# EDGAR Filing Document

**Accession Number:** 0001738073
**File Stem:** 0002071691-26-012480
**Filing Date:** 2026-5
**Character Count:** 327205
**Document Hash:** 80dd54924ed76f01cf7928743d410a65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012480.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012480

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Series Fund II, Inc.
- **CENTRAL INDEX KEY:** 0001738073

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23345
- **FILM NUMBER:** 261029725

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $19783264.68

**Total Liabilities:** $322354.80

**Net Assets:** $19460909.88

**Cash Not Reported:** $22568.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3.42000000 | **1-Year:** 11.20000000 | **5-Year:** 135.09000000 | **10-Year:** 370.25000000 | **30-Year:** 0.00000000

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

- **3-Month:** 17.68000000 | **1-Year:** 666.50000000 | **5-Year:** 5028.65000000 | **10-Year:** 274.37000000 | **30-Year:** 61.24000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202340 | 0.36%                | 0.30%                | -1.00%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19974.44                | $-57780.02                                 |
| Month 2  | $18251.42                | $-64458.89                                 |
| Month 3  | $10201.02                | $-326814.27                                |

**Designated Index Information**

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

- **Index Identifier:** LF89TRUU

### Schedule of Portfolio Investments

| Name                                                | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bombardier, Inc.                                    | Bombardier, Inc.                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3143.75      | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                  | Chemours Co. (The)                                                 | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11996.51     | 0.06%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                   | Flash Compute LLC                                                  | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56380.30     | 0.29%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                 | Buckeye Partners LP                                                | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2058.46      | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                              | Lsf12 Helix Parent LLC                                             | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21172.93     | 0.11%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.               | Clydesdale Acquisition Holdings, Inc.                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14730.95     | 0.08%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                           | Standard Industries, Inc.                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22621.56     | 0.12%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                     | Tidewater, Inc.                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12783.98     | 0.07%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                              | BWX Technologies, Inc.                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9723.21      | 0.05%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                             | Williams Scotsman, Inc.                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14221.05     | 0.07%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                      | Community Health Systems, Inc.                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9655.75      | 0.05%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Carnival Corp.                                      | Carnival Corp.                                                     | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     11000 | PA      | $11135.20     | 0.06%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                 | CNX Resources Corp.                                                | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16555.90     | 0.09%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                 | Bausch + Lomb Corp.                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $86730.00     | 0.45%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                     | Discovery Global Holdings, Inc.                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     66000 | PA      | $43481.18     | 0.22%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                       | Transocean International Ltd.                                      | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     14000 | PA      | $14683.17     | 0.08%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                   | Clarios Global LP                                                  | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33321.12     | 0.17%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                        | Performance Food Group, Inc.                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8645.08      | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                              | Blue Owl Capital Corp.                                             | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9855.49      | 0.05%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                | Frontier Communications Holdings LLC                               | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $86191.22     | 0.44%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                              | Beazer Homes USA, Inc.                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3980.64      | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                             | Molina Healthcare, Inc.                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8940.30      | 0.05%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                  | APi Group DE, Inc.                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7743.07      | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                 | Clean Harbors, Inc.                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5077.88      | 0.03%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                 | Hilcorp Energy I LP                                                | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      1000 | PA      | $967.83       | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                      | K. Hovnanian Enterprises, Inc.                                     | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28671.87     | 0.15%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                     | Permian Resources Operating LLC                                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27503.17     | 0.14%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                             | Talen Energy Supply LLC                                            | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4196.31      | 0.02%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                              | Neptune Bidco US, Inc.                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20375.02     | 0.10%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                            | Celanese US Holdings LLC                                           | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13318.81     | 0.07%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                 | Rivian Holdings LLC                                                | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12631.78     | 0.06%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                 | Ascent Resources Utica Holdings LLC                                | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27974.07     | 0.14%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                         | Crescent Energy Finance LLC                                        | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11770.00     | 0.06%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                            | Venture Global LNG, Inc.                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59069.34     | 0.30%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                         | Crescent Energy Finance LLC                                        | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13590.20     | 0.07%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                       | Freedom Mortgage Holdings LLC                                      | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1967.39      | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                            | Group 1 Automotive, Inc.                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9060.37      | 0.05%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                         | Block, Inc.                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32292.19     | 0.17%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                              | Arsenal AIC Parent LLC                                             | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31235.01     | 0.16%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP           | XPLR Infrastructure Operating Partners LP                          | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29475.63     | 0.15%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                            | Central Garden & Pet Co.                                           | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9408.20      | 0.05%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                      | New Gold, Inc.                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14469.81     | 0.07%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                         | Match Group Holdings II LLC                                        | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13900.97     | 0.07%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                       | Hologic, Inc.                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1996.53      | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                         | FTAI Aviation Investors LLC                                        | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45105.10     | 0.23%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                       | Asbury Automotive Group, Inc.                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1927.29      | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                  | Caturus Energy LLC                                                 | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39429.37     | 0.20%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                   | PennyMac Financial Services, Inc.                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7950.20      | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25961.13     | 0.13%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                | Icahn Enterprises LP                                               | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9851.48      | 0.05%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                   | GGAM Finance Ltd.                                                  | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     11000 | PA      | $11244.70     | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                    | ITT Holdings LLC                                                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43755.22     | 0.22%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                          | Block Communications, Inc.                                         | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4574.70      | 0.02%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                 | Big River Steel LLC                                                | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71833.38     | 0.37%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                         | TransMontaigne Partners LLC                                        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4043.76      | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                 | Post Holdings, Inc.                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2955.43      | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                             | Williams Scotsman, Inc.                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4044.98      | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                            | WESCO Distribution, Inc.                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10235.30     | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                    | AmeriTex HoldCo Intermediate LLC                                   | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13419.21     | 0.07%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                     | Prime Healthcare Services, Inc.                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3111.00      | 0.02%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                           | Sunoco LP                                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9039.21      | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                    | Global Aircraft Leasing Co. Ltd.                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     21000 | PA      | $21308.70     | 0.11%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                 | Post Holdings, Inc.                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5051.70      | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                          | Cloud Software Group, Inc.                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106337.16    | 0.55%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                          | Sotera Health Holdings LLC                                         | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12395.68     | 0.06%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                              | Aramark Services, Inc.                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12923.28     | 0.07%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                  | Ryan Specialty LLC                                                 | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8718.94      | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medline, Inc.                                       | Medline, Inc., Class A                                             | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |        60 | NS      | $2670.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                 | Hilton Domestic Operating Co., Inc.                                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13677.68     | 0.07%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                | Risewell Homes, Inc.                                               | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14142.06     | 0.07%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                     | TransDigm, Inc.                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11121.34     | 0.06%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                      | DISH DBS Corp.                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $53536.86     | 0.28%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                       | Smyrna Ready Mix Concrete LLC                                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4962.29      | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                      | US Foods, Inc.                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26641.02     | 0.14%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                             | RHP Hotel Properties LP                                            | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33597.83     | 0.17%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                    | WULF Compute LLC                                                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52834.00     | 0.27%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                     | Boyne USA, Inc.                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13579.95     | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21824.11     | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                            | Bausch Health Cos., Inc.                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    114000 | PA      | $116284.39    | 0.60%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                    | Magnolia Oil & Gas Operating LLC                                   | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9262.32      | 0.05%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                               | Chobani Holdco II LLC                                              | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66355 | PA      | $70594.82     | 0.36%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                           | Howard Hughes Corp. (The)                                          | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7682.64      | 0.04%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                             | Banco Espirito Santo SA                                            | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |    100000 | PA      | $25428.70     | 0.13%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10547.38     | 0.05%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                  | Central Parent LLC                                                 | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $2972.73      | 0.02%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                               | Shift4 Payments, Inc.                                              | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        48 | NS      | $2574.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                         | Asurion LLC                                                        | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45630.53     | 0.23%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                              | Dycom Industries, Inc.                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6789.90      | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                              | Cleveland-Cliffs, Inc.                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24997.76     | 0.13%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                     | AES Corp. (The)                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16862.61     | 0.09%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CDI                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    354640 | PA      | $3082.69      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                          | TK Elevator US Newco, Inc.                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8976.47      | 0.05%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                  | Global Partners LP                                                 | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8065.30      | 0.04%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                  | Cinemark USA, Inc.                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5137.44      | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                    | Clarivate Science Holdings Corp.                                   | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $24536.64     | 0.13%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                  | Voyager Parent LLC                                                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16611.42     | 0.09%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                      | Constellium SE, Class A                                            | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      1259 | NS      | $30946.22     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating LLC                     | Permian Resources Operating LLC                                    | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15012.79     | 0.08%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                         | Asurion LLC                                                        | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56022.19     | 0.29%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                         | Crescent Energy Finance LLC                                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10997.24     | 0.06%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                             | Quikrete Holdings, Inc.                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49686.15     | 0.26%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                         | Minerals Technologies, Inc.                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19660.88     | 0.10%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                        | Scotts Miracle-Gro Co. (The)                                       | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5543.05      | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                 | Newell Brands, Inc.                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5759.49      | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Advancion Sciences, Inc.                            | Advancion Sciences, Inc.                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25524 | PA      | $20738.25     | 0.11%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc., Series GG                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10070.58     | 0.05%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20055.09     | 0.10%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                         | Match Group Holdings II LLC                                        | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14225.37     | 0.07%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                         | Service Corp. International                                        | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1845.24      | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                            | Wynn Resorts Finance LLC                                           | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21715.56     | 0.11%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP           | XPLR Infrastructure Operating Partners LP                          | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8451.35      | 0.04%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                      | Somnigroup International, Inc.                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3636.61      | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                  | DISH Network Corp.                                                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101994.26    | 0.52%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                  | Crown Americas LLC                                                 | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40981.06     | 0.21%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                    | Goodyear Tire & Rubber Co. (The)                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8516.81      | 0.04%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                    | Sealed Air Corp.                                                   | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5244.80      | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                              | LifePoint Health, Inc.                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10575.12     | 0.05%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                            | WESCO Distribution, Inc.                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8150.10      | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                               | WR Grace Holdings LLC                                              | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27192.90     | 0.14%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                  | Uniti Services LLC                                                 | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13515.47     | 0.07%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                   | Lamar Media Corp.                                                  | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11744.69     | 0.06%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                             | Genesee & Wyoming, Inc.                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37442.15     | 0.19%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                   | GGAM Finance Ltd.                                                  | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $6973.75      | 0.04%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                        | McAfee Corp.                                                       | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13219.06     | 0.07%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                 | Buckeye Partners LP                                                | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7240.82      | 0.04%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                      | Brookfield Property REIT, Inc.                                     | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22560.08     | 0.12%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                             | Columbus McKinnon Corp.                                            | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11994.48     | 0.06%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                        | Amynta Agency Borrower, Inc.                                       | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15173.40     | 0.08%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                 | Rocket Mortgage LLC                                                | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22751.20     | 0.12%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                       | Six Flags Entertainment Corp.                                      | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7011.29      | 0.04%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| RXO, Inc.                                           | RXO, Inc.                                                          | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6716.56      | 0.03%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                             | Windstream Services LLC                                            | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102425.39    | 0.53%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                | Icahn Enterprises LP                                               | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8848.37      | 0.05%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                       | Surgery Center Holdings, Inc.                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88395.60     | 0.45%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                             | Kodiak Gas Services LLC                                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34189.82     | 0.18%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Holding, Inc.                              | JELD-WEN Holding, Inc.                                             | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1398.64      | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                         | Midcontinent Communications                                        | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8382.15      | 0.04%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                           | Panther Escrow Issuer LLC                                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $151507.21    | 0.78%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                | RLJ Lodging Trust LP                                               | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7492.69      | 0.04%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                 | Mattamy Group Corp.                                                | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10458.26     | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Capital Trust              | Lehman Brothers Holdings Capital Trust Escrow Bonds                | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    110000 | PA      | $11.00        | 0.00%             | 2015-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                            | Service Properties Trust                                           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     96000 | PA      | $100254.91    | 0.52%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                   | Clarios Global LP                                                  | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49392.00     | 0.25%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                               | Commercial Metals Co.                                              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18800.24     | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                 | Ascent Resources Utica Holdings LLC                                | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11674.90     | 0.06%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                               | Viavi Solutions, Inc.                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6567.61      | 0.03%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                         | QXO Building Products, Inc.                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77519.32     | 0.40%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.           | Group Laboratories South Africa Pty. Ltd.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |     33000 | PA      | $16995.00     | 0.09%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                          | Snap, Inc.                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20773.94     | 0.11%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                        | Acushnet Co.                                                       | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6945.83      | 0.04%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                  | Levi Strauss & Co.                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18312.60     | 0.09%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                            | Blue Racer Midstream LLC                                           | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11426.61     | 0.06%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                            | NGL Energy Operating LLC                                           | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40191.22     | 0.21%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                | Meritage Homes Corp.                                               | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21186.00     | 0.11%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                         | Service Corp. International                                        | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49903.81     | 0.26%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                              | LifePoint Health, Inc.                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20290.52     | 0.10%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                | Ashton Woods USA LLC                                               | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7717.88      | 0.04%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                           | Sunoco LP                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87808.24     | 0.45%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                               | DirecTV Financing LLC                                              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $55124.78     | 0.28%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                      | Community Health Systems, Inc.                                     | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45239.15     | 0.23%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                | Howard Midstream Energy Partners LLC                               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4136.19      | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                             | Level 3 Financing, Inc.                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    117436 | PA      | $119587.56    | 0.61%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                        | Vistra Corp.                                                       | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10106.00     | 0.05%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                 | Ardonagh Finco Ltd.                                                | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $202343.40    | 1.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                      | Uniti Group LP, Series Feb                                         | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56016.72     | 0.29%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19114.44     | 0.10%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                               | DBR Land Holdings LLC                                              | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10124.90     | 0.05%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.        | Jones Deslauriers Insurance Management, Inc.                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $41673.55     | 0.21%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                               | Reworld Holding Corp.                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11249.53     | 0.06%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $30989.46     | 0.16%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                | Archrock Partners LP                                               | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35687.93     | 0.18%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                           | Howard Hughes Corp. (The)                                          | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6426.35      | 0.03%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                         | Five Point Operating Co. LP                                        | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4988.23      | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                   | Taylor Morrison Communities, Inc.                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6005.25      | 0.03%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                          | Outfront Media Capital LLC                                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16683.41     | 0.09%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                      | Univision Communications, Inc.                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31151.28     | 0.16%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                    | CVR Energy, Inc.                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4014.02      | 0.02%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                       | Novelis Corp.                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20173.42     | 0.10%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                             | RR Donnelley & Sons Co.                                            | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22268.49     | 0.11%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                          | Microchip Technology, Inc.                                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |       350 | NS      | $19939.50     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65929.69     | 0.34%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                        | AltaGas Ltd.                                                       | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12167.72     | 0.06%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                        | Scientific Games Holdings LP                                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18925.99     | 0.10%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                          | Lamb Weston Holdings, Inc.                                         | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       247 | NS      | $10438.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT Operating Partnership LP                        | MPT Operating Partnership LP                                       | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70966.84     | 0.36%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                 | GFL Environmental Holdings US, Inc.                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23539.10     | 0.12%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                             | Element Solutions, Inc.                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59391.60     | 0.31%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                | Frontier Communications Holdings LLC                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10416 | PA      | $10478.49     | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                | CrossCountry Intermediate HoldCo LLC                               | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2822.85      | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                         | Crocs, Inc.                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14397.33     | 0.07%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                     | LGI Homes, Inc.                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8185.06      | 0.04%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                 | Kinetik Holdings LP                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3011.04      | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7878.85      | 0.04%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                    | SK Invictus Intermediate II SARL                                   | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     44000 | PA      | $42916.24     | 0.22%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.           | Seagate Data Storage Technology Pte. Ltd.                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      4000 | PA      | $3985.00      | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                     | Sinclair Television Group, Inc.                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38629.47     | 0.20%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                      | NCL Corp. Ltd.                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     26000 | PA      | $25228.80     | 0.13%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                      | Rivers Enterprise Borrower LLC                                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7979.81      | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11010.68     | 0.06%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                          | Lamb Weston Holdings, Inc.                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17136.84     | 0.09%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                 | Lightning Power LLC                                                | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6236.87      | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                           | Telecom Italia Capital SA                                          | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $22273.74     | 0.11%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                            | Celanese US Holdings LLC                                           | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2053.59      | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                          | Carpenter Technology Corp.                                         | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16843.41     | 0.09%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                    | Bombardier, Inc.                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13826.05     | 0.07%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                  | Venture Global Plaquemines LNG LLC                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $36273.73     | 0.19%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                       | Novelis Corp.                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22620.00     | 0.12%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                 | Azorra Finance Ltd.                                                | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $7067.83      | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc.                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15011.25     | 0.08%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                 | Herc Holdings, Inc.                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21519.58     | 0.11%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                         | USA Compression Partners LP                                        | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27625.76     | 0.14%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                          | Fertitta Entertainment LLC                                         | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11468.73     | 0.06%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                    | UWM Holdings LLC                                                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11318.06     | 0.06%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25139.56     | 0.13%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                     | TransDigm, Inc.                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61799.41     | 0.32%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                         | Allied Universal Holdco LLC                                        | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    227000 | PA      | $234085.81    | 1.20%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                     | Advanced Drainage Systems, Inc.                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17147.70     | 0.09%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                             | GFL Environmental, Inc.                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $30160.61     | 0.15%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                         | Enpro, Inc.                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9103.19      | 0.05%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                    | CSC Holdings LLC                                                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163428.80    | 0.84%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                           | AHP Health Partners, Inc.                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16811.70     | 0.09%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                               | Albertsons Cos., Inc.                                              | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7876.13      | 0.04%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amsted Industries, Inc.                             | Amsted Industries, Inc.                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21103.95     | 0.11%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                            | Brookfield Finance, Inc.                                           | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33524.30     | 0.17%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                          | Garda World Security Corp.                                         | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45777.02     | 0.24%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP           | XPLR Infrastructure Operating Partners LP                          | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52670.35     | 0.27%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.      | Charles River Laboratories International, Inc.                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1860.59      | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                               | Bank of America Corp.                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56388.48     | 0.29%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                              | Arsenal AIC Parent LLC                                             | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54025.10     | 0.28%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Science Applications International Corp.            | Science Applications International Corp.                           | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9841.27      | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                         | Chobani LLC                                                        | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45983.57     | 0.24%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                            | Venture Global LNG, Inc.                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90640.20     | 0.47%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36287.00     | 0.19%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                    | CVR Energy, Inc.                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7052.27      | 0.04%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                        | Valaris Ltd.                                                       | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     11000 | PA      | $11398.10     | 0.06%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                              | Amkor Technology, Inc.                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4979.54      | 0.03%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                       | Clearway Energy Operating LLC                                      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1973.31      | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                       | Asbury Automotive Group, Inc.                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8838.00      | 0.05%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                       | Phoenix Aviation Capital Ltd.                                      | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     67000 | PA      | $67421.43     | 0.35%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                            | CenterPoint Energy, Inc., Series B                                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4191.05      | 0.02%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20074.45     | 0.10%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55067.90     | 0.28%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                       | Wilsonart LLC                                                      | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14497.64     | 0.07%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                 | Sirius XM Radio LLC                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3861.04      | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                 | Post Holdings, Inc.                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3719.25      | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                      | Coherent Corp.                                                     | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30405.51     | 0.16%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                         | Caesars Entertainment, Inc.                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16352.22     | 0.08%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                   | EMRLD Borrower LP                                                  | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33939.05     | 0.17%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                               | WR Grace Holdings LLC                                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55183.17     | 0.28%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)            | PNC Financial Services Group, Inc. (The), Series W                 | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5043.87      | 0.03%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $33454.18     | 0.17%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                        | Scotts Miracle-Gro Co. (The)                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9339.64      | 0.05%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                          | Microchip Technology, Inc.                                         | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4877.50      | 0.03%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc. | Iron Mountain Information Management Services, Inc.                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16049.04     | 0.08%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                              | ON Semiconductor Corp.                                             | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13685.00     | 0.07%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                     | Enterprise Products Partners LP                                    | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |       467 | NS      | $17671.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                        | Vistra Corp.                                                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44056.41     | 0.23%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3016.02      | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                   | GrafTech Global Enterprises, Inc., 1st Lien Term Loan              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4347 | PA      | $4105.16      | 0.02%             | 2029-12-21      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                               | CITGO Petroleum Corp.                                              | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34078.57     | 0.18%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                         | Carvana Co.                                                        | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    104125 | PA      | $112590.78    | 0.58%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                            | Zebra Technologies Corp.                                           | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7047.71      | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                        | Tallgrass Energy Partners LP                                       | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5949.24      | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                           | Zayo Group Holdings, Inc.                                          | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     25495 | PA      | $23811.82     | 0.12%             | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Terex Corp.                                         | Terex Corp.                                                        | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6039.11      | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.           | Seagate Data Storage Technology Pte. Ltd.                          | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     18000 | PA      | $18872.03     | 0.10%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                  | Venture Global Plaquemines LNG LLC                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51079.77     | 0.26%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $37641.72     | 0.19%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                         | Caesars Entertainment, Inc.                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20755.52     | 0.11%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                          | Moog, Inc.                                                         | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8025.13      | 0.04%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                       | Freedom Mortgage Holdings LLC                                      | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4674.54      | 0.02%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                  | Chemours Co. (The)                                                 | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23443.88     | 0.12%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                           | FMC Corp.                                                          | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1506.93      | 0.01%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                            | Wynn Resorts Finance LLC                                           | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22760.79     | 0.12%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                  | Vail Resorts, Inc.                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9917.28      | 0.05%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                             | Qnity Electronics, Inc.                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14155.92     | 0.07%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                            | CompoSecure Holdings LLC                                           | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $49824.45     | 0.26%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                        | Focus Financial Partners LLC                                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19862.93     | 0.10%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                            | Comstock Resources, Inc.                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8893.36      | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                         | IQVIA, Inc.                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21325.31     | 0.11%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                           | CNX Midstream Partners LP                                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10458.16     | 0.05%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                   | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49343.99     | 0.25%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                     | LGI Homes, Inc.                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13908.41     | 0.07%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                               | Avantor Funding, Inc.                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1952.03      | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                   | Installed Building Products, Inc.                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12685.35     | 0.07%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                   | Rocket Cos., Inc.                                                  | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $45352.25     | 0.23%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                 | Buckeye Partners LP                                                | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4128.04      | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                             | Williams Scotsman, Inc.                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11805.01     | 0.06%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                           | Howard Hughes Corp. (The)                                          | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7698.29      | 0.04%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                         | Crescent Energy Finance LLC                                        | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9194.91      | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                       | Staples, Inc.                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7398.55      | 0.04%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                  | AmWINS Group, Inc.                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17243.34     | 0.09%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                     | B&G Foods, Inc.                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5908.24      | 0.03%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                      | Univision Communications, Inc.                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13398.00     | 0.07%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                           | BlackRock Liquidity Funds, T-Fund, Institutional Class             | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    300842 | NS      | $300841.52    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                     | Canadian Dollar                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       742 | OU      | $533.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                 | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19297.69     | 0.10%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                             | Howden UK Refinance plc                                            | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    107000 | PA      | $107901.05    | 0.55%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                   | Genesis Energy LP                                                  | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4133.17      | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                   | Jane Street Group                                                  | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25364.20     | 0.13%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                 | Station Casinos LLC                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9801.38      | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                  | Wand NewCo 3, Inc.                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43967.37     | 0.23%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                    | Altice France SA                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     97000 | PA      | $91905.95     | 0.47%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                            | Blue Racer Midstream LLC                                           | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14462.98     | 0.07%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | TRSIBOXX                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    371000 | PA      | $782.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                         | Match Group Holdings II LLC                                        | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15549.02     | 0.08%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                   | GrafTech Global Enterprises, Inc., Delayed Draw 1st Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $2345.80      | 0.01%             | 2029-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                    | UWM Holdings LLC                                                   | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20035.08     | 0.10%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV      | Teva Pharmaceutical Finance Netherlands III BV                     | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     34000 | PA      | $33671.22     | 0.17%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                 | STL Holding Co. LLC                                                | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8265.08      | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                        | Methanex US Operations, Inc.                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11253.73     | 0.06%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                           | Manitowoc Co., Inc. (The)                                          | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8354.22      | 0.04%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                           | Sunoco LP                                                          | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13203.67     | 0.07%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                 | PBF Holding Co. LLC                                                | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7188.38      | 0.04%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                  | Venture Global Plaquemines LNG LLC                                 | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65667.42     | 0.34%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                               | DirecTV Financing LLC                                              | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20977.87     | 0.11%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                           | Versant Media Group, Inc.                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6140.41      | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                     | Discovery Global Holdings, Inc.                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18585.00     | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                           | Stonepeak Nile Parent LLC                                          | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4160.39      | 0.02%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                              | LifePoint Health, Inc.                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24735.81     | 0.13%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                               | Resideo Funding, Inc.                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4725.18      | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                          | Sensata Technologies, Inc.                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21039.33     | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                       | Navient Corp.                                                      | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3899.37      | 0.02%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                 | Ascent Resources Utica Holdings LLC                                | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10171.72     | 0.05%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                           | Darling Ingredients, Inc.                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12083.86     | 0.06%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                     | Northriver Midstream Finance LP                                    | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11032.46     | 0.06%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                           | Sunoco LP                                                          | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6922.68      | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                     | Mohegan Tribal Gaming Authority                                    | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15355.95     | 0.08%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | TRSIBOXX                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    259000 | PA      | $-313.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp.                                           | FMC Corp.                                                          | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10718.94     | 0.06%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                 | Viking Cruises Ltd.                                                | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $3005.52      | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                      | Infinity Natural Resources LLC                                     | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12063.36     | 0.06%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                       | Transocean International Ltd.                                      | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      9000 | PA      | $9616.50      | 0.05%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                               | Albertsons Cos., Inc.                                              | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32285.43     | 0.17%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                      | US Foods, Inc.                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9312.91      | 0.05%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5944.78      | 0.03%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19112.58     | 0.10%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                             | GFL Environmental, Inc.                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26247.27     | 0.13%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                 | Hilton Domestic Operating Co., Inc.                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3981.94      | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                   | Standard Building Solutions, Inc.                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26013.44     | 0.13%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                    | Clarivate Science Holdings Corp.                                   | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47722.74     | 0.25%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                            | Celanese US Holdings LLC                                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11285.59     | 0.06%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                         | Carvana Co.                                                        | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     46430 | PA      | $48298.95     | 0.25%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                         | US Acute Care Solutions LLC                                        | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12558.63     | 0.06%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                               | Avantor Funding, Inc.                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11258.32     | 0.06%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                | AmeriGas Partners LP                                               | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6356.50      | 0.03%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                  | Light & Wonder International, Inc.                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4898.45      | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                          | Cloud Software Group, Inc.                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104184.75    | 0.54%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                           | Millrose Properties, Inc.                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39987.56     | 0.21%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                 | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |      2330 | NS      | $44969.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                   | Clarios Global LP                                                  | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37832.50     | 0.19%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                         | Delek Logistics Partners LP                                        | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17140.54     | 0.09%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                               | DirecTV Financing LLC                                              | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27937.71     | 0.14%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                           | Apollo Debt Solutions BDC                                          | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4046.71      | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                               | Churchill Downs, Inc.                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27622.51     | 0.14%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                     | TransDigm, Inc.                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62946.71     | 0.32%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                             | Qnity Electronics, Inc.                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16019.06     | 0.08%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                  | Viking Ocean Cruises Ship VII Ltd.                                 | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      8000 | PA      | $7987.92      | 0.04%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                               | Resideo Funding, Inc.                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32514.13     | 0.17%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                     | CoreLogic, Inc.                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    108000 | PA      | $101388.11    | 0.52%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Capital Trust              | Lehman Brothers Holdings Capital Trust Escrow Bonds                | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |     30000 | PA      | $3.00         | 0.00%             | 2015-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                  | APi Group DE, Inc.                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13331.94     | 0.07%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                 | Post Holdings, Inc.                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30358.95     | 0.16%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                 | Viking Cruises Ltd.                                                | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     48000 | PA      | $50637.36     | 0.26%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                             | Level 3 Financing, Inc.                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108500.10    | 0.56%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                 | Newell Brands, Inc.                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11354.20     | 0.06%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                             | Williams Scotsman, Inc.                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15380.67     | 0.08%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                 | Medline Borrower LP                                                | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12227.79     | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Archrock Services LP                                | Archrock Services LP                                               | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17821.14     | 0.09%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                         | FTAI Aviation Investors LLC                                        | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40723.61     | 0.21%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                              | Fiesta Purchaser, Inc.                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6110.83      | 0.03%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                            | ADT Security Corp. (The)                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13077.10     | 0.07%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                             | Capstone Borrower, Inc.                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16243.16     | 0.08%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                        | Oracle Corp.                                                       | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38459.53     | 0.20%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                           | Zayo Group Holdings, Inc.                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     97284 | PA      | $96713.92     | 0.50%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| AECOM                                               | AECOM                                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17980.22     | 0.09%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                           | Sunoco LP                                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6967.89      | 0.04%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                           | Michaels Cos., Inc. (The)                                          | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26284.34     | 0.14%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                             | RHP Hotel Properties LP                                            | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15510.34     | 0.08%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                    | Altice France SA                                                   | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     22000 | PA      | $20845.63     | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                               | Commercial Metals Co.                                              | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24646.14     | 0.13%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.            | Science Applications International Corp.                           | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13662.23     | 0.07%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                            | Option Care Health, Inc.                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12529.38     | 0.06%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                              | XHR LP                                                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7067.24      | 0.04%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15281.28     | 0.08%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                              | Harvest Midstream I LP                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7134.93      | 0.04%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                           | OAK-Eagle Acquireco, Inc.                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63860.39     | 0.33%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                           | ATI, Inc.                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18996.33     | 0.10%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                       | HB Fuller Co.                                                      | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9656.87      | 0.05%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                   | Star Parent, Inc.                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46620.05     | 0.24%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                 | Hilcorp Energy I LP                                                | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15631.84     | 0.08%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                   | Weekley Homes LLC                                                  | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9577.47      | 0.05%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                          | Builders FirstSource, Inc.                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11988.50     | 0.06%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                        | Tallgrass Energy Partners LP                                       | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1973.64      | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                       | Transocean International Ltd.                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $3099.76      | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                               | Matador Resources Co.                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19206.91     | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                      | Somnigroup International, Inc.                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1923.31      | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                 | Lithia Motors, Inc.                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9799.30      | 0.05%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                      | United Airlines Holdings, Inc.                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16648.38     | 0.09%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                             | Howden UK Refinance plc                                            | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |     59000 | PA      | $55280.04     | 0.28%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                | Archrock Partners LP                                               | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34000.00     | 0.17%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                            | SBA Communications Corp.                                           | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20846.56     | 0.11%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                               | KeHE Distributors LLC                                              | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9369.45      | 0.05%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                         | Block, Inc.                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34421.92     | 0.18%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                     | LCM Investments Holdings II LLC                                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29193.19     | 0.15%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                             | Ellucian Holdings, Inc.                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26372.62     | 0.14%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                  | Cipher Compute LLC                                                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25900.73     | 0.13%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1786.54      | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                       | Starwood Property Trust, Inc.                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10142.14     | 0.05%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46098.59     | 0.24%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                           | FMC Corp.                                                          | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3712.91      | 0.02%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                            | WESCO Distribution, Inc.                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17727.28     | 0.09%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                             | Nabors Industries, Inc.                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10236.48     | 0.05%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                               | Kaiser Aluminum Corp.                                              | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23564.83     | 0.12%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59454.43     | 0.31%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                        | Arcosa, Inc.                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18330.06     | 0.09%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                          | Outfront Media Capital LLC                                         | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5788.96      | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                  | Radiate Holdco LLC, 1st Lien Term Loan                             | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     19600 | PA      | $17386.39     | 0.09%             | 2029-09-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                         | SV RNO Property Owner 1 LLC                                        | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123561.57    | 0.63%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                 | Aethon United BR LP                                                | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19816.34     | 0.10%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                     | Brand Industrial Services, Inc.                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67629.55     | 0.35%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                          | Garda World Security Corp.                                         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $48487.16     | 0.25%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                        | Tallgrass Energy Partners LP                                       | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34977.06     | 0.18%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.             | Brookfield Residential Properties, Inc.                            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9487.96      | 0.05%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                           | KBR, Inc.                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8800.43      | 0.05%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                      | Weatherford International Ltd.                                     | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     32000 | PA      | $32696.61     | 0.17%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                            | Bausch Health Cos., Inc.                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8241.39      | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc., Series EE                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22989.64     | 0.12%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                   | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $77655.43     | 0.40%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $57174.93     | 0.29%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                      | DISH DBS Corp.                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $44490.86     | 0.23%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                   | GrafTech Global Enterprises, Inc.                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $3832.18      | 0.02%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                         | FTAI Aviation Investors LLC                                        | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68683.71     | 0.35%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                             | Level 3 Financing, Inc.                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1875.00      | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24656.32     | 0.13%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                            | Venture Global LNG, Inc.                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42638.99     | 0.22%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                               | Axon Enterprise, Inc.                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4082.98      | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                        | Antero Midstream Partners LP                                       | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14951.91     | 0.08%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                       | Starwood Property Trust, Inc.                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4990.30      | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                         | Great Canadian Gaming Corp.                                        | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17560.92     | 0.09%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                   | EMRLD Borrower LP                                                  | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68142.95     | 0.35%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                   | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1963.90      | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                        | Suburban Propane Partners LP                                       | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5645.27      | 0.03%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                 | Shift4 Payments LLC                                                | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54083.98     | 0.28%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                     | Live Nation Entertainment, Inc.                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6826.63      | 0.04%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                          | Esab Corp.                                                         | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29203.29     | 0.15%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4672.39      | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                 | Hilcorp Energy I LP                                                | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5981.49      | 0.03%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                     | Oceaneering International, Inc.                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5020.34      | 0.03%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.           | Seagate Data Storage Technology Pte. Ltd.                          | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     13000 | PA      | $13652.44     | 0.07%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                       | Starwood Property Trust, Inc.                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16474.06     | 0.08%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                               | Matador Resources Co.                                              | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14905.16     | 0.08%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                 | CNX Resources Corp.                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5152.28      | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Veritas Newco                                       | Veritas Newco, Series G-1                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        42 | NS      | $800.28       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                 | Herc Holdings, Inc.                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23583.49     | 0.12%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34524.85     | 0.18%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                     | CMG Media Corp.                                                    | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12105.35     | 0.06%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                 | Rocket Mortgage LLC                                                | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1792.73      | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                         | FTAI Aviation Investors LLC                                        | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32286.82     | 0.17%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                     | Gulfport Energy Operating Corp.                                    | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9204.48      | 0.05%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                             | RHP Hotel Properties LP                                            | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12219.31     | 0.06%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                             | Molina Healthcare, Inc.                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6787.13      | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                | Ashton Woods USA LLC                                               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7425.04      | 0.04%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.           | Group Laboratories South Africa Pty. Ltd.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |     19000 | PA      | $9785.00      | 0.05%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                             | RHP Hotel Properties LP                                            | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32566.17     | 0.17%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                     | Goat Holdco LLC                                                    | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15091.94     | 0.08%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                         | Crescent Energy Finance LLC                                        | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5037.50      | 0.03%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                 | Herc Holdings, Inc.                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8863.80      | 0.05%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                  | Venture Global Plaquemines LNG LLC                                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39080.19     | 0.20%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                       | Asbury Automotive Group, Inc.                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1894.02      | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                        | Sabre Financial Borrower LLC                                       | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41956.24     | 0.22%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                           | OAK-Eagle Acquireco, Inc.                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64237.85     | 0.33%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                           | ATI, Inc.                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7893.30      | 0.04%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                    | Gray Media, Inc.                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31237.80     | 0.16%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.        | Jones Deslauriers Insurance Management, Inc.                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22870.49     | 0.12%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                         | Allied Universal Holdco LLC                                        | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53725.15     | 0.28%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                     | Permian Resources Operating LLC                                    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16567.92     | 0.09%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                         | USA Compression Partners LP                                        | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31899.36     | 0.16%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                  | Chemours Co. (The)                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41585.23     | 0.21%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                             | Quikrete Holdings, Inc.                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28437.92     | 0.15%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                 | Azorra Finance Ltd.                                                | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10307.20     | 0.05%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                               | Dominion Energy, Inc.                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5076.54      | 0.03%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                  | AmWINS Group, Inc.                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8046.33      | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                   | Standard Building Solutions, Inc.                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18786.35     | 0.10%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                      | Rivers Enterprise Borrower LLC                                     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9924.72      | 0.05%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                 | Azorra Finance Ltd.                                                | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $6506.03      | 0.03%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                      | Carnival Corp.                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      7000 | PA      | $6997.72      | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                              | Neptune Bidco US, Inc.                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32088.90     | 0.16%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                              | HUB International Ltd.                                             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    146000 | PA      | $149562.98    | 0.77%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                      | Univision Communications, Inc.                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76124.40     | 0.39%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                      | EchoStar Corp.                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     46891 | PA      | $50654.04     | 0.26%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                     | Concentra Health Services, Inc.                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31015.92     | 0.16%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                          | Outfront Media Capital LLC                                         | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12532.01     | 0.06%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                   | Hertz Corp. (The)                                                  | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7897.09      | 0.04%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                | Bain Capital Specialty Finance, Inc.                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4840.76      | 0.02%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                    | Murphy Oil Corp.                                                   | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2545.72      | 0.01%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                | Noble Finance II LLC                                               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6177.52      | 0.03%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                               | VICI Properties, Inc.                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1566 | NS      | $42783.12     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                  | HealthEquity, Inc.                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26122.15     | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                            | Advance Auto Parts, Inc.                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10130.47     | 0.05%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                 | Sirius XM Radio LLC                                                | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37946.96     | 0.19%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                   | PennyMac Financial Services, Inc.                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7486.71      | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                           | UKG, Inc.                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36160.67     | 0.19%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                       | Tenneco, Inc.                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38861.29     | 0.20%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                            | Comstock Resources, Inc.                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22701.75     | 0.12%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                               | AAR Escrow Issuer LLC                                              | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16284.83     | 0.08%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                        | Pattern Energy Operations LP                                       | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5858.73      | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                | IQVIA Holdings, Inc.                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        65 | NS      | $11085.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16309.01     | 0.08%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                       | Insulet Corp.                                                      | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10207.02     | 0.05%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62738.34     | 0.32%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                  | Light & Wonder International, Inc.                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14271.60     | 0.07%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                        | Performance Food Group, Inc.                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31057.26     | 0.16%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                        | Rockies Express Pipeline LLC                                       | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1950.13      | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                       | Fortress Intermediate 3, Inc.                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30809.30     | 0.16%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                          | Amneal Pharmaceuticals LLC                                         | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10294.48     | 0.05%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                               | WR Grace Holdings LLC                                              | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32153.73     | 0.17%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                               | Kaiser Aluminum Corp.                                              | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42513.15     | 0.22%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                   | PennyMac Financial Services, Inc.                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14474.89     | 0.07%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                  | Chord Energy Corp.                                                 | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4129.77      | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                              | XPLR Infrastructure LP                                             | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33660.00     | 0.17%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                         | Crescent Energy Finance LLC                                        | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11163.12     | 0.06%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                            | Ken Garff Automotive LLC                                           | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6876.39      | 0.04%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                   | Rocket Cos., Inc.                                                  | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30337.66     | 0.16%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.           | Seagate Data Storage Technology Pte. Ltd.                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      8000 | PA      | $8131.52      | 0.04%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                   | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40182.34     | 0.21%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | U.S. Treasury Long Bond                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $7406.31      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                           | Century Communities, Inc.                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9796.46      | 0.05%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                          | Corebridge Financial, Inc.                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12776.82     | 0.07%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                        | DaVita, Inc.                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5085.77      | 0.03%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                | Osaic Holdings, Inc.                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38500.89     | 0.20%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                    | Gray Media, Inc.                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10626.50     | 0.05%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC              | Compass Group Diversified Holdings LLC                             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     19557 | PA      | $18187.69     | 0.09%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                           | Standard Industries, Inc.                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17927.33     | 0.09%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.               | Clydesdale Acquisition Holdings, Inc.                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55822.47     | 0.29%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                           | ATI, Inc.                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32146.04     | 0.17%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                         | Block, Inc.                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19889.48     | 0.10%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                  | Wildfire Intermediate Holdings LLC                                 | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24318.43     | 0.12%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                           | USI, Inc.                                                          | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38500.04     | 0.20%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                      | EchoStar Corp.                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    159230 | PA      | $160783.77    | 0.83%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.               | Clydesdale Acquisition Holdings, Inc.                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9719.73      | 0.05%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-139.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                 | Hilcorp Energy I LP                                                | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      1000 | PA      | $973.36       | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                  | Venture Global Plaquemines LNG LLC                                 | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28019.45     | 0.14%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                 | American Axle & Manufacturing, Inc.                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9734.98      | 0.05%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                           | EQT Corp.                                                          | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1995.32      | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                      | Carnival Corp.                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     43000 | PA      | $43431.08     | 0.22%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                            | WESCO Distribution, Inc.                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10934.34     | 0.06%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                     | Nissan Motor Acceptance Co. LLC                                    | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84571.61     | 0.43%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                          | Esab Corp.                                                         | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16238.38     | 0.08%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                   | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $102016.47    | 0.52%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                       | Ferrellgas LP                                                      | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10419.40     | 0.05%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP                                                 | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32469.21     | 0.17%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                    | ERO Copper Corp.                                                   | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44545.05     | 0.23%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55232.10     | 0.28%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp.                                       | Cyprium Corp.                                                      | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11829.81     | 0.06%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                            | Cougar JV Subsidiary LLC                                           | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11374.59     | 0.06%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                 | American Axle & Manufacturing, Inc.                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8907.69      | 0.05%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                | Icahn Enterprises LP                                               | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57814.54     | 0.30%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                       | Transocean International Ltd.                                      | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      4900 | PA      | $5096.95      | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                      | Enbridge, Inc.                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13656.92     | 0.07%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                         | Midwest Gaming Borrower LLC                                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10668.01     | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                      | Uniti Group LP                                                     | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3762.31      | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                    | Gray Media, Inc.                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32997.90     | 0.17%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                | Central Parent, Inc.                                               | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1439.43      | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                | Risewell Homes, Inc.                                               | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3911.29      | 0.02%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                              | Fiesta Purchaser, Inc.                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3054.19      | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                   | PennyMac Financial Services, Inc.                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14321.52     | 0.07%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                  | Light & Wonder International, Inc.                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11289.30     | 0.06%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                          | LABL, Inc., 1st Lien Term Loan                                     | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2987 | PA      | $2979.81      | 0.02%             | 2026-11-03      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                          | Garda World Security Corp.                                         | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4759.12      | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                        | DaVita, Inc.                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4097.71      | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                          | Digital Realty Trust, Inc.                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4234.52      | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                       | Perrigo Finance Unlimited Co.                                      | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     12000 | PA      | $10949.17     | 0.06%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                              | Perimeter Holdings LLC                                             | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30403.26     | 0.16%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP, Series G                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7124.78      | 0.04%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                   | Jane Street Group                                                  | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2966.67      | 0.02%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                 | LBM Acquisition LLC                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11315.81     | 0.06%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                     | TransDigm, Inc.                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35653.20     | 0.18%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                            | Empire Communities Corp.                                           | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3012.28      | 0.02%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                 | Simmons Foods, Inc.                                                | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10586.25     | 0.05%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                 | Herc Holdings, Inc.                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8700.74      | 0.04%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                   | Genesis Energy LP                                                  | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28862.99     | 0.15%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                  | APLD ComputeCo LLC                                                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16485.15     | 0.08%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                          | Outfront Media Capital LLC                                         | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3990.57      | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13546.25     | 0.07%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                      | TGNR Intermediate Holdings LLC                                     | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36176.83     | 0.19%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                           | Apollo Debt Solutions BDC                                          | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9034.52      | 0.05%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                 | Prairie Acquiror LP                                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12395.83     | 0.06%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                          | California Resources Corp.                                         | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8065.30      | 0.04%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                      | K. Hovnanian Enterprises, Inc.                                     | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26700.09     | 0.14%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                            | Venture Global LNG, Inc.                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47576.95     | 0.24%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                 | Stagwell Global LLC                                                | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7616.42      | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                   | OneSky Flight LLC                                                  | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13418.80     | 0.07%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                       | Novelis Corp.                                                      | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27465.00     | 0.14%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                | Pebblebrook Hotel LP                                               | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7012.69      | 0.04%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                       | Garrett Motion Holdings, Inc.                                      | CUSIP: 366504AA6<br>LEI: 5493001N1N6Z0SR83G07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11389.68     | 0.06%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                           | WEX, Inc.                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16652.72     | 0.09%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                              | Tenet Healthcare Corp.                                             | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6935.44      | 0.04%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                 | Station Casinos LLC                                                | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1867.38      | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.           | Group Laboratories South Africa Pty. Ltd.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |     14000 | PA      | $7210.00      | 0.04%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                         | FTAI Aviation Investors LLC                                        | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30989.05     | 0.16%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                          | Dana, Inc.                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4666.02      | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                            | Service Properties Trust                                           | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17840.49     | 0.09%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                | Beignet Investor LLC                                               | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $315643.94    | 1.62%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                              | Tenet Healthcare Corp.                                             | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9106.61      | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                 | Newell Brands, Inc.                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4880.42      | 0.03%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.              | Mauser Packaging Solutions Holding Co.                             | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164000.00    | 0.84%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                               | Walker & Dunlop, Inc.                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8799.13      | 0.05%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                   | GGAM Finance Ltd.                                                  | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      4000 | PA      | $4151.43      | 0.02%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                             | Molina Healthcare, Inc.                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10814.16     | 0.06%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                             | Kodiak Gas Services LLC                                            | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28138.67     | 0.14%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                             | Black Pearl Compute LLC                                            | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45800.87     | 0.24%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                | CrossCountry Intermediate HoldCo LLC                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2859.42      | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                      | JELD-WEN, Inc.                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     18000 | PA      | $12204.58     | 0.06%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                             | SS&C Technologies, Inc.                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24000.82     | 0.12%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                  | Vail Resorts, Inc.                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20225.40     | 0.10%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                      | NCL Corp. Ltd.                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      9000 | PA      | $8931.71      | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                     | Madison IAQ LLC                                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36284.41     | 0.19%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                 | Hilton Domestic Operating Co., Inc.                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11067.16     | 0.06%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                               | JetBlue Airways Corp.                                              | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20791.28     | 0.11%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34519.07     | 0.18%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                               | Albertsons Cos., Inc.                                              | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9886.72      | 0.05%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                            | NGL Energy Operating LLC                                           | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13391.92     | 0.07%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                  | Energy Transfer LP, Series H                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29939.80     | 0.15%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                    | Star Holding LLC                                                   | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15218.03     | 0.08%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                             | Level 3 Financing, Inc.                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    117500 | PA      | $122600.88    | 0.63%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                      | Wyndham Hotels & Resorts, Inc.                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8855.79      | 0.05%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                      | Uniti Group LP                                                     | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4856.19      | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                | Frontier Communications Holdings LLC                               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5006.26      | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                            | Comstock Resources, Inc.                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20318.96     | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.              | Mauser Packaging Solutions Holding Co.                             | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13008.35     | 0.07%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                 | Cushman & Wakefield US Borrower LLC                                | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10592.75     | 0.05%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                     | CoreWeave, Inc.                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18461.53     | 0.09%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                | Icahn Enterprises LP                                               | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10240.32     | 0.05%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enerflex, Inc.                                      | Enerflex, Inc.                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2042.05      | 0.01%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                | Alpha Generation LLC                                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16234.12     | 0.08%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                           | ATS Corp.                                                          | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8673.51      | 0.04%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                    | Fair Isaac Corp.                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43173.74     | 0.22%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                         | Chobani LLC                                                        | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32439.86     | 0.17%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                    | Goodyear Tire & Rubber Co. (The)                                   | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5867.28      | 0.03%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                      | 1011778 BC ULC                                                     | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12219.03     | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25118.63     | 0.13%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                            | ADT Security Corp. (The)                                           | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14527.64     | 0.07%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                              | Fortrea Holdings, Inc.                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5686.20      | 0.03%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                      | Community Health Systems, Inc.                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16594.63     | 0.09%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc., Series CC                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36353.95     | 0.19%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                               | WR Grace Holdings LLC                                              | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5012.90      | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                     | Ardagh Group SA                                                    | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      5362 | PA      | $5622.37      | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.               | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8276.27      | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                     | Goldman Sachs Group, Inc. (The), Series Y                          | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40786.68     | 0.21%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                              | Neptune Bidco US, Inc.                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10090.08     | 0.05%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                    | Sealed Air Corp.                                                   | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3022.50      | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                   | Rocket Cos., Inc.                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $42387.53     | 0.22%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                       | Clearway Energy Operating LLC                                      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10027.19     | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                    | Bombardier, Inc.                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14529.79     | 0.07%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                           | HAH Group Holding Co. LLC                                          | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5256.39      | 0.03%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26036.45     | 0.13%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Moog, Inc.                                          | Moog, Inc.                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1998.84      | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                  | Ryan Specialty LLC                                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14825.47     | 0.08%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                            | Wynn Resorts Finance LLC                                           | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $30399.11     | 0.16%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                     | 1261229 BC Ltd.                                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204768.80    | 1.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Veritas Newco                                       | Veritas Newco                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        61 | NS      | $1159.38      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Olympus Water US Holding Corp.                      | Olympus Water US Holding Corp.                                     | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195340.56    | 1.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                       | White Cap Supply Holdings LLC                                      | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    116000 | PA      | $112519.16    | 0.58%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                            | Northern Oil & Gas, Inc.                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21727.71     | 0.11%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                     | Cable One, Inc.                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21056.00     | 0.11%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                       | SM Energy Co.                                                      | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32906.76     | 0.17%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                      | Ingevity Corp.                                                     | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8639.54      | 0.04%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                               | Churchill Downs, Inc.                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43808.44     | 0.23%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                     | Rand Parent LLC                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15397.88     | 0.08%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                       | Freedom Mortgage Holdings LLC                                      | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13214.50     | 0.07%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                          | Fertitta Entertainment LLC                                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3736.21      | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                   | Rocket Cos., Inc.                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52558.69     | 0.27%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                        | Discovery Communications LLC                                       | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12736.10     | 0.07%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                          | Allison Transmission, Inc.                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9938.69      | 0.05%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                              | Tenet Healthcare Corp.                                             | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52128.78     | 0.27%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                        | Hess Midstream Operations LP                                       | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13279.83     | 0.07%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                | Osaic Holdings, Inc.                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21002.62     | 0.11%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                              | Amentum Holdings, Inc.                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5174.05      | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24255.93     | 0.12%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                       | Novelis Corp.                                                      | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34735.33     | 0.18%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                              | Playtika Holding Corp.                                             | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3901.50      | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                         | APH Somerset Investor 2 LLC                                        | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $15372.59     | 0.08%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                      | Anywhere Real Estate Group LLC, Series AI                          | CUSIP: 75606DAT8<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     21200 | PA      | $21229.49     | 0.11%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                 | Newell Brands, Inc.                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6698.89      | 0.03%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                         | Block, Inc.                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2986.32      | 0.02%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                          | Lamb Weston Holdings, Inc.                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9289.52      | 0.05%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                         | Service Corp. International                                        | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24235.52     | 0.12%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                          | MajorDrive Holdings IV LLC                                         | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15532.97     | 0.08%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                      | Apollo Global Management, Inc.                                     | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18751.99     | 0.10%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                | Howard Midstream Energy Partners LLC                               | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18068.44     | 0.09%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                          | Sensata Technologies, Inc.                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25043.05     | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                           | Standard Industries, Inc.                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1976.96      | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                      | Anywhere Real Estate Group LLC                                     | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9554.08      | 0.05%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc., Series FF                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13096.54     | 0.07%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                    | Fair Isaac Corp.                                                   | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18438.07     | 0.09%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                 | Rocket Mortgage LLC                                                | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2768.33      | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                            | AthenaHealth Group, Inc.                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    113000 | PA      | $106064.48    | 0.55%             | 2030-02-15      | 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        |     18000 | PA      | $18286.42     | 0.09%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.               | New Enterprise Stone & Lime Co., Inc.                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20689.09     | 0.11%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                            | Service Properties Trust                                           | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13646.93     | 0.07%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24767.45     | 0.13%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                               | OneMain Finance Corp.                                              | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18578.98     | 0.10%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                            | Lindblad Expeditions LLC                                           | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19398.83     | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                          | Dana, Inc.                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3784.21      | 0.02%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                    | NRG Energy, Inc.                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44011.22     | 0.23%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                   | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4996.19      | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                   | Brink's Co. (The)                                                  | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36439.78     | 0.19%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                   | Brink's Co. (The)                                                  | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10154.81     | 0.05%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                   | Solstice Advanced Materials, Inc.                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32539.39     | 0.17%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                            | CACI International, Inc.                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14250.96     | 0.07%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                        | Diversified Healthcare Trust                                       | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8068.74      | 0.04%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                      | Watco Cos. LLC                                                     | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5135.08      | 0.03%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                    | CCO Holdings LLC                                                   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13929.98     | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                              | Chart Industries, Inc.                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25972.68     | 0.13%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                   | Standard Building Solutions, Inc.                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15427.03     | 0.08%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EURO                                                | EURO                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       104 | OU      | $120.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                      | Pound Sterling                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |        62 | OU      | $82.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                   | Duke Energy Corp.                                                  | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9293.78      | 0.05%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                     | TransDigm, Inc.                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40976.98     | 0.21%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                          | PG&E Corp.                                                         | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22726.95     | 0.12%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                           | Dream Finders Homes, Inc.                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6096.56      | 0.03%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                  | United Rentals North America, Inc.                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16530.45     | 0.08%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                           | Vistra Operations Co. LLC                                          | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23803.79     | 0.12%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                 | Medline Borrower LP                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91189.78     | 0.47%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                        | Performance Food Group, Inc.                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31828.25     | 0.16%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                           | ATI, Inc.                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20747.58     | 0.11%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                           | Howard Hughes Corp. (The)                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17026.00     | 0.09%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                     | Citigroup, Inc., Series DD                                         | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15437.73     | 0.08%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.             | Brookfield Residential Properties, Inc.                            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13771.98     | 0.07%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                           | Millrose Properties, Inc.                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27485.02     | 0.14%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                               | Veritiv Operating Co.                                              | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8313.98      | 0.04%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                       | Starwood Property Trust, Inc.                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6127.61      | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                             | American Airlines, Inc.                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500 | PA      | $2486.33      | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                 | Viking Cruises Ltd.                                                | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     38000 | PA      | $37517.85     | 0.19%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                          | Ares Strategic Income Fund                                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9723.88      | 0.05%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                 | Hilcorp Energy I LP                                                | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16693.31     | 0.09%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                | Frontier Communications Holdings LLC                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $48992.32     | 0.25%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                  | Getty Images, Inc.                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6277.74      | 0.03%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                | Frontier Communications Holdings LLC                               | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15089.73     | 0.08%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                 | Station Casinos LLC                                                | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11042.68     | 0.06%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                 | Mattamy Group Corp.                                                | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3756.22      | 0.02%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                        | Deluxe Corp.                                                       | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8304.67      | 0.04%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                               | Churchill Downs, Inc.                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22746.14     | 0.12%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                          | Snap, Inc.                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12227.39     | 0.06%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                 | Buckeye Partners LP                                                | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7014.17      | 0.04%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                      | Starz Capital Holdings 1, Inc.                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14680.00     | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                      | Enbridge, Inc.                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10517.63     | 0.05%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                           | Diamond Foreign Asset Co.                                          | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     11000 | PA      | $11620.86     | 0.06%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                          | United Natural Foods, Inc.                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7005.52      | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                     | TransDigm, Inc.                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29576.23     | 0.15%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                             | GFL Environmental, Inc.                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $23801.03     | 0.12%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                              | HUB International Ltd.                                             | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213172.27    | 1.10%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                            | Neogen Food Safety Corp.                                           | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11553.56     | 0.06%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                     | TransAlta Corp.                                                    | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12912.50     | 0.07%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                 | Hilcorp Energy I LP                                                | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8874.10      | 0.05%             | 2029-02-01      | 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        |     44000 | PA      | $43679.64     | 0.22%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                      | Community Health Systems, Inc.                                     | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98597.47     | 0.51%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                      | NCL Corp. Ltd.                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4857.83      | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                    | Bombardier, Inc.                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36144.78     | 0.19%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                       | Premier Entertainment Sub LLC                                      | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |     13000 | PA      | $7150.00      | 0.04%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                         | Caesars Entertainment, Inc.                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37456.95     | 0.19%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                     | LCM Investments Holdings II LLC                                    | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11426.20     | 0.06%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                     | Blackstone Mortgage Trust, Inc.                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13760.12     | 0.07%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                      | Park Intermediate Holdings LLC                                     | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12146.93     | 0.06%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                     | TransDigm, Inc.                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83552.14     | 0.43%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                         | Acadia Healthcare Co., Inc.                                        | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6142.95      | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                       | Navient Corp.                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8023.93      | 0.04%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                 | Waste Pro USA, Inc.                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83933.83     | 0.43%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.               | New Enterprise Stone & Lime Co., Inc.                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13985.83     | 0.07%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                       | VoltaGrid LLC                                                      | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87788.77     | 0.45%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                              | LifePoint Health, Inc.                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16339.68     | 0.08%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                           | Apollo Debt Solutions BDC                                          | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8858.41      | 0.05%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                             | Kodiak Gas Services LLC                                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19205.24     | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                       | Premier Entertainment Sub LLC                                      | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6100.00      | 0.03%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                          | Ball Corp.                                                         | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13508.76     | 0.07%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                          | Garda World Security Corp.                                         | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110074.69    | 0.57%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                 | Iron Mountain, Inc.                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26913.66     | 0.14%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                         | Gates Corp.                                                        | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18468.70     | 0.09%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer