           | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   39627000 | PA      | $35526001.77  | 0.19%             | 2026-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Drawbridge Special Opportunities Fund LP               | Drawbridge Special Opportunities Fund LP                                                | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1071647.00   | 0.01%             | 2026-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Specialty Building Products Holdings LLC               | Specialty Building Products Holdings LLC                                                | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4541000 | PA      | $3656231.56   | 0.02%             | 2026-09-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Illuminate Buyer LLC                                   | Illuminate Buyer LLC                                                                    | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30982000 | PA      | $25938948.63  | 0.14%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                         | Blackstone Private Credit Fund                                                          | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    5766000 | PA      | $4854749.84   | 0.03%             | 2027-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV          | Teva Pharmaceutical Finance Netherlands II BV                                           | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     643000 | PA      | $677458.64    | 0.00%             | 2023-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Iliad Holding SASU                                     | Iliad Holding SASU                                                                      | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   50692000 | PA      | $47014490.06  | 0.25%             | 2026-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Capital Four CLO III DAC                               | Capital Four CLO III DAC, Series 3X, Class E                                            | CUSIP: N/A<br>LEI: 549300BEUU8HXTZJGY22       | Long             | ABS-CBDO         | CORP              | IE        |    1020000 | PA      | $886159.86    | 0.00%             | 2034-10-15      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| Beacon Roofing Supply, Inc.                            | Beacon Roofing Supply, Inc.                                                             | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    8144000 | PA      | $6767593.31   | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9230000 | PA      | $9155513.90   | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Ken Garff Automotive LLC                               | Ken Garff Automotive LLC                                                                | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7880000 | PA      | $6591840.32   | 0.04%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                        | Life Time, Inc.                                                                         | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   12109000 | PA      | $10867827.50  | 0.06%             | 2026-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GenOn Energy Holdings LLC                              | GenOn Energy Holdings LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1864000 | PA      | $0.19         | 0.00%             | 2049-12-31      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Galaxy XVIII CLO Ltd.                                  | Galaxy XVIII CLO Ltd., Series 2018-28A, Class C                                         | CUSIP: 36321JAJ3<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $233458.33    | 0.00%             | 2031-07-15      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| EnQuest plc                                            | EnQuest plc                                                                             | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |     718000 | PA      | $675103.87    | 0.00%             | 2027-11-01      | Fixed         | 11.62%                | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                      | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   12960000 | PA      | $12238639.01  | 0.07%             | 2029-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Edison International                                   | Edison International, Series B                                                          | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    8330000 | PA      | $6963460.17   | 0.04%             | 2026-12-15      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV          | Teva Pharmaceutical Finance Netherlands II BV                                           | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $396501.37    | 0.00%             | 2028-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                                     | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6786000 | PA      | $6291405.78   | 0.03%             | 2033-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                       | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   77313000 | PA      | $69243661.28  | 0.37%             | 2027-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Verscend Intermediate Holding Corp.                    | Verscend Intermediate Holding Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       9756 | NS      | $12045729.03  | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| AIT Worldwide Logistics Holdings, Inc.                 | AIT Worldwide Logistics Holdings, Inc., 1st Lien Term Loan                              | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7925940 | PA      | $7252235.10   | 0.04%             | 2028-04-06      | Variable      | 8.49%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                    | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11716000 | PA      | $10879126.12  | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Realogy Group LLC                                      | Realogy Group LLC                                                                       | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17554000 | PA      | $13277670.06  | 0.07%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |    2776000 | PA      | $2937812.17   | 0.02%             | 2026-02-01      | Fixed         | 10.12%                | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC, 2nd Lien Term Loan                                                     | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1936000 | PA      | $1522780.16   | 0.01%             | 2030-01-24      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                        | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2467684 | PA      | $2394541.82   | 0.01%             | 2024-09-13      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Compass Group Diversified Holdings LLC                 | Compass Group Diversified Holdings LLC                                                  | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   11295000 | PA      | $9666159.57   | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                               | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    7274000 | PA      | $5473709.00   | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                                 | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   61088000 | PA      | $65522942.98  | 0.35%             | 2025-07-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7517000 | PA      | $6802885.00   | 0.04%             | 2028-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                                                         | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5777000 | PA      | $5748607.84   | 0.03%             | 2029-04-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Enact Holdings, Inc.                                   | Enact Holdings, Inc.                                                                    | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22501000 | PA      | $22081581.36  | 0.12%             | 2025-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   13570000 | PA      | $13174434.50  | 0.07%             | 2026-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Adient Global Holdings Ltd.                            | Adient Global Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 213800VA38VCKE6M8790       | Long             | DBT              | CORP              | JE        |    1700000 | PA      | $1736357.89   | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                    | Clean Harbors, Inc.                                                                     | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    4198000 | PA      | $3893442.87   | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust LP                                | Digital Realty Trust LP                                                                 | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    6680000 | PA      | $6724165.49   | 0.04%             | 2028-01-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                           | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     126000 | PA      | $125897.38    | 0.00%             | 2023-09-25      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Crown Americas LLC                                     | Crown Americas LLC                                                                      | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5032000 | PA      | $4798414.56   | 0.03%             | 2026-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     911000 | PA      | $810130.44    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   23577000 | PA      | $20934961.38  | 0.11%             | 2026-09-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Masonite International Corp.                           | Masonite International Corp.                                                            | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    1189000 | PA      | $1099361.29   | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| White Cap Parent LLC                                   | White Cap Parent LLC                                                                    | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18316000 | PA      | $15833998.84  | 0.08%             | 2026-03-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV          | Teva Pharmaceutical Finance Netherlands II BV                                           | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     551000 | PA      | $508459.94    | 0.00%             | 2027-05-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                                  | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1562979.09   | 0.01%             | 2028-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   73818000 | PA      | $67543470.00  | 0.36%             | 2026-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                     | Telecom Italia SpA                                                                      | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    1013000 | PA      | $1003044.92   | 0.01%             | 2025-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| TerraForm Power Operating LLC                          | TerraForm Power Operating LLC                                                           | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $5794189.28   | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Lottomatica SpA                                        | Lottomatica SpA                                                                         | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |     400000 | PA      | $404831.34    | 0.00%             | 2025-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    3656000 | PA      | $2936682.00   | 0.02%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Paprec Holding SA                                      | Paprec Holding SA                                                                       | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |    1240000 | PA      | $1143133.98   | 0.01%             | 2028-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                              | Sotheby's, Term Loan                                                                    | CUSIP: 08883CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3695177 | PA      | $3596330.84   | 0.02%             | 2027-01-15      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| OT Merger Corp.                                        | OT Merger Corp.                                                                         | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7687000 | PA      | $4074110.00   | 0.02%             | 2029-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                           | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   10207000 | PA      | $9068339.84   | 0.05%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ERO Copper Corp.                                       | ERO Copper Corp.                                                                        | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   11155000 | PA      | $8986746.88   | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Arko Corp.                                             | Arko Corp.                                                                              | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11050000 | PA      | $8676460.00   | 0.05%             | 2029-11-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Mueller Water Products, Inc.                           | Mueller Water Products, Inc.                                                            | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    6469000 | PA      | $5684633.75   | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AZEK Co., Inc. (The)                                   | AZEK Co., Inc. (The)                                                                    | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      14842 | NS      | $301589.44    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   66062000 | PA      | $48507344.74  | 0.26%             | 2029-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15531000 | PA      | $14488869.90  | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                                      | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   13270000 | PA      | $10634810.76  | 0.06%             | 2029-03-23      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   28973000 | PA      | $27605474.40  | 0.15%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Six Flags Theme Parks, Inc.                            | Six Flags Theme Parks, Inc.                                                             | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $8331369.13   | 0.04%             | 2025-07-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                                    | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38134000 | PA      | $34915490.40  | 0.19%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HAT Holdings I LLC                                     | HAT Holdings I LLC                                                                      | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8300000 | PA      | $7211040.00   | 0.04%             | 2026-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                          | HSBC Bank plc, Series 1M                                                                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |    2720000 | PA      | $1876800.00   | 0.01%             | 2023-06-30      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG             | DEMIRE Deutsche Mittelstand Real Estate AG                                              | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $1309460.08   | 0.01%             | 2024-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   34897000 | PA      | $26170715.50  | 0.14%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Virgin Media Finance plc                               | Virgin Media Finance plc                                                                | CUSIP: N/A<br>LEI: 2138001LVYC87DDHT482       | Long             | DBT              | CORP              | GB        |    1533000 | PA      | $1254380.29   | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   21254000 | PA      | $17265686.90  | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC             | Virgin Media Vendor Financing Notes IV DAC                                              | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   27420000 | PA      | $23968021.62  | 0.13%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Midwest Gaming Borrower LLC                            | Midwest Gaming Borrower LLC                                                             | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13007000 | PA      | $11067190.13  | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                  | Telenet Finance Luxembourg Notes SARL                                                   | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    6200000 | PA      | $5580000.00   | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   23332000 | PA      | $18705444.76  | 0.10%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Kane Bidco Ltd.                                        | Kane Bidco Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |     871000 | PA      | $797199.30    | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                                                   | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1738322.62   | 0.01%             | 2025-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   89406000 | PA      | $150522.85    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercury Borrower, Inc.                                 | Mercury Borrower, Inc., 2nd Lien Term Loan                                              | CUSIP: 03836BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12959031 | PA      | $11252715.51  | 0.06%             | 2029-08-02      | Variable      | 10.25%                | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                                                            | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    5723000 | PA      | $5026653.98   | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                    | Clean Harbors, Inc.                                                                     | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    8229000 | PA      | $7796977.50   | 0.04%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                 | Credit Suisse Group AG                                                                  | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4949000 | PA      | $3867791.97   | 0.02%             | 2024-12-18      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Arconic Corp.                                          | Arconic Corp.                                                                           | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   23439000 | PA      | $21991994.51  | 0.12%             | 2028-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 2nd Lien Term Loan                                                        | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4143000 | PA      | $3692448.75   | 0.02%             | 2029-02-23      | Variable      | 10.65%                | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                                                   | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60309.74     | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    1431000 | PA      | $1201935.64   | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Central Parent, Inc.                                   | Central Parent, Inc.                                                                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40383000 | PA      | $39499494.26  | 0.21%             | 2029-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1050000 | PA      | $-47878.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Synthomer plc                                          | Synthomer plc                                                                           | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |     568000 | PA      | $555129.18    | 0.00%             | 2025-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Metis Merger Sub LLC                                   | Metis Merger Sub LLC                                                                    | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7670000 | PA      | $6438833.38   | 0.03%             | 2029-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United Group BV                                        | United Group BV                                                                         | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    2996000 | PA      | $2977089.34   | 0.02%             | 2024-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Maxeon Solar Technologies Ltd.                         | Maxeon Solar Technologies Ltd.                                                          | CUSIP: N/A<br>LEI: 5493007JPB074ITT6Y72       | Long             | EC               | CORP              | SG        |        171 | NS      | $2746.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.       | American Builders & Contractors Supply Co., Inc.                                        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     222000 | PA      | $198068.40    | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                                                   | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3314582.58   | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TerraForm Power Operating LLC                          | TerraForm Power Operating LLC                                                           | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      63000 | PA      | $56699.37     | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Co. SA                                 | Cellnex Finance Co. SA                                                                  | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $889109.35    | 0.00%             | 2028-06-08      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                          | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21853000 | PA      | $14097588.83  | 0.08%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Colgate Energy Partners III LLC                        | Colgate Energy Partners III LLC                                                         | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |   26730000 | PA      | $22957342.77  | 0.12%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     829850 | PA      | $-22304.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Parkland Corp.                                         | Parkland Corp.                                                                          | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $5981850.00   | 0.03%             | 2027-07-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                      | Magenta Buyer LLC, 1st Lien Term Loan                                                   | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   45497374 | PA      | $38729639.27  | 0.21%             | 2028-07-27      | Variable      | 9.17%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   69252000 | PA      | $54187827.81  | 0.29%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Co.                                | Southwestern Energy Co.                                                                 | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    1539000 | PA      | $1315214.01   | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc.                                                           | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   13098000 | PA      | $13327215.00  | 0.07%             | 2027-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   40570000 | PA      | $-519747.56   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Cyprus PCL                                     | Bank of Cyprus PCL                                                                      | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |     800000 | PA      | $701256.08    | 0.00%             | 2027-06-24      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |    1009000 | PA      | $867307.49    | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc.                              | Peloton Interactive, Inc., Term Loan                                                    | CUSIP: 70614EAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5865525 | PA      | $5753082.89   | 0.03%             | 2027-05-25      | Variable      | 11.76%                | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37231000 | PA      | $33880210.00  | 0.18%             | 2029-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Harvest CLO XVI DAC                                    | Harvest CLO XVI DAC, Series 16X, Class ER                                               | CUSIP: N/A<br>LEI: 635400HU8ASOJYEX2I14       | Long             | ABS-CBDO         | CORP              | IE        |    1125000 | PA      | $991866.27    | 0.01%             | 2031-10-15      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                             | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   12786000 | PA      | $12208698.67  | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nexi SpA                                               | Nexi SpA                                                                                | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |    1800000 | PA      | $1377851.81   | 0.01%             | 2028-02-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                      | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1162508.70   | 0.01%             | 2078-10-03      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                               | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1119280.76   | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Simmons Foods, Inc.                                    | Simmons Foods, Inc.                                                                     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7727000 | PA      | $6290184.67   | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Owl Rock Capital Corp.                                 | Owl Rock Capital Corp.                                                                  | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     927000 | PA      | $851003.12    | 0.00%             | 2026-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                          | Peraton Corp., 2nd Lien Term Loan B1                                                    | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   34252918 | PA      | $32488892.68  | 0.17%             | 2029-02-01      | Variable      | 12.09%                | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                              | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16458000 | PA      | $14816255.58  | 0.08%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Renk AG                                                | Renk AG                                                                                 | CUSIP: N/A<br>LEI: 894500DAJJ2W78HOJY11       | Long             | DBT              | CORP              | DE        |     621000 | PA      | $616588.35    | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   13709000 | PA      | $10228828.05  | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Rockcliff Energy II LLC                                | Rockcliff Energy II LLC                                                                 | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   25678000 | PA      | $23494086.10  | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Rockfield Park CLO DAC                                 | Rockfield Park CLO DAC, Series 1X, Class D                                              | CUSIP: N/A<br>LEI: 254900FQNC3OT6YHSV84       | Long             | ABS-CBDO         | CORP              | IE        |     613000 | PA      | $540060.37    | 0.00%             | 2034-07-16      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| ACI Worldwide, Inc.                                    | ACI Worldwide, Inc.                                                                     | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    8476000 | PA      | $8211125.00   | 0.04%             | 2026-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United AirLines, Inc.                                  | United AirLines, Inc., Term Loan B                                                      | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   36783313 | PA      | $36252161.68  | 0.19%             | 2028-04-21      | Variable      | 8.11%                 | No            | 2                  | On Loan: No      |
| Kleopatra Holdings 2 SCA                               | Kleopatra Holdings 2 SCA                                                                | CUSIP: N/A<br>LEI: 222100ALG258IKQWWE73       | Long             | DBT              | CORP              | LU        |     320000 | PA      | $187117.40    | 0.00%             | 2026-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Stagwell Global LLC                                    | Stagwell Global LLC                                                                     | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5853000 | PA      | $4826266.74   | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9982000 | PA      | $8541189.74   | 0.05%             | 2033-04-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                  | WMG Acquisition Corp.                                                                   | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1406583.65   | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Pinewood Finance Co. Ltd.                              | Pinewood Finance Co. Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     560000 | PA      | $594078.03    | 0.00%             | 2027-11-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                                     | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   12586000 | PA      | $10096153.03  | 0.05%             | 2031-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                           | Dun & Bradstreet Corp. (The)                                                            | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   24255000 | PA      | $20756532.05  | 0.11%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4628000 | PA      | $4944879.16   | 0.03%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                             | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   60342000 | PA      | $58632843.02  | 0.31%             | 2025-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     527953 | PA      | $-99853.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                                                  | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   41067000 | PA      | $36404669.65  | 0.19%             | 2028-07-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1636611 | PA      | $132856.84    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jamestown CLO IV Ltd.                                  | Jamestown CLO IV Ltd., Series 2014-4A, Class SUB                                        | CUSIP: 47047UAE9<br>LEI: 2549008V3F2S2MZWTX88 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $0.20         | 0.00%             | 2026-07-15      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC                                  | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   11814000 | PA      | $10078641.54  | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    2800000 | PA      | $2959794.25   | 0.02%             | 2029-12-06      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                    | Cushman & Wakefield US Borrower LLC                                                     | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18529000 | PA      | $17683336.44  | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    1409000 | PA      | $1410226.89   | 0.01%             | 2025-07-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                                                           | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   12505000 | PA      | $11658786.65  | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6715000 | PA      | $5586803.85   | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                       | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6310000 | PA      | $4909075.44   | 0.03%             | 2030-12-17      | Variable      | 4.60%                 | No            | 2                  | On Loan: No      |
| M6 ETX Holdings II Midco LLC                           | M6 ETX Holdings II Midco LLC, Term Loan                                                 | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10710158 | PA      | $10700089.95  | 0.06%             | 2029-09-19      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                  | Deutsche Lufthansa AG                                                                   | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $301866.90    | 0.00%             | 2025-02-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                   | Telefonica Europe BV                                                                    | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2183718.00   | 0.01%             | 2028-08-23      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series R                                               | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9899000 | PA      | $9007939.73   | 0.05%             | 2025-02-10      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                           | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1709000 | PA      | $1653543.33   | 0.01%             | 2024-10-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                                                              | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1889000 | PA      | $1531464.81   | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Roller Bearing Co. of America, Inc.                    | Roller Bearing Co. of America, Inc.                                                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    8964000 | PA      | $7751170.80   | 0.04%             | 2029-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                                                | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    3954000 | PA      | $2846614.21   | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sprint LLC                                             | Sprint LLC                                                                              | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   16450000 | PA      | $17310433.70  | 0.09%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Group 1 Automotive, Inc.                               | Group 1 Automotive, Inc.                                                                | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    1146000 | PA      | $970009.01    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass-Through Trust                     | United Airlines Pass-Through Trust, Series 2020-1, Class B                              | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3368040 | PA      | $3204303.75   | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | S&P 500 E-Mini Index                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -246 | NC      | $2019187.68   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                                                     | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |    4253000 | PA      | $3983982.38   | 0.02%             | 2029-02-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                      | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $814621.01    | 0.00%             | 2026-01-15      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Global Net Lease, Inc.                                 | Global Net Lease, Inc.                                                                  | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5881000 | PA      | $4863099.47   | 0.03%             | 2027-12-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VistaJet Malta Finance plc                             | VistaJet Malta Finance plc                                                              | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8629000 | PA      | $6918947.93   | 0.04%             | 2030-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                         | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   14792000 | PA      | $15010773.68  | 0.08%             | 2025-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                             | Encore Capital Group, Inc.                                                              | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |    2373000 | PA      | $2201833.43   | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                             | Coty, Inc.                                                                              | CUSIP: N/A<br>LEI: 549300BO9IWPF3S48F93       | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1601393.20   | 0.01%             | 2026-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                          | Netflix, Inc.                                                                           | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2021715.45   | 0.01%             | 2029-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Kaixo Bondco Telecom SA                                | Kaixo Bondco Telecom SA                                                                 | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |     357000 | PA      | $323872.68    | 0.00%             | 2029-09-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC                                                                         | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   12206000 | PA      | $8365978.24   | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                                             | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   53905000 | PA      | $45892560.80  | 0.24%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United Group BV                                        | United Group BV                                                                         | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    1099000 | PA      | $869165.99    | 0.00%             | 2027-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | SPDR S&P 500 ETF Trust                                                                  | CUSIP: 00P7XGYP5<br>LEI: N/A                  | N/A              | DE               |  | US        |      16531 | NC      | $9926865.50   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                                    | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7530000 | PA      | $7838959.82   | 0.04%             | 2027-11-05      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13272000 | PA      | $9758454.33   | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA           | International Consolidated Airlines Group SA                                            | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1169339.10   | 0.01%             | 2025-03-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ARC Falcon I, Inc.                                     | ARC Falcon I, Inc., Delayed Draw Term Loan                                              | CUSIP: 03880YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1607344 | PA      | $1407229.34   | 0.01%             | 2028-09-30      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    5429000 | PA      | $5130405.00   | 0.03%             | 2025-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                                               | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   11727000 | PA      | $11208080.25  | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Gainwell Acquisition Corp.                             | Gainwell Acquisition Corp., 1st Lien Term Loan B                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   29863332 | PA      | $27959544.69  | 0.15%             | 2027-10-01      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Casino Guichard Perrachon SA                           | Casino Guichard Perrachon SA                                                            | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $298458.59    | 0.00%             | 2024-01-31      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599DT9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $5894325.00   | 0.03%             | 2029-03-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| ARBOUR CLO VIII DAC                                    | ARBOUR CLO VIII DAC, Series 8X, Class ER                                                | CUSIP: N/A<br>LEI: 635400YH93RIIHDLXQ91       | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $595723.33    | 0.00%             | 2034-10-15      | Floating      | 7.49%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                       | Proofpoint, Inc., 2nd Lien Term Loan                                                    | CUSIP: 74345HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   27150750 | PA      | $25974308.00  | 0.14%             | 2029-08-31      | Variable      | 10.98%                | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6727000 | PA      | $4831922.23   | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    8149000 | PA      | $8739802.50   | 0.05%             | 2025-06-01      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Aroundtown SA                                          | Aroundtown SA                                                                           | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    2736000 | PA      | $1519154.58   | 0.01%             | 2024-06-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                                                 | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   26110000 | PA      | $21327795.80  | 0.11%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC, Term Loan B                                                 | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19563720 | PA      | $18563622.96  | 0.10%             | 2029-01-27      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP, Series H                                                            | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   46712000 | PA      | $40172320.00  | 0.21%             | 2026-11-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                              | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    1463000 | PA      | $1374328.18   | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Brink's Co. (The)                                      | Brink's Co. (The)                                                                       | CUSIP: 109696AB0<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    1038000 | PA      | $1019137.80   | 0.01%             | 2025-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| APX Group, Inc.                                        | APX Group, Inc.                                                                         | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   14584000 | PA      | $12078276.58  | 0.06%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                              | NFP Corp.                                                                               | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |  104696000 | PA      | $86298713.14  | 0.46%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Edison International                                   | Edison International, Series A                                                          | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   34000000 | PA      | $27825260.00  | 0.15%             | 2026-03-15      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Verscend Holding Corp.                                 | Verscend Holding Corp., Term Loan B1                                                    | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   54318085 | PA      | $53862356.47  | 0.29%             | 2025-08-27      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                        | Cable One, Inc.                                                                         | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   25803000 | PA      | $20248020.76  | 0.11%             | 2030-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     236667 | PA      | $4991.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                                     | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    5499000 | PA      | $4778631.00   | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                          | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1448000 | PA      | $1237110.40   | 0.01%             | 2024-12-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                    | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26445000 | PA      | $21876890.70  | 0.12%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1884000 | PA      | $1503516.78   | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc.                                                         | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    5833000 | PA      | $5427712.43   | 0.03%             | 2027-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                                | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   43287000 | PA      | $37213833.90  | 0.20%             | 2030-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Seaspan Corp.                                          | Seaspan Corp.                                                                           | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   12352000 | PA      | $9360345.60   | 0.05%             | 2029-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                         | K. Hovnanian Enterprises, Inc.                                                          | CUSIP: 48251UAH1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    4335000 | PA      | $4475887.63   | 0.02%             | 2025-11-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.              | Sedgwick Claims Management Services, Inc., Term Loan                                    | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    2319163 | PA      | $2252858.60   | 0.01%             | 2025-12-31      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                           | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     600000 | PA      | $623817.58    | 0.00%             | 2026-06-03      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Camelot Return Merger Sub, Inc.                        | Camelot Return Merger Sub, Inc.                                                         | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10901000 | PA      | $10003084.63  | 0.05%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                                     | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14377350.00  | 0.08%             | 2031-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                         | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   34882000 | PA      | $28121868.40  | 0.15%             | 2029-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Lindblad Expeditions LLC                               | Lindblad Expeditions LLC                                                                | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   17701000 | PA      | $16057816.17  | 0.09%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                                    | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14300000 | PA      | $12092795.00  | 0.06%             | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| OWL Rock Core Income Corp.                             | OWL Rock Core Income Corp.                                                              | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    4472000 | PA      | $3805506.40   | 0.02%             | 2026-09-23      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Cedacri Mergeco SpA                                    | Cedacri Mergeco SpA                                                                     | CUSIP: N/A<br>LEI: 213800Z5DANXME2K6X50       | Long             | DBT              | CORP              | IT        |    1069000 | PA      | $1060950.28   | 0.01%             | 2028-05-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| BWX Technologies, Inc.                                 | BWX Technologies, Inc.                                                                  | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   13854000 | PA      | $12124979.52  | 0.06%             | 2029-04-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   12951000 | PA      | $9258265.96   | 0.05%             | 2028-07-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ATS Corp.                                              | ATS Corp.                                                                               | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    6818000 | PA      | $5882297.68   | 0.03%             | 2028-12-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                                             | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41885000 | PA      | $36465499.85  | 0.19%             | 2028-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                          | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   11338000 | PA      | $9181625.78   | 0.05%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                          | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    7513000 | PA      | $7155307.57   | 0.04%             | 2025-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Verscend Holding Corp.                                 | Verscend Holding Corp., 2nd Lien Term Loan                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   63270509 | PA      | $62321451.37  | 0.33%             | 2029-04-02      | Variable      | 11.38%                | No            | 3                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   60167000 | PA      | $43922470.76  | 0.23%             | 2028-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                          | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   17406000 | PA      | $13671890.82  | 0.07%             | 2026-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     400000 | PA      | $349159.38    | 0.00%             | 2027-09-03      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                                             | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28021000 | PA      | $26880265.09  | 0.14%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Darling Global Finance BV                              | Darling Global Finance BV                                                               | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    1974000 | PA      | $2049676.25   | 0.01%             | 2026-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                          | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    3534000 | PA      | $2565754.68   | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.   | Element Materials Technology Group US Holdings, Inc., Delayed Draw 1st Lien Term Loan B | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1207145 | PA      | $1176966.21   | 0.01%             | 2029-06-22      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.           | Jones Deslauriers Insurance Management, Inc.                                            | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   16341000 | PA      | $16093500.36  | 0.09%             | 2030-12-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Volvo Car AB                                           | Volvo Car AB                                                                            | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | DBT              | CORP              | SE        |    1051000 | PA      | $989131.01    | 0.01%             | 2027-10-07      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AdaptHealth LLC                                        | AdaptHealth LLC                                                                         | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3371000 | PA      | $2869698.59   | 0.02%             | 2030-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| MPH Acquisition Holdings LLC                           | MPH Acquisition Holdings LLC                                                            | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    8096000 | PA      | $6315689.60   | 0.03%             | 2028-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                                                   | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3461031.33   | 0.02%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Harbour Energy plc                                     | Harbour Energy plc                                                                      | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    5192000 | PA      | $4652655.04   | 0.02%             | 2026-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1674000 | PA      | $1613101.94   | 0.01%             | 2025-03-24      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     240796 | PA      | $-4829.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Thames Water Kemble Finance plc                        | Thames Water Kemble Finance plc                                                         | CUSIP: N/A<br>LEI: 213800S7UU2MQXYJQO60       | Long             | DBT              | CORP              | GB        |     779000 | PA      | $793969.50    | 0.00%             | 2026-05-19      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Atos SE                                                | Atos SE                                                                                 | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1293223.49   | 0.01%             | 2025-05-07      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Elastic NV                                             | Elastic NV                                                                              | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   23109000 | PA      | $18665139.30  | 0.10%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Lottomatica SpA                                        | Lottomatica SpA                                                                         | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |    2472000 | PA      | $2571388.01   | 0.01%             | 2025-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings I, Inc.                               | Alliant Holdings I, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      20162 | NS      | $18367398.32  | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| La Financiere Atalian SASU                             | La Financiere Atalian SASU                                                              | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $80505.91     | 0.00%             | 2025-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                               | Diamondback Energy, Inc.                                                                | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   29195000 | PA      | $29631935.00  | 0.16%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                          | Clearway Energy Operating LLC                                                           | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   21429000 | PA      | $17225179.21  | 0.09%             | 2032-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Kane Bidco Ltd.                                        | Kane Bidco Ltd.                                                                         | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |     713000 | PA      | $715444.52    | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                                                           | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    3793000 | PA      | $3078565.09   | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Co.                                | Southwestern Energy Co.                                                                 | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   21694000 | PA      | $20111639.64  | 0.11%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NEW Top YK                                             | NEW Top YK                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      33516 | NS      | $0.36         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    5179000 | PA      | $4235907.00   | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Virgin Media Secured Finance plc                       | Virgin Media Secured Finance plc                                                        | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $310095.67    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Odeon Finco plc                                        | Odeon Finco plc                                                                         | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    3721000 | PA      | $3237270.00   | 0.02%             | 2027-11-01      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.              | Sedgwick Claims Management Services, Inc., Term Loan                                    | CUSIP: 81527CAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4556334 | PA      | $4491406.47   | 0.02%             | 2026-09-03      | Variable      | 8.63%                 | No            | 2                  | On Loan: No      |
| Galaxy Bidco Ltd.                                      | Galaxy Bidco Ltd.                                                                       | CUSIP: N/A<br>LEI: 2138006O8YW3QCHKDY76       | Long             | DBT              | CORP              | JE        |    2184000 | PA      | $2236373.74   | 0.01%             | 2026-07-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                          | Cedar Fair LP                                                                           | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3917000 | PA      | $3789697.50   | 0.02%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV         | Teva Pharmaceutical Finance Netherlands III BV                                          | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1245000 | PA      | $1228114.69   | 0.01%             | 2025-01-31      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Saipem Finance International BV                        | Saipem Finance International BV                                                         | CUSIP: N/A<br>LEI: 724500V4QZAOY63SY989       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $972182.69    | 0.01%             | 2026-07-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   28234000 | PA      | $24711808.50  | 0.13%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Amsted Industries, Inc.                                | Amsted Industries, Inc.                                                                 | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |   11691000 | PA      | $11090784.06  | 0.06%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                        | Cable One, Inc.                                                                         | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   16595000 | PA      | $12330085.00  | 0.07%             | 2028-03-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                              | Intrum AB                                                                               | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    1654000 | PA      | $1480600.95   | 0.01%             | 2026-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                             | Encore Capital Group, Inc.                                                              | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |     532000 | PA      | $533158.00    | 0.00%             | 2025-10-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                      | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $624265.89    | 0.00%             | 2024-03-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| EC Finance plc                                         | EC Finance plc                                                                          | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |    1774000 | PA      | $1710029.96   | 0.01%             | 2026-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ingevity Corp.                                         | Ingevity Corp.                                                                          | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    5329000 | PA      | $4582221.65   | 0.02%             | 2028-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                                | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   22511000 | PA      | $22803057.04  | 0.12%             | 2028-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Ocado Group plc                                        | Ocado Group plc                                                                         | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    1848000 | PA      | $1720287.49   | 0.01%             | 2026-10-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                          | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    4055000 | PA      | $3051549.70   | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                  | eG Global Finance plc                                                                   | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |     626000 | PA      | $586003.94    | 0.00%             | 2025-10-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Helios Software Holdings, Inc.                         | Helios Software Holdings, Inc.                                                          | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8848000 | PA      | $6724258.71   | 0.04%             | 2028-05-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                                                       | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    5008000 | PA      | $4638660.00   | 0.02%             | 2032-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Atrium VIII                                            | Atrium VIII, Series 8A, Class SUB                                                       | CUSIP: 04964JAC8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   11500000 | PA      | $16675.00     | 0.00%             | 2024-10-23      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                                              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3788000 | PA      | $3055400.80   | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ardagh Packaging Finance plc                           | Ardagh Packaging Finance plc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |     500000 | PA      | $445752.51    | 0.00%             | 2026-08-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| SLM Corp.                                              | SLM Corp.                                                                               | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9715000 | PA      | $8262119.90   | 0.04%             | 2026-11-02      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                                               | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4609000 | PA      | $3971192.29   | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                          | Cheplapharm Arzneimittel GmbH                                                           | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |     805000 | PA      | $754903.02    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GenOn Energy Holdings LLC                              | GenOn Energy Holdings LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    3270000 | PA      | $0.33         | 0.00%             | 2049-12-31      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                       | Jaguar Land Rover Automotive plc                                                        | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $304179.64    | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                                                   | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    5366000 | PA      | $4897977.48   | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   79845000 | PA      | $63710321.63  | 0.34%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                                    | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7437000 | PA      | $7130232.30   | 0.04%             | 2024-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6869000 | PA      | $6844125.57   | 0.04%             | 2025-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Aruba Investments Holdings, LLC                        | Aruba Investments Holdings, LLC, 2nd Lien Term Loan                                     | CUSIP: 04317JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5230000 | PA      | $4733150.00   | 0.03%             | 2028-11-24      | Variable      | 12.14%                | No            | 2                  | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                                                      | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    7224000 | PA      | $6295820.39   | 0.03%             | 2049-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                                     | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   17177000 | PA      | $15417709.85  | 0.08%             | 2052-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                          | Cedar Fair LP                                                                           | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12410000 | PA      | $12274937.63  | 0.07%             | 2025-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MicroStrategy, Inc.                                    | MicroStrategy, Inc.                                                                     | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   22603000 | PA      | $16162275.15  | 0.09%             | 2028-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                       | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  149681000 | PA      | $146162972.62 | 0.78%             | 2027-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                             | Coty, Inc.                                                                              | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1042000 | PA      | $943010.00    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                  | Cheniere Energy, Inc.                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    4423000 | PA      | $3997805.29   | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Aretec Escrow Issuer, Inc.                             | Aretec Escrow Issuer, Inc.                                                              | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8343000 | PA      | $6884920.59   | 0.04%             | 2029-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| KB Home                                                | KB Home                                                                                 | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    3904000 | PA      | $3793477.76   | 0.02%             | 2030-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Codere Finance 2 Luxembourg SA                         | Codere Finance 2 Luxembourg SA                                                          | CUSIP: N/A<br>LEI: 2221005CUH65GSJUKB29       | Long             | DBT              | CORP              | LU        |     414138 | PA      | $244753.41    | 0.00%             | 2027-11-30      | Variable      | 12.75%                | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV          | Teva Pharmaceutical Finance Netherlands II BV                                           | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     359000 | PA      | $316392.04    | 0.00%             | 2030-05-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                                     | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     500000 | PA      | $458655.71    | 0.00%             | 2028-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                     | Telecom Italia SpA                                                                      | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    1907000 | PA      | $1806768.08   | 0.01%             | 2024-05-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     992000 | PA      | $805185.98    | 0.00%             | 2026-10-15      | Fixed         | 0.99%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                                              | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $1753197.60   | 0.01%             | 2031-11-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                                                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   29631000 | PA      | $28318240.03  | 0.15%             | 2050-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                           | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    4857000 | PA      | $4662674.25   | 0.02%             | 2025-06-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   36793000 | PA      | $30037526.68  | 0.16%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Merlin Entertainments Ltd.                             | Merlin Entertainments Ltd.                                                              | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |   13364000 | PA      | $12511877.95  | 0.07%             | 2026-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Finance LLC                           | Hilton Worldwide Finance LLC                                                            | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2017875.08   | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                          | Netflix, Inc.                                                                           | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    1427000 | PA      | $1400746.98   | 0.01%             | 2030-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   46190000 | PA      | $-420801.30   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   29968000 | PA      | $24847279.73  | 0.13%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                             | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3573600.00   | 0.02%             | 2026-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CrownRock LP                                           | CrownRock LP                                                                            | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5169000 | PA      | $4644428.07   | 0.02%             | 2029-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                                              | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   18929000 | PA      | $16538267.30  | 0.09%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Enerflex Ltd.                                          | Enerflex Ltd.                                                                           | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |   14913000 | PA      | $14871914.69  | 0.08%             | 2027-10-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Ziggo BV                                               | Ziggo BV                                                                                | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $427510.97    | 0.00%             | 2030-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                             | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   21376000 | PA      | $18003418.49  | 0.10%             | 2031-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MajorDrive Holdings IV LLC                             | MajorDrive Holdings IV LLC                                                              | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   11924000 | PA      | $8897580.89   | 0.05%             | 2029-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   37387000 | PA      | $25171420.99  | 0.13%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Nabors Industries, Inc.                                | Nabors Industries, Inc.                                                                 | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   32799000 | PA      | $31772218.45  | 0.17%             | 2027-05-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                            | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   23360000 | PA      | $24449063.29  | 0.13%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                              | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   14268000 | PA      | $11737427.38  | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                                              | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7849000 | PA      | $8861556.32   | 0.05%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Verallia SA                                            | Verallia SA                                                                             | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $581918.03    | 0.00%             | 2031-11-10      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                               | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1492000 | PA      | $1342635.88   | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                                                        | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   11253000 | PA      | $10212165.02  | 0.05%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Husky III Holding Ltd.                                 | Husky III Holding Ltd.                                                                  | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   19436000 | PA      | $17200860.00  | 0.09%             | 2025-02-15      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| RealPage, Inc.                                         | RealPage, Inc., 2nd Lien Term Loan                                                      | CUSIP: 75605VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   51501788 | PA      | $49312962.22  | 0.26%             | 2029-04-23      | Variable      | 10.88%                | No            | 2                  | On Loan: No      |
| Very Group Funding plc (The)                           | Very Group Funding plc (The)                                                            | CUSIP: N/A<br>LEI: 9845005CC91D50AF8202       | Long             | DBT              | CORP              | GB        |     538000 | PA      | $462054.89    | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ATF Netherlands BV                                     | ATF Netherlands BV                                                                      | CUSIP: N/A<br>LEI: 529900Z1P6YBY9EOYT70       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $208420.90    | 0.00%             | 2024-01-20      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC                                                                      | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18765000 | PA      | $13786645.50  | 0.07%             | 2026-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   18187000 | PA      | $15108304.64  | 0.08%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                        | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2167279.87   | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    2741000 | PA      | $2750721.98   | 0.01%             | 2024-07-06      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                                              | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    5288000 | PA      | $4395650.00   | 0.02%             | 2030-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                      | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1313788.98   | 0.01%             | 2080-08-27      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| AthenaHealth Group, Inc.                               | AthenaHealth Group, Inc.                                                                | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   79220000 | PA      | $58379766.51  | 0.31%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                                   | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   11885000 | PA      | $11301208.80  | 0.06%             | 2026-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |   14545000 | PA      | $70063.63     | 0.00%             | 2018-01-16      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                          | Cedar Fair LP                                                                           | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    1701000 | PA      | $1527581.54   | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                  | New Enterprise Stone & Lime Co., Inc.                                                   | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    5389000 | PA      | $4785274.26   | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                                                 | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   14289000 | PA      | $14278591.89  | 0.08%             | 2025-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                         | Blackstone Private Credit Fund                                                          | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    5372000 | PA      | $5329411.16   | 0.03%             | 2025-09-29      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                      | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    1929000 | PA      | $2179939.31   | 0.01%             | 2078-10-03      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   30415000 | PA      | $25700232.16  | 0.14%             | 2027-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     700000 | PA      | $-81750.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ovintiv, Inc.                                          | Ovintiv, Inc.                                                                           | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1631755.90   | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CVC Cordatus Loan Fund XXII DAC                        | CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D                                    | CUSIP: N/A<br>LEI: 549300CLF3QO0FAYZ343       | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $271073.84    | 0.00%             | 2034-12-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                                                            | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   22266000 | PA      | $18124330.29  | 0.10%             | 2041-11-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     543148 | PA      | $-101624.81   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Faurecia SE                                            | Faurecia SE                                                                             | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    1579000 | PA      | $1433323.99   | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                       | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  124841000 | PA      | $112214581.26 | 0.60%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                                                            | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   11137000 | PA      | $11191292.88  | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| New Fortress Energy, Inc.                              | New Fortress Energy, Inc.                                                               | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   75573000 | PA      | $70184645.10  | 0.37%             | 2026-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2501343.26   | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GTCR AP Finance, Inc.                                  | GTCR AP Finance, Inc.                                                                   | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8330000 | PA      | $7979140.40   | 0.04%             | 2027-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    2658000 | PA      | $2498594.24   | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                   | Ladder Capital Finance Holdings LLLP                                                    | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3906000 | PA      | $3281154.17   | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Crown Americas LLC                                     | Crown Americas LLC                                                                      | CUSIP: 228180AA3<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     942000 | PA      | $890679.84    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems LLC                             | Axalta Coating Systems LLC                                                              | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   18616000 | PA      | $15361274.80  | 0.08%             | 2029-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                           | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     629000 | PA      | $539715.90    | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                     | Cellnex Telecom SA                                                                      | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     400000 | PA      | $331539.77    | 0.00%             | 2030-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15251000 | PA      | $11701024.73  | 0.06%             | 2033-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                                                            | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1654928.68   | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   34844000 | PA      | $35028324.76  | 0.19%             | 2030-01-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13706000 | PA      | $13176147.97  | 0.07%             | 2025-06-16      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                       | OCP Euro CLO DAC, Series 2017-2X, Class E                                               | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |    1347000 | PA      | $1210083.37   | 0.01%             | 2032-01-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| BCPE Empire Holdings, Inc.                             | BCPE Empire Holdings, Inc.                                                              | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    9361000 | PA      | $8394757.58   | 0.04%             | 2027-05-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Fastighets AB Balder                                   | Fastighets AB Balder                                                                    | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |     478000 | PA      | $345697.93    | 0.00%             | 2081-06-02      | Variable      | 2.87%                 | No            | 2                  | On Loan: No      |
| Air France-KLM                                         | Air France-KLM                                                                          | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1628252.93   | 0.01%             | 2026-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     473333 | PA      | $9982.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                                                     | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6083000 | PA      | $5656434.13   | 0.03%             | 2028-06-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP, 1st Lien Term Loan                                                   | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    1969096 | PA      | $1925618.77   | 0.01%             | 2026-04-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                                                    | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1385716.44   | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Marvell Technology, Inc.                               | Marvell Technology, Inc.                                                                | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12681000 | PA      | $10199818.80  | 0.05%             | 2031-04-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                          | Banco BPM SpA                                                                           | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     882000 | PA      | $912721.69    | 0.00%             | 2030-09-14      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   39400000 | PA      | $36530728.49  | 0.19%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    7389000 | PA      | $6151342.50   | 0.03%             | 2027-09-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    5193000 | PA      | $4960336.15   | 0.03%             | 2025-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                               | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     989000 | PA      | $899873.79    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                                     | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   68274000 | PA      | $54227989.98  | 0.29%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Greeneden US Holdings I LLC                            | Greeneden US Holdings I LLC, Term Loan                                                  | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    5458514 | PA      | $5229966.15   | 0.03%             | 2027-12-01      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| SL Liquidity Series, LLC                               | Money Market Series                                                                     | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |      60845 | NS      | $60845.00     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Intrum AB                                              | Intrum AB                                                                               | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |     346000 | PA      | $335782.61    | 0.00%             | 2025-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| William Carter Co. (The)                               | William Carter Co. (The)                                                                | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    2686000 | PA      | $2576462.72   | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Orano SA                                               | Orano SA                                                                                | CUSIP: N/A<br>LEI: 969500161UMNDC85C891       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104137.87    | 0.00%             | 2026-04-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                               | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $1997717.07   | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| New Fortress Energy, Inc.                              | New Fortress Energy, Inc.                                                               | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   49536000 | PA      | $46851148.80  | 0.25%             | 2025-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                           | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5854225.00   | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                               | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   14354000 | PA      | $12640126.08  | 0.07%             | 2031-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                                               | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    6258000 | PA      | $5241075.00   | 0.03%             | 2029-02-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                                                 | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   12851000 | PA      | $10019505.76  | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                      | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10772000 | PA      | $10538893.92  | 0.06%             | 2033-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MasTec, Inc.                                           | MasTec, Inc.                                                                            | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   10365000 | PA      | $9283822.60   | 0.05%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                                | Banco Espirito Santo SA                                                                 | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   12000000 | PA      | $1541448.00   | 0.01%             | 2023-01-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   53579022 | PA      | $48968860.06  | 0.26%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                    | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32017000 | PA      | $27919464.34  | 0.15%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                                                    | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12109000 | PA      | $9512500.67   | 0.05%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                                                           | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1281845.16   | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                              | Nokia OYJ                                                                               | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    7083000 | PA      | $6722910.05   | 0.04%             | 2039-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                                                      | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15110000 | PA      | $13223743.15  | 0.07%             | 2030-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Civitas Resources, Inc.                                | Civitas Resources, Inc.                                                                 | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    5912000 | PA      | $5405079.82   | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Camelot US Acquisition 1 Co.                           | Camelot US Acquisition 1 Co., Term Loan                                                 | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.12         | 0.00%             | 2026-10-30      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                         | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1374907.06   | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   17271000 | PA      | $16321095.00  | 0.09%             | 2027-08-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| AMN Healthcare, Inc.                                   | AMN Healthcare, Inc.                                                                    | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    6115000 | PA      | $5232850.10   | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                        | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   18553000 | PA      | $14147219.09  | 0.08%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Acuris Finance US, Inc.                                | Acuris Finance US, Inc.                                                                 | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29161000 | PA      | $23255897.50  | 0.12%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                          | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   20260000 | PA      | $18724697.20  | 0.10%             | 2028-06-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Iliad SA                                               | Iliad SA                                                                                | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $481251.84    | 0.00%             | 2026-06-17      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance II plc                  | BCP V Modular Services Finance II plc                                                   | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1918573.43   | 0.01%             | 2028-11-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                                 | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   16740000 | PA      | $13186098.00  | 0.07%             | 2028-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                  | eG Global Finance plc                                                                   | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   16076000 | PA      | $14976775.69  | 0.08%             | 2025-10-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                                                    | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21719000 | PA      | $16763656.38  | 0.09%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cano Health LLC                                        | Cano Health LLC                                                                         | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |    7374000 | PA      | $4461270.00   | 0.02%             | 2028-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     365377 | PA      | $-9348.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.              | Sedgwick Claims Management Services, Inc., Term Loan                                    | CUSIP: 81527CAM9<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    4899733 | PA      | $4803501.97   | 0.03%             | 2026-09-03      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                            | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     600000 | PA      | $625356.46    | 0.00%             | 2023-09-19      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                                   | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   20511000 | PA      | $19435302.86  | 0.10%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| New Gold, Inc.                                         | New Gold, Inc.                                                                          | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |   18535000 | PA      | $16265465.61  | 0.09%             | 2027-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                               | Diamondback Energy, Inc.                                                                | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   24823000 | PA      | $18162261.54  | 0.10%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                          | Organon & Co.                                                                           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24493000 | PA      | $21208004.96  | 0.11%             | 2031-04-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                          | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3498000 | PA      | $3129120.09   | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CDI Escrow Issuer, Inc.                                | CDI Escrow Issuer, Inc.                                                                 | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38584000 | PA      | $34587821.55  | 0.18%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan                               | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3808860 | PA      | $3620016.72   | 0.02%             | 2029-04-13      | Variable      | 8.60%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                                     | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    5428000 | PA      | $3963558.39   | 0.02%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                          | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12648000 | PA      | $9493553.26   | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH                 | Techem Verwaltungsgesellschaft 674 mbH                                                  | CUSIP: N/A<br>LEI: 549300W2QKB8BC676O97       | Long             | DBT              | CORP              | DE        |    2110075 | PA      | $2118412.86   | 0.01%             | 2026-07-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                                 | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    6668000 | PA      | $6085150.12   | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United Natural Foods, Inc.                             | United Natural Foods, Inc.                                                              | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    5464000 | PA      | $5249947.80   | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CDW LLC                                                | CDW LLC                                                                                 | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17119000 | PA      | $14580081.11  | 0.08%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                                               | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    4012000 | PA      | $3751440.66   | 0.02%             | 2029-09-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1523278.52  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Garden Spinco Corp.                                    | Garden Spinco Corp.                                                                     | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11428000 | PA      | $12113680.00  | 0.06%             | 2030-07-20      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                                     | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17055000 | PA      | $15180085.69  | 0.08%             | 2029-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Summer BC Bidco B LLC                                  | Summer BC Bidco B LLC                                                                   | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |     200000 | PA      | $162288.00    | 0.00%             | 2026-10-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                                  | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   15132000 | PA      | $14946027.72  | 0.08%             | 2025-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                    | FIS Fabbrica Italiana Sintetici SpA                                                     | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |    1661000 | PA      | $1409779.36   | 0.01%             | 2027-08-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                      | Gen Digital, Inc.                                                                       | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   13445000 | PA      | $13209712.50  | 0.07%             | 2030-09-30      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Helios Software Holdings, Inc.                         | Helios Software Holdings, Inc., Term Loan                                               | CUSIP: 42328DAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3276063 | PA      | $3207822.74   | 0.02%             | 2028-03-11      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Premier Entertainment Sub LLC                          | Premier Entertainment Sub LLC                                                           | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5871000 | PA      | $4153145.40   | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                             | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   56202000 | PA      | $40789142.73  | 0.22%             | 2029-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                                             | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   41685000 | PA      | $33127350.46  | 0.18%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                                              | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    8938000 | PA      | $8758552.49   | 0.05%             | 2036-11-03      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Freedom Institute, Inc.                                | Freedom Institute, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     314534 | NS      | $3.15         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                                     | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      98000 | PA      | $94773.84     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                         | Carnival Holdings Bermuda Ltd.                                                          | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   64655000 | PA      | $66375469.55  | 0.35%             | 2028-05-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| RCI Banque SA                                          | RCI Banque SA                                                                           | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    7100000 | PA      | $6753229.27   | 0.04%             | 2030-02-18      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   60446000 | PA      | $42664600.18  | 0.23%             | 2030-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                        | Life Time, Inc.                                                                         | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   12356000 | PA      | $11497258.00  | 0.06%             | 2026-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AVSC Holding Corp.                                     | AVSC Holding Corp., 2nd Lien Term Loan                                                  | CUSIP: 00241YAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7771015 | PA      | $6234840.75   | 0.03%             | 2025-09-01      | Variable      | 11.42%                | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    1300000 | PA      | $1309322.84   | 0.01%             | 2025-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5580000 | PA      | $5046989.42   | 0.03%             | 2027-01-09      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                            | Block, Inc., Class A                                                                    | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      53398 | NS      | $3355530.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| New Enterprise Stone & Lime Co., Inc.                  | New Enterprise Stone & Lime Co., Inc.                                                   | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    9352000 | PA      | $8640683.51   | 0.05%             | 2028-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                      | Vantage Towers AG                                                                       | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $407713.00    | 0.00%             | 2025-03-31      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp.                                      | IRB Holding Corp., Term Loan B                                                          | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3186960 | PA      | $3088960.85   | 0.02%             | 2027-12-15      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                          | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   22286000 | PA      | $14850988.14  | 0.08%             | 2029-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $3500.00      | 0.00%             | 2016-12-30      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Premier Entertainment Sub LLC                          | Premier Entertainment Sub LLC                                                           | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6317000 | PA      | $4658155.80   | 0.02%             | 2029-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Clear Channel International BV                         | Clear Channel International BV                                                          | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   25126000 | PA      | $23975333.72  | 0.13%             | 2025-08-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                                               | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7624000 | PA      | $6823480.00   | 0.04%             | 2027-08-17      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                                   | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3944000 | PA      | $3749481.92   | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                              | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   20217000 | PA      | $16236879.21  | 0.09%             | 2031-09-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| SBB Treasury OYJ                                       | SBB Treasury OYJ                                                                        | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |     600000 | PA      | $406905.66    | 0.00%             | 2029-11-26      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Harvest Midstream I LP                                 | Harvest Midstream I LP                                                                  | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    1866000 | PA      | $1780985.04   | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                             | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   38682000 | PA      | $36451595.88  | 0.19%             | 2026-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                            | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13308000 | PA      | $11377288.27  | 0.06%             | 2030-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                        | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   33361000 | PA      | $30849583.59  | 0.16%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                             | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   11281000 | PA      | $10056560.26  | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                                                            | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   10729000 | PA      | $8848921.60   | 0.05%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                                                          | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    8789000 | PA      | $7226551.96   | 0.04%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                  | Deutsche Lufthansa AG                                                                   | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    2800000 | PA      | $2660068.25   | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Spirit AeroSystems, Inc.                               | Spirit AeroSystems, Inc.                                                                | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   10650000 | PA      | $10523904.00  | 0.06%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds V

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer