# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-053262
**Filing Date:** 2026-5
**Character Count:** 271384
**Document Hash:** 1a5f0238eeaf17a8c3f91357d3ff0e9e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053262.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053262

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212

**ORGANIZATION NAME:**
- **EIN:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 261024829

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### High Yield Bond Portfolio (Series ID: S000000046)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000081 | High Yield Bond Portfolio |  |

## Nport-Ex

High Yield Bond Portfolio

SCHEDULE OF INVESTMENTS

**March 31, 2026 (unaudited)** 

---

| | | |
|:---|:---|:---|
| Common Stocks (0.2%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Communication Services (0.0%)** |  |  |
|  Audacy, Inc. \*,Æ | 5845 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **101** |
|  **Industrial (0.2%)** |  |  |
|  Yeoman Capital SA \*,Æ | 159762 | 1269 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **1269** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Common Stocks (Cost: $8,750)** |  | **1370** |
|  Corporate Bonds (96.4%) |  |  |
|  **Basic Materials (4.2%)** |  |  |
|  Ashland, Inc.<br>3.375%, 9/1/31 144A | 1625000 | 1459 |
|  Axalta Coating Systems Dutch Holding BV<br>7.250%, 2/15/31 144A | 425000 | 444 |
|  Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding BV<br>4.750%, 6/15/27 144A | 600000 | 596 |
|  Carpenter Technology Corp.<br>5.625%, 3/1/34 144A | 475000 | 471 |
|  Celanese US Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 4/15/33 | 3125000 | 3206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 2/15/34 | 1425000 | 1460 |
|  Cleveland-Cliffs, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 3/1/29 144A | 1225000 | 1169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 3/1/31 144A | 425000 | 382 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 4/15/30 144A | 600000 | 585 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/1/29 144A | 400000 | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 3/15/32 144A | 1075000 | 1040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 5/1/33 144A | 650000 | 636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 9/15/31 144A | 375000 | 374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 1/15/34 144A | 725000 | 708 |
|  Coeur Mining, Inc.<br>5.125%, 2/15/29 144A | 1950000 | 1924 |
|  Element Solutions, Inc.<br>3.875%, 9/1/28 144A | 1625000 | 1582 |
|  H.B. Fuller Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/28 | 525000 | 507 |
|  Illuminate Buyer LLC / Illuminate Holdings IV, Inc.<br>9.000%, 7/1/28 144A | 408000 | 408 |
|  Olympus Water US Holding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/1/28 144A | 1500000 | 1433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 10/1/29 144A | 1100000 | 1040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 8/1/32 144A | 2225000 | 2119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 2/15/33 144A | 2150000 | 2051 |
|  SNF Group SACA<br>3.375%, 3/15/30 144A | 950000 | 879 |
|  Solstice Advanced Materials, Inc.<br>5.625%, 9/30/33 144A | 1750000 | 1726 |
|  W.R. Grace Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 8/15/29 144A | 1525000 | 1403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 8/15/32 144A | 1000000 | 974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 8/1/33 144A | 300000 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 3/1/31 144A | 325000 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **29593** |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Communications (10.0%)** |  |  |
|  APLD ComputeCo 2 LLC<br>6.750%, 3/15/31 144A | 850000 | 844 |
|  APLD ComputeCo LLC<br>9.250%, 12/15/30 144A | 2775000 | 2859 |
|  Black Pearl Compute LLC<br>6.125%, 2/15/31 144A | 625000 | 636 |
|  Cars.com, Inc.<br>6.375%, 11/1/28 144A | 1825000 | 1774 |
|  CCO Holdings LLC / CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 1/15/34 144A | 1200000 | 1027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/15/30 144A | 1500000 | 1402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 5/1/32 | 1700000 | 1519 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 6/1/33 144A | 1175000 | 1023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 3/1/30 144A | 2800000 | 2657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 2/1/32 144A | 525000 | 475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 2/1/28 144A | 2000000 | 1984 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 5/1/27 144A | 685000 | 684 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 6/1/29 144A | 1350000 | 1331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 2/1/33 144A | 2225000 | 2231 |
|  Cipher Compute LLC<br>7.125%, 11/15/30 144A | 1375000 | 1425 |
|  CSC Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 2/15/31 144A | 825000 | 485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/1/30 144A | 950000 | 570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/15/31 144A | 2400000 | 1423 |
|  Gen Digital, Inc.<br>6.250%, 4/1/33 144A | 1725000 | 1677 |
|  Go Daddy Operating Co. LLC / GD Finance Co., Inc.<br>5.250%, 12/1/27 144A | 1625000 | 1618 |
|  Gray Media, Inc.<br>5.375%, 11/15/31 144A | 975000 | 723 |
|  Lamar Media Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 1/15/31 | 425000 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 2/15/30 | 100000 | 95 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 1/15/29 | 675000 | 667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/1/33 144A | 450000 | 440 |
|  Match Group Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 8/1/30 144A | 1925000 | 1784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 6/1/28 144A | 1450000 | 1418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/27 144A | 525000 | 523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 9/15/33 144A | 450000 | 437 |
|  Millennium Escrow Corp.<br>6.625%, 8/1/26 144A | 1425000 | 1329 |
|  Nexstar Media, Inc.<br>5.625%, 7/15/27 144A | 675000 | 675 |
|  Outfront Media Capital LLC / Outfront Media Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 1/15/29 144A | 1150000 | 1109 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 3/15/30 144A | 1175000 | 1134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 2/15/31 144A | 150000 | 156 |
|  Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 3/15/43 | 800000 | 484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 9/1/43 | 1000000 | 694 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 4/30/36 | 575000 | 504 |

---

**1** 

------

High Yield Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Communications continued** |  |  |
|  Sinclair Television Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 12/31/32 144A | 150000 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 3/1/30 144A | 425000 | 368 |
|  Sirius XM Radio LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 9/1/31 144A | 1875000 | 1702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 7/15/28 144A | 550000 | 531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 7/1/30 144A | 775000 | 726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 7/1/29 144A | 1375000 | 1370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 4/15/32 144A | 700000 | 695 |
|  Sunrise FinCo I BV<br>4.875%, 7/15/31 144A | 3225000 | 3070 |
|  SV RNO Property Owner 1 LLC<br>5.875%, 3/1/31 144A | 1325000 | 1310 |
|  Telenet Finance Luxembourg Notes SARL<br>5.500%, 3/1/28 144A | 4000000 | 3925 |
|  Univision Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 5/1/29 144A | 1225000 | 1151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 6/30/30 144A | 1025000 | 1004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 8/15/28 144A | 1675000 | 1700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 7/31/31 144A | 300000 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 8/1/32 144A | 700000 | 721 |
|  Viavi Solutions, Inc.<br>3.750%, 10/1/29 144A | 1175000 | 1102 |
|  Virgin Media Finance PLC<br>5.000%, 7/15/30 144A | 2325000 | 1905 |
|  Virgin Media Secured Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/15/30 144A | 625000 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 5/15/29 144A | 475000 | 456 |
|  VMED O2 UK Financing I PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 1/31/31 144A | 600000 | 515 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 7/15/31 144A | 875000 | 753 |
|  VZ Secured Financing BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/15/32 144A | 1225000 | 1050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 1/15/33 144A | 650000 | 613 |
|  WULF Compute LLC<br>7.750%, 10/15/30 144A | 1625000 | 1717 |
|  Ziggo Bond Co. BV<br>5.125%, 2/28/30 144A | 1300000 | 1116 |
|  Ziggo BV<br>4.875%, 1/15/30 144A | 200000 | 187 |
|  ZipRecruiter, Inc.<br>5.000%, 1/15/30 144A | 975000 | 562 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **69429** |
|  **Consumer, Cyclical (18.5%)** |  |  |
|  1011778 BC ULC / New Red Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 1/15/28 144A | 1125000 | 1100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/15/30 144A | 4700000 | 4418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 1/15/28 144A | 1175000 | 1159 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 9/15/29 144A | 375000 | 376 |
|  Academy, Ltd.<br>6.000%, 11/15/27 144A | 1850000 | 1851 |
|  Acushnet Co.<br>5.625%, 12/1/33 144A | 650000 | 645 |
|  Adient Global Holdings, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 4/15/28 144A | 350000 | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 2/15/33 144A | 1400000 | 1415 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 4/15/31 144A | 1150000 | 1193 |
|  Affinity Interactive<br>6.875%, 12/15/27 144A | 1100000 | 660 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Consumer, Cyclical continued** |  |  |
|  American Airlines, Inc. / AAdvantage Loyalty IP, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 4/20/26 144A | 137500 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 4/20/29 144A | 200000 | 199 |
|  American Builders & Contractors Supply Co., Inc.<br>4.000%, 1/15/28 144A | 1775000 | 1742 |
|  Aramark Services, Inc.<br>5.000%, 2/1/28 144A | 225000 | 224 |
|  Asbury Automotive Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/29 144A | 1850000 | 1788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 2/15/32 144A | 675000 | 639 |
|  Beach Acquisition Bidco LLC<br>10.000%, 7/15/33 144A Þ | 4593896 | 4893 |
|  Boyd Gaming Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 12/1/27 | 1650000 | 1633 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 6/15/31 144A | 575000 | 547 |
|  Caesars Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/15/32 144A | 2100000 | 1932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 2/15/32 144A | 1450000 | 1433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 2/15/30 144A | 525000 | 531 |
|  Carnival Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 5/1/29 144A | 350000 | 347 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 8/1/32 144A | 625000 | 625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 6/15/31 144A | 1075000 | 1088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 2/15/33 144A | 875000 | 884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 8/15/29 144A | 375000 | 389 |
|  Champ Acquisition Corp.<br>8.375%, 12/1/31 144A | 950000 | 996 |
|  Churchill Downs, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 4/1/27 144A | 225000 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 4/1/30 144A | 500000 | 494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 5/1/31 144A | 2225000 | 2267 |
|  Clarios Global LP / Clarios US Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 5/15/28 144A | 625000 | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 2/15/30 144A | 975000 | 997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 9/15/32 144A | 4375000 | 4410 |
|  Cyprium Corp / Cyprium Holdings Luxembourg SARL<br>6.375%, 4/15/34 144A | 1150000 | 1116 |
|  Cyprium Corp. / Cyprium Holdings Luxembourg SARL<br>6.125%, 4/15/31 144A | 650000 | 641 |
|  Discovery Global Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.279%, 3/15/32 | 325000 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 3/15/42 | 3775000 | 2487 |
|  Dornoch Debt Merger Sub, Inc.<br>6.625%, 10/15/29 144A | 2925000 | 2600 |
|  Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 8/10/26 | 725000 | 720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/13/30 | 1975000 | 1838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 8/17/27 | 1350000 | 1332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.271%, 1/9/27 | 1675000 | 1667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.113%, 5/3/29 | 1200000 | 1189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.800%, 5/12/28 | 700000 | 721 |
|  Forvia SE<br>6.750%, 9/15/33 144A | 2050000 | 2002 |
|  The Gap, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/1/29 144A | 1325000 | 1238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 10/1/31 144A | 225000 | 204 |

---

**2** 

------

High Yield Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Consumer, Cyclical continued** |  |  |
|  Gates Corp.<br>6.875%, 7/1/29 144A | 1375000 | 1411 |
|  Group 1 Automotive, Inc.<br>6.375%, 1/15/30 144A | 375000 | 378 |
|  Hilton Domestic Operating Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 2/15/32 144A | 700000 | 636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 5/1/29 144A | 1150000 | 1101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 3/31/34 144A | 350000 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 9/15/33 144A | 150000 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 3/15/33 144A | 1250000 | 1258 |
|  IHO Verwaltungs GmbH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 5/15/29 144A | 1650000 | 1649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 11/15/32 144A | 3200000 | 3278 |
|  Installed Building Products, Inc.<br>5.625%, 2/1/34 144A | 325000 | 317 |
|  J.B. Poindexter & Co., Inc.<br>8.750%, 12/15/31 144A | 1800000 | 1824 |
|  KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC<br>4.750%, 6/1/27 144A | 550000 | 549 |
|  Kontoor Brands, Inc.<br>4.125%, 11/15/29 144A | 575000 | 543 |
|  LCM Investments Holdings II LLC<br>8.250%, 8/1/31 144A | 2975000 | 3090 |
|  Light and Wonder International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 10/1/33 144A | 625000 | 612 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 11/15/29 144A | 1975000 | 2013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 9/1/31 144A | 875000 | 898 |
|  Lithia Motors, Inc.<br>5.500%, 10/1/30 144A | 1400000 | 1372 |
|  The Men's Wearhouse LLC<br>9.000%, 2/1/31 144A | 825000 | 847 |
|  MGM Resorts International |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 9/15/29 | 1025000 | 1031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 4/15/32 | 2425000 | 2445 |
|  Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp.<br>4.875%, 5/1/29 144A | 2100000 | 2037 |
|  NCL Corp., Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 1/15/31 144A | 350000 | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 9/15/33 144A | 500000 | 485 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 2/1/32 144A | 1275000 | 1265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 2/15/29 144A | 275000 | 286 |
|  NCL Finance, Ltd.<br>6.125%, 3/15/28 144A | 750000 | 756 |
|  Patrick Industries, Inc.<br>6.375%, 11/1/32 144A | 2075000 | 2075 |
|  Qnity Electronics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 8/15/32 144A | 400000 | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 8/15/33 144A | 1275000 | 1289 |
|  QXO Building Products, Inc.<br>6.750%, 4/30/32 144A | 2200000 | 2244 |
|  Rivers Enterprise Borrower LLC<br>6.250%, 10/15/30 144A | 1375000 | 1372 |
|  Royal Caribbean Cruises, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 7/15/27 144A | 750000 | 753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 9/30/31 144A | 500000 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 2/1/33 144A | 1275000 | 1288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 3/15/32 144A | 925000 | 946 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Consumer, Cyclical continued** |  |  |
|  Sally Holdings LLC / Sally Capital, Inc.<br>6.750%, 4/1/32 | 1150000 | 1177 |
|  SeaWorld Parks & Entertainment, Inc.<br>5.250%, 8/15/29 144A | 2900000 | 2770 |
|  Six Flags Entertainment Corp.<br>7.250%, 5/15/31 144A | 875000 | 842 |
|  Station Casinos LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/15/28 144A | 2000000 | 1960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/1/31 144A | 1675000 | 1564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 3/15/32 144A | 250000 | 251 |
|  Suburban Propane Partners LP / Suburban Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 6/1/31 144A | 1850000 | 1741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/15/35 144A | 625000 | 608 |
|  Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 6/15/30 | 375000 | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 6/15/33 | 2875000 | 2724 |
|  White Cap Supply Holdings LLC<br>7.375%, 11/15/30 144A | 3125000 | 3031 |
|  The William Carter Co.<br>7.375%, 2/15/31 144A | 2425000 | 2473 |
|  WMG Acquisition Corp.<br>3.750%, 12/1/29 144A | 650000 | 617 |
|  Wyndham Hotels & Resorts, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 8/15/28 144A | 725000 | 708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 3/1/33 144A | 1150000 | 1132 |
|  Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 3/15/33 144A | 1250000 | 1237 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 2/15/31 144A | 1100000 | 1153 |
|  Yum! Brands, Inc.<br>4.625%, 1/31/32 | 1625000 | 1552 |
|  ZF North America Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 4/14/28 144A | 850000 | 862 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 4/14/30 144A | 475000 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **129287** |
|  **Consumer, Non-cyclical (15.5%)** |  |  |
|  1261229 BC, Ltd.<br>1.000%, 4/15/32 144A | 3675000 | 3763 |
|  AHP Health Partners, Inc.<br>5.750%, 7/15/29 144A | 1450000 | 1434 |
|  Albertsons Cos., Inc.<br>5.625%, 3/31/32 144A | 275000 | 271 |
|  Albertsons Cos., Inc. / Safeway, Inc. / New Albertson's LP / Albertson's LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 3/15/29 144A | 375000 | 358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 3/31/31 144A | 450000 | 445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 3/31/34 144A | 2550000 | 2495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 3/15/33 144A | 300000 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 2/15/28 144A | 1200000 | 1215 |
|  Allied Universal Holdco LLC / Allied Universal Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 6/1/29 144A | 1575000 | 1522 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 6/15/30 144A | 1400000 | 1419 |
|  Allied Universal Holdco LLC<br>7.875%, 2/15/31 144A | 2625000 | 2707 |
|  Amneal Pharmaceuticals, Inc.<br>6.875%, 8/1/32 144A | 1050000 | 1081 |
|  Avantor Funding, Inc.<br>3.875%, 11/1/29 144A | 1825000 | 1712 |

---

**3** 

------

High Yield Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Consumer, Non-cyclical continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 7/15/28 144A | 2350000 | 2294 |
|  Bausch Health Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 6/1/28 144A | 1925000 | 1763 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 1/30/30 144A | 1700000 | 1096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 2/15/29 144A | 625000 | 469 |
|  BellRing Brands, Inc.<br>7.000%, 3/15/30 144A | 3075000 | 3076 |
|  Belron UK Finance PLC<br>5.750%, 10/15/29 144A | 500000 | 503 |
|  The Brink's Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 6/15/29 144A | 1075000 | 1092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 6/15/32 144A | 1050000 | 1063 |
|  CHS / Community Health Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 5/15/30 144A | 1000000 | 942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 4/1/30 144A | 800000 | 696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 4/15/29 144A | 450000 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 1/15/34 144A | 875000 | 908 |
|  Clarivate Science Holdings Corp.<br>4.875%, 7/1/29 144A | 4875000 | 4230 |
|  Concentra Health Services, Inc.<br>6.875%, 7/15/32 144A | 700000 | 724 |
|  Edgewell Personal Care Co.<br>5.500%, 6/1/28 144A | 875000 | 870 |
|  Froneri Lux FinCo SARL<br>6.000%, 8/1/32 144A | 3800000 | 3705 |
|  Garda World Security Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 6/1/29 144A | 1725000 | 1642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 2/15/28 144A | 600000 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 8/1/32 144A | 800000 | 792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 11/15/32 144A | 2800000 | 2802 |
|  Genmab A/S / Genmab Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 12/15/32 144A | 375000 | 384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 12/15/33 144A | 2000000 | 2093 |
|  Grifols SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 10/15/28 144A | 4700000 | 4603 |
|  HealthEquity, Inc.<br>4.500%, 10/1/29 144A | 2225000 | 2153 |
|  Herc Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 3/15/34 144A | 550000 | 532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 6/15/30 144A | 825000 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 6/15/33 144A | 1225000 | 1255 |
|  Industrial F&B Investments III, Inc.<br>7.750%, 2/11/33 144A | 2825000 | 2854 |
|  Insulet Corp.<br>6.500%, 4/1/33 144A | 275000 | 281 |
|  IQVIA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/15/26 144A | 1375000 | 1373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 5/15/27 144A | 750000 | 747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 6/1/32 144A | 1775000 | 1802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 5/15/30 144A | 200000 | 204 |
|  Jazz Securities DAC<br>4.375%, 1/15/29 144A | 500000 | 488 |
|  Medline Borrower LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 4/1/29 144A | 1125000 | 1088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 10/1/29 144A | 6000000 | 5947 |
|  Medline Borrower LP / Medline Co-Issuer, Inc.<br>6.250%, 4/1/29 144A | 1150000 | 1172 |
|  Molina Healthcare, Inc.<br>6.250%, 1/15/33 144A | 1075000 | 1042 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Consumer, Non-cyclical continued** |  |  |
|  Opal Bidco SAS<br>6.500%, 3/31/32 144A | 2100000 | 2102 |
|  Organon & Co. / Organon Foreign Debt Co- Issuer BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 4/30/31 144A | 775000 | 632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 5/15/34 144A | 775000 | 690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 5/15/34 144A | 3400000 | 2799 |
|  Performance Food Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 8/1/29 144A | 1425000 | 1369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 3/1/34 144A | 1175000 | 1133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 9/15/32 144A | 275000 | 275 |
|  Post Holdings, Inc.<br>6.250%, 2/15/32 144A | 1025000 | 1036 |
|  Raven Acquisition Holdings LLC<br>6.875%, 11/15/31 144A | 2975000 | 2868 |
|  Select Medical Corp.<br>6.250%, 12/1/32 144A | 2350000 | 2240 |
|  Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.<br>6.750%, 8/15/32 144A | 1700000 | 1672 |
|  Teleflex, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 6/1/28 144A | 250000 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/27 | 450000 | 446 |
|  Tenet Healthcare Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 6/1/29 | 225000 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 6/15/28 | 125000 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 11/1/27 | 1800000 | 1798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/15/32 144A | 775000 | 768 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 11/15/33 144A | 300000 | 303 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/1/28 | 1523000 | 1526 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 6/15/30 | 775000 | 780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 5/15/31 | 1125000 | 1150 |
|  United Rentals North America, Inc.<br>4.875%, 1/15/28 | 1225000 | 1220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 1/15/30 | 425000 | 423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 11/15/33 144A | 725000 | 705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/15/29 144A | 375000 | 381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 3/15/34 144A | 675000 | 683 |
|  US Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 6/1/30 144A | 700000 | 682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 2/15/29 144A | 1500000 | 1480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 4/15/33 144A | 275000 | 274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 9/15/28 144A | 775000 | 792 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **108110** |
|  **Diversified (0.3%)** |  |  |
|  Stena International SA<br>7.250%, 1/15/31 144A | 1975000 | 1996 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **1996** |
|  **Energy (11.5%)** |  |  |
|  Aethon United BR LP / Aethon United Finance Corp.<br>7.500%, 10/1/29 144A | 2025000 | 2112 |
|  Antero Midstream Partners LP / Antero Midstream Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 6/15/29 144A | 975000 | 972 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 1/15/28 144A | 2825000 | 2825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 10/15/33 144A | 2200000 | 2176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 7/1/34 144A | 850000 | 838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 2/1/32 144A | 225000 | 230 |

---

**4** 

------

High Yield Bond Portfolio

---

| | | | |
|:---|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |  |
|  **Energy continued** |  |  |  |
|  Antero Resources Corp.<br>5.375%, 3/1/30 144A | 625000 | 628 |  |
|  Archrock Partners LP / Archrock Partners Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 4/1/28 144A | 1975000 | 1975 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 9/1/32 144A | 700000 | 714 |  |
|  Archrock Services LP / Archrock Partners Finance Corp.<br>6.000%, 2/1/34 144A | 1100000 | 1089 |  |
|  Ascent Resources Utica Holdings LLC / ARU Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 6/30/29 144A | 825000 | 824 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 10/15/32 144A | 550000 | 558 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 7/15/33 144A | 500000 | 509 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 11/1/27 144A | 200000 | 233 |  |
|  Blue Racer Midstream LLC / Blue Racer Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 7/15/29 144A | 400000 | 413 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 7/15/32 144A | 950000 | 987 |  |
|  Chesapeake Energy Corp. Escrow<br>7.000%, 10/1/49 \* | 1000000 |  | π |
|  Chord Energy Corp.<br>6.000%, 10/1/30 144A | 850000 | 861 |  |
|  CNX Midstream Partners LP<br>4.750%, 4/15/30 144A | 2700000 | 2567 |  |
|  CNX Resources Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 3/1/34 144A | 250000 | 243 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 3/1/32 144A | 525000 | 541 |  |
|  Comstock Resources, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 1/15/30 144A | 475000 | 460 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 3/1/29 144A | 1900000 | 1875 |  |
|  DBR Land Holdings LLC<br>6.250%, 12/1/30 144A | 675000 | 683 |  |
|  DT Midstream, Inc.<br>4.375%, 6/15/31 144A | 1600000 | 1542 |  |
|  Energy Transfer LP<br>7.375%, 2/1/31 144A | 750000 | 778 |  |
|  EQT Corp.<br>4.750%, 1/15/31 | 625000 | 622 |  |
|  Expand Energy Corp.<br>5.875%, 2/1/29 144A | 225000 | 225 |  |
|  Hess Midstream Operations LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 2/15/30 144A | 625000 | 601 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 6/15/28 144A | 1300000 | 1296 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/15/30 144A | 475000 | 471 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 3/1/28 144A | 200000 | 201 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 6/1/29 144A | 200000 | 204 |  |
|  HF Sinclair Corp.<br>5.000%, 2/1/28 | 1475000 | 1475 |  |
|  Kodiak Gas Services LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 4/1/31 144A | 850000 | 854 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/1/33 144A | 575000 | 581 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 10/1/35 144A | 1450000 | 1473 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 2/15/29 144A | 2050000 | 2124 |  |
|  Matador Resources Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 4/15/34 144A | 525000 | 522 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 4/15/33 144A | 675000 | 676 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 4/15/32 144A | 1000000 | 1011 |  |
|  Nabors Industries, Inc.<br>7.625%, 11/15/32 144A | 1350000 | 1382 |  |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Energy continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 8/15/31 144A | 450000 | 469 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.125%, 1/31/30 144A | 475000 | 499 |
|  Northriver Midstream Finance LP<br>6.750%, 7/15/32 144A | 2550000 | 2558 |
|  Permian Resources Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 2/1/33 144A | 600000 | 611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 1/15/32 144A | 325000 | 337 |
|  Precision Drilling Corp.<br>6.875%, 1/15/29 144A | 500000 | 504 |
|  Range Resources Corp.<br>4.750%, 2/15/30 144A | 475000 | 463 |
|  Rockies Express Pipeline LLC<br>6.750%, 3/15/33 144A | 700000 | 721 |
|  SM Energy Co.<br>6.625%, 1/15/27 | 250000 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 4/15/34 144A | 1850000 | 1845 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 9/15/26 | 1100000 | 1101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 8/1/32 144A | 275000 | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 7/1/28 144A | 1425000 | 1464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 11/1/30 144A | 575000 | 607 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 7/1/31 144A | 300000 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.625%, 6/15/33 144A | 525000 | 580 |
|  Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.<br>6.750%, 3/15/34 144A | 4925000 | 4950 |
|  Targa Resources Partners LP / Targa Resources Partners Finance Corp.<br>5.500%, 3/1/30 | 1900000 | 1917 |
|  TerraForm Power Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 1/15/30 144A | 1725000 | 1652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/31/28 144A | 1775000 | 1755 |
|  TGNR Intermediate Holdings LLC<br>5.500%, 10/15/29 144A | 2150000 | 2102 |
|  USA Compression Partners LP / USA Compression Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 10/1/33 144A | 1000000 | 997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 3/15/29 144A | 2450000 | 2507 |
|  Venture Global Plaquemines LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 1/15/34 144A | 1725000 | 1798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 6/15/34 144A | 875000 | 911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 1/15/36 144A | 1625000 | 1721 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 5/1/33 144A | 1900000 | 2088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 5/1/35 144A | 1700000 | 1905 |
|  WBI Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 10/15/30 144A | 850000 | 855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/15/33 144A | 1275000 | 1265 |
|  Western Midstream Operating LP<br>7.250%, 4/1/30 144A | 800000 | 842 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **80220** |
|  **Financial (11.5%)** |  |  |
|  Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/1/29 144A | 575000 | 556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/1/31 144A | 375000 | 368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 1/15/31 144A | 2225000 | 2244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 10/1/32 144A | 1550000 | 1535 |
|  AmWINS Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 6/30/29 144A | 3400000 | 3257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 2/15/29 144A | 1225000 | 1232 |

---

**5** 

------

High Yield Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Financial continued** |  |  |
|  Amynta Agency Borrower, Inc. / Amynta Warranty Borrower, Inc.<br>7.500%, 7/15/33 144A | 2925000 | 2774 |
|  Ardonagh Finco, Ltd.<br>7.750%, 2/15/31 144A | 950000 | 961 |
|  Ardonagh Group Finance, Ltd.<br>8.875%, 2/15/32 144A | 7300000 | 7152 |
|  Asurion LLC and Asurion Co-Issuer, Inc.<br>8.000%, 12/31/32 144A | 1325000 | 1375 |
|  Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance<br>7.125%, 5/15/31 144A | 3750000 | 3769 |
|  Broadstreet Partners Group LLC<br>5.875%, 4/15/29 144A | 4625000 | 4507 |
|  CrossCountry Intermediate HoldCo LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 10/1/30 144A | 2450000 | 2335 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 12/1/32 144A | 2050000 | 1929 |
|  HUB International, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 12/1/29 144A | 3075000 | 2983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 6/15/30 144A | 3475000 | 3560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 1/31/32 144A | 4625000 | 4717 |
|  Iron Mountain, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 1/15/33 144A | 1475000 | 1470 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 2/15/29 144A | 3125000 | 3185 |
|  Jones Deslauriers Insurance Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 10/1/33 144A | 2975000 | 2722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 3/15/30 144A | 1800000 | 1830 |
|  Navient Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 3/15/27 | 675000 | 660 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 6/15/26 | 500000 | 501 |
|  Panther Escrow Issuer LLC<br>7.125%, 6/1/31 144A | 5100000 | 5117 |
|  RHP Hotel Properties LP / RHP Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 3/15/34 144A | 675000 | 666 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 4/1/32 144A | 825000 | 840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 6/15/33 144A | 925000 | 942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 7/15/28 144A | 825000 | 842 |
|  Rocket Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 8/1/30 144A | 275000 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 8/1/33 144A | 1350000 | 1364 |
|  Rocket Mortgage LLC / Rocket Mortgage Co- Issuer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 10/15/26 144A | 1800000 | 1781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 3/1/29 144A | 1475000 | 1397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 3/1/31 144A | 1525000 | 1407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/15/33 144A | 1200000 | 1076 |
|  Ryan Specialty LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 2/1/30 144A | 800000 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 8/1/32 144A | 1400000 | 1384 |
|  USI, Inc.<br>7.500%, 1/15/32 144A | 4700000 | 4762 |
|  UWM Holdings LLC<br>6.250%, 3/15/31 144A | 1000000 | 911 |
|  XHR LP<br>6.625%, 5/15/30 144A | 925000 | 934 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **80098** |
|  **Industrial (12.3%)** |  |  |
|  Ardagh Group SA<br>9.500%, 12/1/30 144A | 966000 | 1013 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Industrial continued** |  |  |
|  Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC<br>4.000%, 9/1/29 144A | 2725000 | 2495 |
|  Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC<br>6.250%, 1/30/31 144A | 450000 | 446 |
|  Ball Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 8/15/30 | 700000 | 637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 6/15/29 | 500000 | 507 |
|  Clean Harbors, Inc.<br>5.750%, 10/15/33 144A | 875000 | 873 |
|  Clearwater Paper Corp.<br>4.750%, 8/15/28 144A | 1875000 | 1622 |
|  Clydesdale Acquisition Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 4/15/32 144A | 325000 | 308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 1/15/30 144A | 350000 | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 4/15/30 144A | 1025000 | 956 |
|  Coherent Corp.<br>5.000%, 12/15/29 144A | 2425000 | 2379 |
|  CP Atlas Buyer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 7/15/30 144A | 1375000 | 1289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12.750%, 1/15/31 144A Þ | 1826346 | 1410 |
|  Crown Americas LLC<br>5.250%, 4/1/30 | 400000 | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 6/1/33 | 1700000 | 1699 |
|  EMRLD Borrower LP / Emerald Co-Issuer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 12/15/30 144A | 4225000 | 4297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 7/15/31 144A | 200000 | 206 |
|  Energizer Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 3/31/29 144A | 2300000 | 2188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 6/15/28 144A | 1400000 | 1378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 9/15/33 144A | 1750000 | 1639 |
|  Enpro, Inc.<br>6.125%, 6/1/33 144A | 375000 | 379 |
|  Entegris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 5/1/29 144A | 725000 | 689 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 4/15/29 144A | 850000 | 840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 6/15/30 144A | 2725000 | 2742 |
|  Graphic Packaging International LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 3/15/28 144A | 425000 | 408 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 3/1/29 144A | 450000 | 421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 7/15/27 144A | 500000 | 496 |
|  Lsf12 Helix Parent LLC<br>7.125%, 2/1/33 144A | 975000 | 938 |
|  Madison IAQ LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 6/30/28 144A | 250000 | 244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 6/30/29 144A | 5125000 | 5026 |
|  Masterbrand, Inc.<br>7.000%, 7/15/32 144A | 1000000 | 977 |
|  Mauser Packaging Solutions Holding Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 4/15/30 144A | 1275000 | 1275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.250%, 4/15/30 144A | 600000 | 558 |
|  Maxam Prill SARL<br>7.750%, 7/15/30 144A | 2875000 | 2922 |
|  Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC<br>6.750%, 4/1/32 144A | 575000 | 551 |
|  MIWD Holdco II LLC / MIWD Finance Corp.<br>5.500%, 2/1/30 144A | 2275000 | 1965 |

---

**6** 

------

High Yield Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Industrial continued** |  |  |
|  Quikrete Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 3/1/32 144A | 1400000 | 1420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 3/1/33 144A | 2725000 | 2768 |
|  Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 4/15/29 144A | 550000 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 7/15/32 144A | 700000 | 734 |
|  Sealed Air Corp. / Sealed Air Corp. US<br>6.125%, 2/1/28 144A | 550000 | 557 |
|  Sensata Technologies BV<br>5.875%, 9/1/30 144A | 2125000 | 2129 |
|  Sensata Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 2/15/31 144A | 225000 | 209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 7/15/32 144A | 250000 | 255 |
|  SPX FLOW, Inc.<br>8.750%, 4/1/30 144A | 2950000 | 3015 |
|  Standard Building Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 8/1/33 144A | 1750000 | 1730 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 8/15/32 144A | 700000 | 700 |
|  Standard Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 1/15/31 144A | 250000 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 7/15/30 144A | 1200000 | 1131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 1/15/28 144A | 1325000 | 1310 |
|  TopBuild Corp.<br>5.625%, 1/31/34 144A | 1675000 | 1639 |
|  TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 1/15/33 144A | 275000 | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 7/31/34 144A | 425000 | 418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 1/31/34 144A | 275000 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 3/1/29 144A | 700000 | 713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 5/31/33 144A | 975000 | 970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 3/1/32 144A | 3475000 | 3544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 8/15/28 144A | 1000000 | 1012 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 1/31/34 144A | 550000 | 557 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 12/15/30 144A | 3850000 | 3945 |
|  Trivium Packaging Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 7/15/30 144A | 779000 | 815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12.250%, 1/15/31 144A | 1450000 | 1570 |
|  TTM Technologies, Inc.<br>4.000%, 3/1/29 144A | 550000 | 528 |
|  Watco Cos. LLC / Watco Finance Corp.<br>7.125%, 8/1/32 144A | 1500000 | 1541 |
|  WESCO Distribution, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 4/15/34 144A | 475000 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 3/15/29 144A | 1150000 | 1171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 3/15/33 144A | 450000 | 458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 3/15/32 144A | 1375000 | 1407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 6/15/28 144A | 1075000 | 1081 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **85639** |
|  **Technology (9.9%)** |  |  |
|  Amentum Holdings, Inc.<br>7.250%, 8/1/32 144A | 3000000 | 3104 |
|  AthenaHealth Group, Inc.<br>6.500%, 2/15/30 144A | 4025000 | 3778 |
|  CACI International, Inc.<br>6.375%, 6/15/33 144A | 1650000 | 1680 |
|  Capstone Borrower, Inc.<br>8.000%, 6/15/30 144A | 1650000 | 1576 |
|  Cloud Software Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 3/31/29 144A | 3125000 | 3049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 8/15/33 144A | 875000 | 778 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Technology continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 6/30/32 144A | 1075000 | 1019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 9/30/29 144A | 3450000 | 3328 |
|  Consensus Cloud Solutions, Inc.<br>6.500%, 10/15/28 144A | 2550000 | 2526 |
|  CoreWeave, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 2/1/31 144A | 1075000 | 1023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.250%, 6/1/30 144A | 2125000 | 2065 |
|  Elastic NV<br>4.125%, 7/15/29 144A | 2375000 | 2228 |
|  Fair Isaac Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 5/15/33 144A | 825000 | 809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 9/15/34 144A | 1275000 | 1254 |
|  Fortress Intermediate 3, Inc.<br>7.500%, 6/1/31 144A | 2775000 | 2758 |
|  Insight Enterprises, Inc.<br>6.625%, 5/15/32 144A | 1350000 | 1303 |
|  Kioxia Holdings Corp.<br>6.625%, 7/24/33 144A | 2400000 | 2467 |
|  McAfee Corp.<br>7.375%, 2/15/30 144A | 6825000 | 5639 |
|  NCR Voyix Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/1/28 144A | 1000000 | 963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 4/15/29 144A | 350000 | 335 |
|  Oak-Eagle Acquireco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 7/1/33 144A | 1025000 | 1062 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 7/1/34 144A | 1725000 | 1806 |
|  Open Text Corp.<br>3.875%, 2/15/28 144A | 1675000 | 1613 |
|  Open Text Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 2/15/30 144A | 2250000 | 2010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/1/31 144A | 300000 | 256 |
|  Rocket Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 2/15/29 144A | 3925000 | 3532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 11/28/28 144A | 1375000 | 1373 |
|  Science Applications International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 4/1/28 144A | 875000 | 861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/1/33 144A | 575000 | 561 |
|  Seagate Data Storage Technology Pte, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 7/15/30 144A | 200000 | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 12/15/29 144A | 75000 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 7/15/31 144A | 700000 | 734 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.625%, 12/1/32 144A | 2127000 | 2364 |
|  SS&C Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 9/30/27 144A | 3850000 | 3853 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 6/1/32 144A | 625000 | 625 |
|  Synaptics, Inc.<br>4.000%, 6/15/29 144A | 1175000 | 1113 |
|  UKG, Inc.<br>6.875%, 2/1/31 144A | 5000000 | 4887 |
|  Zebra Technologies Corp.<br>6.500%, 6/1/32 144A | 525000 | 529 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **69143** |
|  **Utilities (2.7%)** |  |  |
|  Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 2/1/29 144A | 350000 | 346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 2/1/31 144A | 600000 | 602 |
|  NRG Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 2/15/32 144A | 207000 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 6/15/29 144A | 775000 | 767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 1/15/28 | 400000 | 401 |

---

**7** 

------

High Yield Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Utilities continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 7/15/29 144A | 350000 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 1/15/34 144A | 350000 | 345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 2/1/33 144A | 975000 | 975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 1/15/36 144A | 2075000 | 2056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 11/1/34 144A | 725000 | 731 |
|  TransAlta Corp.<br>5.875%, 2/1/34 | 1425000 | 1415 |
|  Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/31/27 144A | 1100000 | 1096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 2/15/27 144A | 1925000 | 1925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 10/15/31 144A | 875000 | 917 |
|  VoltaGrid LLC<br>7.375%, 11/1/30 144A | 1550000 | 1601 |
|  XPLR Infrastructure Operating Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/15/27 144A | 700000 | 693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 1/15/29 144A | 2075000 | 2135 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 4/15/34 144A | 850000 | 878 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (96.4%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Utilities continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 1/15/31 144A | 250000 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 3/15/33 144A | 1325000 | 1400 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **19085** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Corporate Bonds (Cost: $684,501)** |  | **672600** |
| Warrants (–%) |  |  |
|  **Communications (–%)** |  |  |
|  Audacy, Inc. - Black Scholes Warrants \*,Æ | 7085 | –π |
|  Audacy, Inc. - Non-Black Scholes Warrants \*,Æ | 1181 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **–**π |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Warrants (Cost: $2)** |  | **–**π |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (96.6%) (Cost: $693,253)<sup>@</sup>** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (96.6%) (Cost: $693,253)<sup>@</sup>** | **673970** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (3.4%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (3.4%)** | **24062** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** | **698032** |

---

+ All par is stated in U.S. Dollar unless otherwise noted.

\* Non income producing

Æ Security valued using significant unobservable inputs.

---

| | |
|:---|:---|
| 144A | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026 the value of these securities (in thousands) was $622,631 representing 89.2% of the net assets.  |

---

---

| | |
|:---|:---|
| Þ | PIK - Payment In Kind. PIK rate of Beach Acquisition Bidco LLC is 10.75%. PIK rate of CP Atlas Buyer, Inc. is 5.75%.  |

---

---

| | |
|:---|:---|
| π | Amount is less than one thousand.  |

---

---

| | |
|:---|:---|
| @ | At March 31, 2026, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $693,009 and the net unrealized depreciation of investments based on that cost was $19,039 which is comprised of $6,002 aggregate gross unrealized appreciation and $25,041 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio's most recent annual report.  |

---

**8** 

------

High Yield Bond Portfolio

The Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes and requires disclosure of a fair value hierarchy, separately for each major category of asset and liability, which segregates fair value measurements into levels. A summary of the fair value hierarchy is described below:

Level 1 - fair value is determined by unadjusted quoted prices in active markets for identical securities or derivatives

Level 2 - fair value is determined by other significant observable inputs

Level 3 - fair value is determined by significant unobservable inputs

The categorization of a value determined for a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Portfolio's perceived risk of that instrument.

The following is a summary of the inputs used in valuing the Portfolio's Investments at March 31, 2026.

---

| | | | |
|:---|:---|:---|:---|
| | Valuation Inputs | Valuation Inputs | Valuation Inputs |
| <br>**Description** | **Level 1 - Quoted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3**<br> **- Significant<br>Unobservable<br>Inputs** |
|  | *(Amounts in thousands)* | *(Amounts in thousands)* |  |
|  Assets: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $— | $— | $1370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds |  | 672600 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  | —π |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets: | $— | $672600 | $1370 |

---

Management has determined that the amount of Level 3 securities compared to total net assets is not material; therefore, the reconciliation of Level 3 securities and assumptions is not shown for the period ended March 31, 2026.

**9** 

------

Abbreviations (unaudited)

**Abbreviations that may be used in the preceding statements** 

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| AFC | Available Funds Cap security - Security accrues interest at an assumed or uncapped rate. If the interest rate on the underlying loans is lower than the uncapped rate, then the security will pay at the lower rate. |
| CSTR | Collateral Strip Rate security - interest is based on the weighted net interest rate of the collateral. |
| IO | Interest Only Security |
| PO | Principal Only Security |
| GDR | Global Depositary Receipt |
| RB | Revenue Bond |
| CPURNSA | U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted |
| IBOR | Interbank Offered Rate |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| CME | Chicago Mercantile Exchange |
| ICE | Intercontinental Exchange |
| FTSE | Financial Times Stock Exchange |
| SONIO | Sterling Overnight Interbank Average Rate |
| DAC | Designated Activity Company |
| TBA | To Be Announced |
| CMT | Constant Maturity Treasury |
| OIS | Overnight Index Swaps |
| BBR | Bank Bill Rate |
| BBSW | Bank Bill Swap Reference Rate |
| DIFC | Dubai International Financial Centre |
| BRL-CDI | Brazil Interbank Deposit Rate |
| CAONREPO | Canadian Overnight Repo Rate Average |
| JIBAR | Johannesburg Interbank Agreed Rate |
| EURIBOR | Euro Interbank Offered Rate |
| PRIBOR | Prague Interbank Offered Rate |
| ETF | Exchange Traded Fund |
| **Currency Abbreviations** | **Currency Abbreviations** |
| AED | United Arab Emirates Dirham |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CNH | Chinese Yuan Renminbi - Offshore |
| CNY | Chinese Yuan Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EGP | Egyptian Pound |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| KWD | Kuwaiti Dinar |
| KZT | Kazakhstani Tenge |
| MXN | Mexican New Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Sol |
| PLN | Polish Zloty |
| PYG | Paraguayan Guarani |
| RUB | Russian Ruble |
| SAR | Saudi Riyal |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | Taiwan Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

**1**

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

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

- **b. EDGAR series identifier (if any):** S000000046

- **c. LEI of Series:** KUVC5M5XHVXDKYES4T32

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $701384817.69

**Total Liabilities:** $3142252.38

**Net Assets:** $698242565.31

**Delayed Delivery Securities:** $2777562.50

**Cash Not Reported:** $15896681.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -213.60000000 | **1-Year:** -2786.55000000 | **5-Year:** -3402.44000000 | **10-Year:** -142.02000000 | **30-Year:** 0.00000000

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

- **3-Month:** -1922.71000000 | **1-Year:** -56731.74000000 | **5-Year:** -118393.88000000 | **10-Year:** -25962.10000000 | **30-Year:** -769.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000081 | 0.29%                | 0.15%                | -1.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29553.74               | $-1704803.49                               |
| Month 2  | $-1262777.67             | $-1075091.96                               |
| Month 3  | $-963838.45              | $-10411963.45                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AHP HEALTH PARTN                        | AHP Health Partners Inc                                                         | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1433939.22   | 0.21%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                      | APLD ComputeCo LLC                                                              | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2859143.55   | 0.41%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    137500 | PA      | $137552.25    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $198906.06    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                             | Academy Ltd                                                                     | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1851385.65   | 0.27%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                             | Acushnet Co                                                                     | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644970.24    | 0.09%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                  | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    350000 | PA      | $354652.20    | 0.05%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                  | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1150000 | PA      | $1192893.85   | 0.17%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                  | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1400000 | PA      | $1415407.00   | 0.20%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                 | Aethon United BR LP / Aethon United Finance Corp                                | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2112004.13   | 0.30%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFFINITY INTERACTIVE                    | Affinity Interactive                                                            | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $660147.09    | 0.09%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    375000 | PA      | $357727.54    | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1215027.72   | 0.17%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302011.50    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444902.40    | 0.06%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2494783.07   | 0.36%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                      | Albertsons Cos Inc                                                              | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270741.93    | 0.04%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $556329.29    | 0.08%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2243939.36   | 0.32%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $368230.35    | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1535199.36   | 0.22%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1521885.96   | 0.22%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                 | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2706939.38   | 0.39%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1419154.80   | 0.20%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                    | Amentum Holdings Inc                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3104430.00   | 0.44%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                       | American Builders & Contractors Supply Co Inc                                   | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1741688.22   | 0.25%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                | Amneal Pharmaceuticals LLC                                                      | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1080920.40   | 0.15%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                        | AmWINS Group Inc                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3257075.22   | 0.47%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                        | AmWINS Group Inc                                                                | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1232093.98   | 0.18%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                     | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2773886.90   | 0.40%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                   | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628184.38    | 0.09%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2824985.31   | 0.40%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $971873.86    | 0.14%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $229958.78    | 0.03%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2175593.64   | 0.31%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $837616.97    | 0.12%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                    | APLD ComputeCo 2 LLC                                                            | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $843811.24    | 0.12%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                    | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223672.12    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                | Archrock Services LP / Archrock Partners Finance Corp                           | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1089069.37   | 0.16%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                | Archrock Partners LP / Archrock Partners Finance Corp                           | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1975000.00   | 0.28%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                | Archrock Partners LP / Archrock Partners Finance Corp                           | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $713758.50    | 0.10%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2725000 | PA      | $2495286.32   | 0.36%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    450000 | PA      | $446135.81    | 0.06%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                      | Ardonagh Finco Ltd                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    950000 | PA      | $961131.15    | 0.14%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                  | Ardonagh Group Finance Ltd                                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   7300000 | PA      | $7152266.03   | 1.02%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                         | Ardagh Group SA                                                                 | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    966000 | PA      | $1012907.99   | 0.15%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                | Western Midstream Operating LP                                                  | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    800000 | PA      | $842413.60    | 0.12%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                 | Asbury Automotive Group Inc                                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1788451.24   | 0.26%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                 | Asbury Automotive Group Inc                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    675000 | PA      | $639233.17    | 0.09%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |    200000 | PA      | $233498.00    | 0.03%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |    825000 | PA      | $824236.13    | 0.12%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557942.00    | 0.08%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508586.00    | 0.07%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                             | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1459149.92   | 0.21%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                  | Asurion LLC/ Asurion Co-Issuer Inc                                              | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1374618.59   | 0.20%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AUDACY INC                              | AUDACY INC                                                                      | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5845 | NS      | $100884.70    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AVANTOR FUNDING INC                     | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2293631.61   | 0.33%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                     | Avantor Funding Inc                                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1712202.41   | 0.25%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    600000 | PA      | $595940.52    | 0.09%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                | Axalta Coating Systems Dutch Holding B BV                                       | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    425000 | PA      | $444429.87    | 0.06%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3769010.36   | 0.54%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                               | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    700000 | PA      | $637123.96    | 0.09%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                               | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507187.50    | 0.07%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                   | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1096500.00   | 0.16%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                   | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $468750.00    | 0.07%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                   | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1762741.77   | 0.25%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                 | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   4593896 | PA      | $4892578.76   | 0.70%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                     | BellRing Brands Inc                                                             | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3075799.50   | 0.44%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                   | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $503157.50    | 0.07%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                 | Black Pearl Compute LLC                                                         | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $636123.13    | 0.09%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                | Blue Racer Midstream LLC / Blue Racer Finance Corp                              | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $413228.00    | 0.06%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                | Blue Racer Midstream LLC / Blue Racer Finance Corp                              | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $986843.85    | 0.14%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                        | Boyd Gaming Corp                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1632845.28   | 0.23%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                        | Boyd Gaming Corp                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    575000 | PA      | $546718.05    | 0.08%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                          | Brink's Co/The                                                                  | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1091642.08   | 0.16%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                          | Brink's Co/The                                                                  | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1062826.80   | 0.15%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                | Broadstreet Partners Group LLC                                                  | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4507350.18   | 0.65%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $684225.33    | 0.10%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983580.80   | 0.28%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1331441.15   | 0.19%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2656847.68   | 0.38%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1401717.90   | 0.20%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1022982.61   | 0.15%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1518559.77   | 0.22%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1026592.32   | 0.15%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $474687.68    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2231128.32   | 0.32%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                     | Churchill Downs Inc                                                             | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494481.30    | 0.07%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    450000 | PA      | $432737.01    | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    800000 | PA      | $695571.68    | 0.10%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942482.34    | 0.13%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    875000 | PA      | $908134.61    | 0.13%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                      | CP Atlas Buyer Inc                                                              | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1289444.89   | 0.18%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                      | CP Atlas Buyer Inc                                                              | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   1826346 | PA      | $1409686.16   | 0.20%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                        | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    950000 | PA      | $570084.16    | 0.08%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                        | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    825000 | PA      | $484644.27    | 0.07%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                        | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1422980.64   | 0.20%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                      | CNX Resources Corp                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    525000 | PA      | $540989.40    | 0.08%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                      | CNX Resources Corp                                                              | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243469.15    | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                   | CNX Midstream Partners LP                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2567002.32   | 0.37%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                  | CACI International Inc                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1679577.90   | 0.24%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                   | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531483.75    | 0.08%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                   | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1433119.25   | 0.21%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                   | Caesars Entertainment Inc                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1932018.52   | 0.28%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                   | Capstone Borrower Inc                                                           | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1576541.84   | 0.23%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                           | Carnival Corp                                                                   | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    375000 | PA      | $389006.75    | 0.06%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                           | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    875000 | PA      | $883771.88    | 0.13%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                           | Carnival Corp                                                                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1075000 | PA      | $1088212.83   | 0.16%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                           | Carnival Corp                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    625000 | PA      | $624796.75    | 0.09%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                           | Carnival Corp                                                                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    350000 | PA      | $347473.56    | 0.05%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                    | Carpenter Technology Corp                                                       | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470624.76    | 0.07%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                            | Cars.com Inc                                                                    | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1773882.12   | 0.25%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                | Celanese US Holdings LLC                                                        | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3206134.16   | 0.46%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                | Celanese US Holdings LLC                                                        | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1459946.70   | 0.21%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                  | Champ Acquisition Corp                                                          | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $995722.55    | 0.14%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                      | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225149.32    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESC CB CHESAPEAKE ENER                  | ESC CB CHESAPEAKE ENER                                                          | CUSIP: 165ESCAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $100.00       | 0.00%             | 2024-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                     | Churchill Downs Inc                                                             | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224713.17    | 0.03%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                     | Churchill Downs Inc                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2266832.23   | 0.32%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                      | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1424539.88   | 0.20%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                            | SM Energy Co                                                                    | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1464220.28   | 0.21%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                            | SM Energy Co                                                                    | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313587.60    | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                            | SM Energy Co                                                                    | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $606674.45    | 0.09%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                            | SM Energy Co                                                                    | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    525000 | PA      | $579978.53    | 0.08%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    625000 | PA      | $631081.88    | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    975000 | PA      | $996937.50    | 0.14%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4375000 | PA      | $4410000.00   | 0.63%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                     | Clarivate Science Holdings Corp                                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4229969.74   | 0.61%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                       | Clean Harbors Inc                                                               | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    875000 | PA      | $872856.78    | 0.13%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                   | Clearwater Paper Corp                                                           | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1621875.00   | 0.23%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                    | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1168915.80   | 0.17%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                    | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    425000 | PA      | $381719.11    | 0.05%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                    | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584996.05    | 0.08%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                    | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1040118.72   | 0.15%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                    | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399964.23    | 0.06%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                    | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635875.55    | 0.09%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                    | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374046.56    | 0.05%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                    | Cleveland-Cliffs Inc                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    725000 | PA      | $708301.54    | 0.10%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                  | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3328123.92   | 0.48%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                  | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1019567.53   | 0.15%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                  | Cloud Software Group Inc                                                        | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    875000 | PA      | $777940.36    | 0.11%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                  | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $956400.75    | 0.14%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                  | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340190.42    | 0.05%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                  | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307496.67    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                        | Coeur Mining Inc                                                                | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1924531.25   | 0.28%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                  | Comstock Resources Inc                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1875362.32   | 0.27%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                  | Comstock Resources Inc                                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $459595.42    | 0.07%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                | Concentra Health Services Inc                                                   | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723704.80    | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2526082.53   | 0.36%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                | Constellation Energy Generation LLC                                             | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345766.39    | 0.05%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                | Constellation Energy Generation LLC                                             | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601614.76    | 0.09%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                           | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2064776.23   | 0.30%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                           | CoreWeave Inc                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1022882.82   | 0.15%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                      | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777910.07    | 0.11%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                      | CrossCountry Intermediate HoldCo LLC                                            | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2335189.64   | 0.33%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                      | CrossCountry Intermediate HoldCo LLC                                            | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1928948.53   | 0.28%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                      | Crown Americas LLC                                                              | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399587.60    | 0.06%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                      | Crown Americas LLC                                                              | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699214.77   | 0.24%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                 | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    650000 | PA      | $640781.34    | 0.09%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                 | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1150000 | PA      | $1116238.32   | 0.16%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                        | DT Midstream Inc                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1542291.14   | 0.22%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                   | DBR Land Holdings LLC                                                           | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $683430.75    | 0.10%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                 | Dornoch Debt Merger Sub Inc                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2599821.61   | 0.37%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205691.20    | 0.03%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    625000 | PA      | $621709.06    | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                  | Edgewell Personal Care Co                                                       | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    875000 | PA      | $870249.11    | 0.12%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                              | Elastic NV                                                                      | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   2375000 | PA      | $2227921.95   | 0.32%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                   | Element Solutions Inc                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1582153.30   | 0.23%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4297074.28   | 0.62%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                  | Energizer Holdings Inc                                                          | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1378058.78   | 0.20%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                  | Energizer Holdings Inc                                                          | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2188482.66   | 0.31%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                  | Energizer Holdings Inc                                                          | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1638933.10   | 0.23%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                               | Enpro Inc                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379299.75    | 0.05%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                            | Entegris Inc                                                                    | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    725000 | PA      | $689095.17    | 0.10%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                            | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $840251.52    | 0.12%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                            | Entegris Inc                                                                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2742189.30   | 0.39%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                         | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    825000 | PA      | $809507.66    | 0.12%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                         | Fair Isaac Corp                                                                 | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1254004.07   | 0.18%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                               | Forvia SE                                                                       | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |   2050000 | PA      | $2001599.09   | 0.29%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1667345.27   | 0.24%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1332511.60   | 0.19%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1837931.43   | 0.26%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    725000 | PA      | $719646.64    | 0.10%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721070.39    | 0.10%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1188598.67   | 0.17%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                   | Fortress Intermediate 3 Inc                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2757929.59   | 0.39%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                  | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |   3800000 | PA      | $3704573.64   | 0.53%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                             | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1237689.13   | 0.18%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                             | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203819.22    | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                    | Garda World Security Corp                                                       | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1725000 | PA      | $1641897.09   | 0.24%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                    | Garda World Security Corp                                                       | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $610360.20    | 0.09%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                    | Garda World Security Corp                                                       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $791627.04    | 0.11%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                    | Garda World Security Corp                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   2800000 | PA      | $2801901.20   | 0.40%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                    | Gates Corp/DE                                                                   | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1410803.63   | 0.20%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                   | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    375000 | PA      | $384462.00    | 0.06%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                   | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   2000000 | PA      | $2093462.00   | 0.30%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1618376.39   | 0.23%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                | Graphic Packaging International LLC                                             | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495811.90    | 0.07%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                | Graphic Packaging International LLC                                             | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    425000 | PA      | $408359.34    | 0.06%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                | Graphic Packaging International LLC                                             | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421284.92    | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                          | Gray Media Inc                                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    975000 | PA      | $723147.75    | 0.10%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                              | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   4700000 | PA      | $4603508.06   | 0.66%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                  | Group 1 Automotive Inc                                                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377515.50    | 0.05%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                        | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1474882.81   | 0.21%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                          | HB Fuller Co                                                                    | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506985.47    | 0.07%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                        | HealthEquity Inc                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2152658.35   | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                       | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    825000 | PA      | $845929.43    | 0.12%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                       | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1255308.95   | 0.18%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                       | Herc Holdings Inc                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $531711.84    | 0.08%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                | Hess Midstream Operations LP                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $600585.81    | 0.09%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                | Hess Midstream Operations LP                                                    | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $471245.65    | 0.07%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                | Hess Midstream Operations LP                                                    | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204305.03    | 0.03%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                | Hess Midstream Operations LP                                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201283.20    | 0.03%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                | Hess Midstream Operations LP                                                    | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296179.95   | 0.19%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1100832.21   | 0.16%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636069.07    | 0.09%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1257631.25   | 0.18%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149322.76    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341941.92    | 0.05%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                   | HUB International Ltd                                                           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2982889.51   | 0.43%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                   | HUB International Ltd                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3559803.90   | 0.51%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                   | HUB International Ltd                                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4717328.88   | 0.68%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                    | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1650000 | PA      | $1649402.54   | 0.24%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                    | IHO Verwaltungs GmbH                                                            | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   3200000 | PA      | $3278172.80   | 0.47%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                               | IQVIA Inc                                                                       | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1373512.94   | 0.20%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                   | Illuminate Buyer LLC / Illuminate Holdings IV Inc                               | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $408329.66    | 0.06%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                      | Industrial F&B Investments III Inc                                              | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2854247.03   | 0.41%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                        | Insight Enterprises Inc                                                         | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1302958.04   | 0.19%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                | Installed Building Products Inc                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317133.70    | 0.05%             | 2034-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                     | Insulet Corp                                                                    | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280693.05    | 0.04%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                | Olympus Water US Holding Corp                                                   | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2118920.01   | 0.30%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                               | IQVIA Inc                                                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747164.55    | 0.11%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                               | IQVIA Inc                                                                       | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204183.80    | 0.03%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                               | IQVIA Inc                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1802496.53   | 0.26%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                       | Iron Mountain Inc                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   3125000 | PA      | $3185034.38   | 0.46%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                       | Iron Mountain Inc                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1475000 | PA      | $1470283.39   | 0.21%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                  | JB Poindexter & Co Inc                                                          | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1824426.00   | 0.26%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                     | Jazz Securities DAC                                                             | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $487639.95    | 0.07%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                | Jones Deslauriers Insurance Management Inc                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1829570.40   | 0.26%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                | Jones Deslauriers Insurance Management Inc                                      | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   2975000 | PA      | $2721588.52   | 0.39%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                  | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                  | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $549041.08    | 0.08%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                    | Kioxia Holdings Corp                                                            | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   2400000 | PA      | $2466779.64   | 0.35%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                 | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2123912.75   | 0.30%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                 | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581211.15    | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                 | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1473072.40   | 0.21%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                 | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854209.51    | 0.12%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                      | Kontoor Brands Inc                                                              | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    575000 | PA      | $543361.35    | 0.08%             | 2029-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                | LCM Investments Holdings II LLC                                                 | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3090266.38   | 0.44%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                        | Lamar Media Corp                                                                | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95424.31     | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                        | Lamar Media Corp                                                                | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $666958.25    | 0.10%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                        | Lamar Media Corp                                                                | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $393287.69    | 0.06%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                        | Lamar Media Corp                                                                | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $440425.71    | 0.06%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                 | Light & Wonder International Inc                                                | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    875000 | PA      | $898012.50    | 0.13%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                 | Light & Wonder International Inc                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    625000 | PA      | $612306.25    | 0.09%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                       | Lithia Motors Inc                                                               | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1371902.49   | 0.20%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                  | Lsf12 Helix Parent LLC                                                          | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    975000 | PA      | $938345.95    | 0.13%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                        | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2445018.38   | 0.35%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                        | MGM Resorts International                                                       | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1031073.13   | 0.15%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                  | MIWD Holdco II LLC / MIWD Finance Corp                                          | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1964979.38   | 0.28%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                         | Madison IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244148.35    | 0.03%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                         | Madison IAQ LLC                                                                 | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5025880.45   | 0.72%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                  | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    325000 | PA      | $287625.00    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                  | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $2486991.59   | 0.36%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                         | Masterbrand Inc                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977038.30    | 0.14%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                    | Matador Resources Co                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010890.03   | 0.14%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                    | Matador Resources Co                                                            | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    675000 | PA      | $675634.50    | 0.10%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                    | Matador Resources Co                                                            | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521680.51    | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                  | Match Group Holdings II LLC                                                     | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522808.18    | 0.07%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                  | Match Group Holdings II LLC                                                     | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1783957.87   | 0.26%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                  | Match Group Holdings II LLC                                                     | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1417571.91   | 0.20%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                  | Match Group Holdings II LLC                                                     | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437316.08    | 0.06%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                  | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1275000.00   | 0.18%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                  | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557500.68    | 0.08%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                        | Maxam Prill Sarl                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |   2875000 | PA      | $2922043.63   | 0.42%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                             | McAfee Corp                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $5638755.62   | 0.81%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                | Medline Borrower LP/Medline Co-Issuer Inc                                       | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1171830.31   | 0.17%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE MEN'S WEARHOUSE LLC                 | Men's Wearhouse LLC/The                                                         | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |    825000 | PA      | $846723.08    | 0.12%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2036620.11   | 0.29%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                  | Millennium Escrow Corp                                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1328897.16   | 0.19%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                  | AthenaHealth Group Inc                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3777960.39   | 0.54%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $550708.09    | 0.08%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1042309.93   | 0.15%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                     | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1088282.03   | 0.16%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                     | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5947159.80   | 0.85%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                          | NCR Voyix Corp                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963526.60    | 0.14%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                          | NCR Voyix Corp                                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334760.09    | 0.05%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                     | NCL Corp Ltd                                                                    | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $286308.83    | 0.04%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                     | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1275000 | PA      | $1265326.19   | 0.18%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                     | NCL Corp Ltd                                                                    | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $340048.04    | 0.05%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                     | NCL Corp Ltd                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $485169.20    | 0.07%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                         | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $756444.00    | 0.11%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                          | NRG Energy Inc                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400745.53    | 0.06%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                          | NRG Energy Inc                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767294.56    | 0.11%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                          | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    207000 | PA      | $189769.13    | 0.03%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                          | NRG Energy Inc                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    975000 | PA      | $975248.63    | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                          | NRG Energy Inc                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730779.84    | 0.10%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                          | NRG Energy Inc                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349476.75    | 0.05%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                          | NRG Energy Inc                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345248.54    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                          | NRG Energy Inc                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2056132.23   | 0.29%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                   | Nabors Industries Inc                                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    475000 | PA      | $498745.73    | 0.07%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                   | Nabors Industries Inc                                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468799.65    | 0.07%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                   | Nabors Industries Inc                                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1381924.17   | 0.20%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                            | Navient Corp                                                                    | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501185.00    | 0.07%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                            | Navient Corp                                                                    | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    675000 | PA      | $659788.81    | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                  | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693043.68    | 0.10%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                  | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2135519.45   | 0.31%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                       | Nexstar Media Inc                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    675000 | PA      | $674678.97    | 0.10%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                | Northriver Midstream Finance LP                                                 | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2557525.05   | 0.37%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                         | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1676899.41   | 0.24%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                 | OAK-Eagle Acquireco Inc                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1061996.79   | 0.15%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                 | OAK-Eagle Acquireco Inc                                                         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1805888.13   | 0.26%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                       | Chord Energy Corp                                                               | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    850000 | PA      | $861279.50    | 0.12%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                | Olympus Water US Holding Corp                                                   | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1432705.95   | 0.21%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                | Olympus Water US Holding Corp                                                   | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1039546.20   | 0.15%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                | Olympus Water US Holding Corp                                                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2051317.58   | 0.29%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1099663.88   | 0.16%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1175000 | PA      | $1158540.37   | 0.17%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4700000 | PA      | $4417648.44   | 0.63%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    375000 | PA      | $375816.75    | 0.05%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                          | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3675000 | PA      | $3762626.70   | 0.54%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                              | OPAL BIDCO                                                                      | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2102024.40   | 0.30%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                          | Open Text Corp                                                                  | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1675000 | PA      | $1612797.03   | 0.23%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                           | Open Text Holdings Inc                                                          | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2010438.00   | 0.29%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                           | Open Text Holdings Inc                                                          | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $256017.27    | 0.04%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    775000 | PA      | $690389.22    | 0.10%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2799228.50   | 0.40%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    775000 | PA      | $631617.17    | 0.09%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1133670.55   | 0.16%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1108600.46   | 0.16%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156406.95    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                   | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5117130.90   | 0.73%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                  | Patrick Industries Inc                                                          | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2074867.08   | 0.30%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                | Performance Food Group Inc                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1368804.27   | 0.20%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275507.93    | 0.04%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                | Performance Food Group Inc                                                      | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1133278.57   | 0.16%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                | Permian Resources Operating LLC                                                 | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336535.88    | 0.05%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611181.60    | 0.09%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                       | Post Holdings Inc                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1035597.48   | 0.15%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                 | Precision Drilling Corp                                                         | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $503680.50    | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                   | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400476.40    | 0.06%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                   | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1289199.68   | 0.18%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                   | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2243980.20   | 0.32%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1396813.64   | 0.20%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1407236.60   | 0.20%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                   | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1419604.20   | 0.20%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                   | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2767619.00   | 0.40%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    825000 | PA      | $842312.63    | 0.12%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    825000 | PA      | $839945.70    | 0.12%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    925000 | PA      | $941905.30    | 0.13%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |    675000 | PA      | $666126.25    | 0.10%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                    | Range Resources Corp                                                            | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    475000 | PA      | $463151.60    | 0.07%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                | Raven Acquisition Holdings LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2868069.87   | 0.41%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                            | SPX FLOW Inc                                                                    | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3014546.00   | 0.43%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                 | Rivers Enterprise Borrower LLC                                                  | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1371529.78   | 0.20%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                | TGNR Intermediate Holdings LLC                                                  | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2102167.02   | 0.30%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                          | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $277537.43    | 0.04%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                          | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1364504.40   | 0.20%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1780528.50   | 0.26%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1075640.40   | 0.15%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                     | Rocket Software Inc                                                             | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3532470.21   | 0.51%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                     | Rocket Software Inc                                                             | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1372935.09   | 0.20%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                | ROCKIES EXPRESS PIPELINE                                                        | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720571.60    | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    750000 | PA      | $752832.48    | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    925000 | PA      | $945704.99    | 0.14%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1275000 | PA      | $1287738.58   | 0.18%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    500000 | PA      | $504928.79    | 0.07%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                          | Ryan Specialty LLC                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1383710.44   | 0.20%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                    | Ryan Specialty LLC                                                              | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $775016.72    | 0.11%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                            | SM Energy Co                                                                    | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100720.50   | 0.16%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                            | SM Energy Co                                                                    | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249982.30    | 0.04%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                            | SM Energy Co                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280800.85    | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                            | SM Energy Co                                                                    | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1844773.05   | 0.26%             | 2034-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                   | SS&C Technologies Inc                                                           | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3852591.05   | 0.55%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                   | SS&C Technologies Inc                                                           | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    625000 | PA      | $625021.25    | 0.09%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                          | SNF Group SACA                                                                  | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $878609.88    | 0.13%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                 | SV RNO Property Owner 1 LLC                                                     | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1309752.64   | 0.19%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1177212.45   | 0.17%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                | Science Applications International Corp                                         | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    875000 | PA      | $861110.86    | 0.12%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                | Science Applications International Corp                                         | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    575000 | PA      | $561127.21    | 0.08%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                 | Light & Wonder International Inc                                                | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2013315.00   | 0.29%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                       | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $203288.00    | 0.03%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd | SEAGATE DATA STOR                                                               | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     75000 | PA      | $78764.10     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd | SEAGATE DATA STOR                                                               | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    700000 | PA      | $733912.20    | 0.11%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd | SEAGATE DATA STORAGE TECH                                                       | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2127000 | PA      | $2363964.82   | 0.34%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                         | Sealed Air Corp                                                                 | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554125.00    | 0.08%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556891.82    | 0.08%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                         | Sealed Air Corp                                                                 | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $734271.62    | 0.11%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                | SeaWorld Parks & Entertainment Inc                                              | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2769889.18   | 0.40%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                     | Select Medical Corp                                                             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2239779.99   | 0.32%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                 | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   2125000 | PA      | $2128842.00   | 0.30%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208692.05    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                | Sensata Technologies Inc                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254996.00    | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1671686.57   | 0.24%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                | Sinclair Television Group Inc                                                   | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    425000 | PA      | $367625.00    | 0.05%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                | Sinclair Television Group Inc                                                   | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116062.50    | 0.02%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                     | Sirius XM Radio LLC                                                             | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695359.28    | 0.10%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                     | Sirius XM Radio LLC                                                             | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1370348.79   | 0.20%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                     | Sirius XM Radio LLC                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    775000 | PA      | $725653.58    | 0.10%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                     | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    550000 | PA      | $530893.50    | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                     | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1702347.49   | 0.24%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                   | Six Flags Entertainment Corp                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    875000 | PA      | $842463.30    | 0.12%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1725573.85   | 0.25%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                | Standard Building Solutions Inc                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700361.90    | 0.10%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                | Standard Building Solutions Inc                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1730322.07   | 0.25%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                 | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1309738.12   | 0.19%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1131077.88   | 0.16%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                | Standard Industries Inc/NY                                                      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224091.63    | 0.03%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                     | Station Casinos LLC                                                             | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960275.60   | 0.28%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                     | Station Casinos LLC                                                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1563930.75   | 0.22%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                     | Station Casinos LLC                                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250970.00    | 0.04%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                  | Stena International SA                                                          | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |   1975000 | PA      | $1995794.78   | 0.29%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1740625.04   | 0.25%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $607597.19    | 0.09%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                           | Synaptics Inc                                                                   | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1112621.95   | 0.16%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                    | TTM Technologies Inc                                                            | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    550000 | PA      | $528197.54    | 0.08%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4949659.48   | 0.71%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1917357.41   | 0.27%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                            | Teleflex Inc                                                                    | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446048.46    | 0.06%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                            | Teleflex Inc                                                                    | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243100.50    | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1798238.16   | 0.26%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123880.96    | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1526540.14   | 0.22%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218171.51    | 0.03%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    775000 | PA      | $780039.05    | 0.11%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1149899.63   | 0.16%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303553.80    | 0.04%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767851.94    | 0.11%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1755430.80   | 0.25%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                | TerraForm Power Operating LLC                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1652169.12   | 0.24%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                  | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3048657.19   | 0.44%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                           | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1639442.60   | 0.23%             | 2034-01-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                          | TransAlta Corp                                                                  | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1415408.85   | 0.20%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TransDigm Inc                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012140.00   | 0.14%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TransDigm Inc                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3944894.80   | 0.56%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TransDigm Inc                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713064.09    | 0.10%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3544048.25   | 0.51%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TransDigm Inc                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274845.62    | 0.04%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TransDigm Inc                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    975000 | PA      | $969801.59    | 0.14%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TransDigm Inc                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278033.53    | 0.04%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TransDigm Inc                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557207.75    | 0.08%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                           | TransDigm Inc                                                                   | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    425000 | PA      | $418005.52    | 0.06%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                   | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1450000 | PA      | $1569928.05   | 0.22%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                   | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    779000 | PA      | $815054.46    | 0.12%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                           | Coherent Corp                                                                   | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2378495.29   | 0.34%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                 | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4886577.15   | 0.70%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                            | US Foods Inc                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480056.45   | 0.21%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                            | US Foods Inc                                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    700000 | PA      | $681586.78    | 0.10%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                            | US Foods Inc                                                                    | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    775000 | PA      | $792093.40    | 0.11%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                            | US Foods Inc                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273777.33    | 0.04%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                      | Sunrise FinCo I BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   3225000 | PA      | $3070329.00   | 0.44%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                              | USI Inc/NY                                                                      | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4761847.30   | 0.68%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                        | UWM Holdings LLC                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910685.50    | 0.13%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                 | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1219681.42   | 0.17%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                 | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422586.00    | 0.06%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                 | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381262.88    | 0.05%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                 | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    675000 | PA      | $683496.23    | 0.10%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                 | United Rentals North America Inc                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    725000 | PA      | $704975.21    | 0.10%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                | Univision Communications Inc                                                    | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1150877.09   | 0.16%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                | Univision Communications Inc                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1004417.80   | 0.14%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1700111.60   | 0.24%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                | Univision Communications Inc                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301464.00    | 0.04%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                | Univision Communications Inc                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721430.61    | 0.10%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2506781.62   | 0.36%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996855.00    | 0.14%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                 | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1225000 | PA      | $1050065.10   | 0.15%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                 | VZ Secured Financing BV                                                         | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $612692.54    | 0.09%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2088487.60   | 0.30%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1905322.60   | 0.27%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1798216.38   | 0.26%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1721122.00   | 0.25%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    875000 | PA      | $910833.00    | 0.13%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                        | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    575000 | PA      | $504374.27    | 0.07%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                        | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $483814.22    | 0.07%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                        | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $694266.95    | 0.10%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                     | Viavi Solutions Inc                                                             | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1102420.84   | 0.16%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   2325000 | PA      | $1905106.63   | 0.27%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                | Virgin Media Secured Finance PLC                                                | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $455562.95    | 0.07%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                | Virgin Media Secured Finance PLC                                                | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $554280.38    | 0.08%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1924998.46   | 0.28%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                             | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1096118.21   | 0.16%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    875000 | PA      | $916546.44    | 0.13%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                        | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $515303.46    | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                        | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $752820.50    | 0.11%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                           | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1600853.95   | 0.23%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                    | WMG Acquisition Corp                                                            | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    650000 | PA      | $617233.57    | 0.09%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                    | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1402572.13   | 0.20%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                    | WR Grace Holdings LLC                                                           | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325838.50    | 0.05%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                    | WR Grace Holdings LLC                                                           | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974355.32    | 0.14%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                    | WR Grace Holdings LLC                                                           | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291352.50    | 0.04%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                       | WBI Operating LLC                                                               | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $855066.00    | 0.12%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                       | WBI Operating LLC                                                               | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1265259.00   | 0.18%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                          | AUDACY CAPITAL                                                                  | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |      1181 | NS      | $11.81        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                | Watco Cos LLC / Watco Finance Corp                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1540522.50   | 0.22%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                  | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1080862.56   | 0.15%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                  | WESCO Distribution Inc                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1170595.35   | 0.17%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                  | WESCO Distribution Inc                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1407353.75   | 0.20%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                  | WESCO Distribution Inc                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458442.90    | 0.07%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                  | WESCO Distribution Inc                                                          | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    475000 | PA      | $467803.27    | 0.07%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                          | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366141.15    | 0.05%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                          | Whirlpool Corp                                                                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2723856.94   | 0.39%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                | White Cap Supply Holdings LLC                                                   | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3031227.50   | 0.43%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                          | William Carter Co/The                                                           | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2473392.79   | 0.35%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                        | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1717105.00   | 0.25%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                | Wyndham Hotels & Resorts Inc                                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    725000 | PA      | $708307.09    | 0.10%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                | Wyndham Hotels & Resorts Inc                                                    | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1131573.55   | 0.16%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1153069.50   | 0.17%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1236999.25   | 0.18%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XHR LP                                  | XHR LP                                                                          | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    925000 | PA      | $933884.63    | 0.13%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                  | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877839.20    | 0.13%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                  | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263175.25    | 0.04%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                  | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1399755.25   | 0.20%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                         | Yum! Brands Inc                                                                 | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1551757.20   | 0.22%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    850000 | PA      | $862157.55    | 0.12%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                           | ZF North America Capital Inc                                                    | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468332.00    | 0.07%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                 | Zebra Technologies Corp                                                         | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528578.40    | 0.08%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                        | Ziggo Bond Co BV                                                                | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1115510.50   | 0.16%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                | Ziggo BV                                                                        | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186776.82    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                        | ZipRecruiter Inc                                                                | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    975000 | PA      | $561593.66    | 0.08%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                          | AUDACY CAPITAL                                                                  | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |      7085 | NS      | $70.85        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ardagh Holdings SA                      | Ardagh Holdings SA                                                              | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |    159762 | NS      | $1269543.98   | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| TELENET FINANCE LUX NOTE                | Telenet Finance Luxembourg Notes Sarl                                           | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |   4000000 | PA      | $3925280.08   | 0.56%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer