# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001752724-23-046820
**Filing Date:** 2023-2
**Character Count:** 187965
**Document Hash:** 3975ab2f2cd5e78644496363f129389b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046820.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046820

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SSGA Active Trust
- **CENTRAL INDEX KEY:** 0001516212
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22542
- **FILM NUMBER:** 23683375

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 617-664-1465

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active Trust
- **DATE OF NAME CHANGE:** 20141208

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active ETF Trust
- **DATE OF NAME CHANGE:** 20110322

## Series and Classes Contracts Data

### SPDR Loomis Sayles Opportunistic Bond ETF (Series ID: S000072972)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000229692 | SPDR Loomis Sayles Opportunistic Bond ETF | OBND            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SSGA Active Trust

- **b. Investment Company Act file number:** 811-22542

- **c. CIK number of Registrant:** 0001516212

- **d. LEI of Registrant:** 549300MAXSRPQ75ICU67

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** SPDR Loomis Sayles Opportunistic Bond ETF

- **b. EDGAR series identifier (if any):** S000072972

- **c. LEI of Series:** 5493007M7KWDIQDQBK57

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $33059582.75

**Total Liabilities:** $72374.13

**Net Assets:** $32987208.62

**Delayed Delivery Securities:** $21805.72

**Cash Not Reported:** $570525.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19.18000000 | **1-Year:** -1111.13000000 | **5-Year:** -2398.29000000 | **10-Year:** -3897.19000000 | **30-Year:** -1942.53000000

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

- **3-Month:** -27.35000000 | **1-Year:** -1173.64000000 | **5-Year:** -3474.67000000 | **10-Year:** -1164.51000000 | **30-Year:** -403.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229692 | -0.13%               | 3.79%                | -0.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-262654.04              | $351008.20                                 |
| Month 2  | $-11947.34               | $864954.86                                 |
| Month 3  | $-229605.98              | $12666.96                                  |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PG&E CORP                                  | PG&E Corp                                                                       | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41178.15     | 0.12%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83884.45     | 0.25%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $51592.16     | 0.16%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                         | Baytex Energy Corp                                                              | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14239.68     | 0.04%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                   | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $37196.84     | 0.11%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    159000 | PA      | $99456.09     | 0.30%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc.                        | Endure Digital Inc. Term Loan                                                   | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     99845 | PA      | $90110.54     | 0.27%             | 2028-02-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188565.50    | 0.57%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 Holdco LLC                        | LSF11 A5 Holdco LLC Term Loan                                                   | CUSIP: 50216YAB6<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |    110651 | PA      | $107165.84    | 0.32%             | 2028-10-15      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                    | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     56000 | PA      | $43709.68     | 0.13%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                           | Armor Holdco Inc                                                                | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18668.25     | 0.06%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                   | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52178.58     | 0.16%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                   | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95842.00     | 0.29%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                    | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31947.24     | 0.10%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                    | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                           | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     24000 | PA      | $22772.88     | 0.07%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC               | Camelot U.S. Acquisition LLC Term Loan B                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    127060 | PA      | $125233.84    | 0.38%             | 2026-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                  | Pike Corp                                                                       | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26223.00     | 0.08%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4851.63      | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                      | Athene Global Funding                                                           | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84010.30     | 0.25%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                  | Arko Corp                                                                       | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $39220.00     | 0.12%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                  | USI, Inc. 2022 Incremental Term Loan                                            | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99750 | PA      | $99001.88     | 0.30%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116141.85    | 0.35%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                            | AdaptHealth LLC                                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41910.00     | 0.13%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108090.15    | 0.33%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                              | UniCredit SpA                                                                   | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    496000 | PA      | $455848.80    | 1.38%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                         | NextEra Energy Inc                                                              | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       313 | NS      | $15803.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97378.05     | 0.30%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                                       | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4917.30      | 0.01%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                        | American International Group Inc                                                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21023.64     | 0.06%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                   | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85704.65     | 0.26%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                           | MercadoLibre Inc                                                                | CUSIP: 58733RAD4<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     14000 | PA      | $28442.82     | 0.09%             | 2028-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                   | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13889.85     | 0.04%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                           | StoneX Group Inc                                                                | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80724.00     | 0.24%             | 2025-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     54000 | PA      | $50952.78     | 0.15%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                           | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     27000 | PA      | $19714.86     | 0.06%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                              | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $17078.82     | 0.05%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                   | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     54000 | PA      | $39651.12     | 0.12%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                          | Arches Buyer Inc. 2021 Term Loan B                                              | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    103417 | PA      | $96016.55     | 0.29%             | 2027-12-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                      | Uber Technologies Inc                                                           | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5912.13      | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                    | GPS Hospitality Holding Co LLC / GPS Finco Inc                                  | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $21484.60     | 0.07%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                      | Windstream Escrow LLC / Windstream Escrow Finance Corp                          | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24543.00     | 0.07%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                       | Medline Borrower, LP USD Term Loan B                                            | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     55668 | PA      | $53002.13     | 0.16%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73699.50     | 0.22%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    296000 | PA      | $191947.12    | 0.58%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                         | SunCoke Energy Inc                                                              | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38388.15     | 0.12%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                        | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4243.25      | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                         | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45633.25     | 0.14%             | 2031-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                    | United Airlines 2020-1 Class B Pass Through Trust                               | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133350 | PA      | $125533.02    | 0.38%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                   | PM General Purchaser LLC                                                        | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $25851.56     | 0.08%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                      | Scripps Escrow II Inc                                                           | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13017.44     | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                       | Commercial Metals Co                                                            | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57973.09     | 0.18%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        52 | NC      | $-90528.37    | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Illuminate Buyer, LLC                      | Illuminate Buyer, LLC 2021 Term Loan                                            | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    112453 | PA      | $107954.44    | 0.33%             | 2027-06-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18320.80     | 0.06%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    105000 | PA      | $75240.90     | 0.23%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166724.80    | 0.51%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                            | Sabre GLBL Inc. 2021 Term Loan B1                                               | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     45566 | PA      | $41635.60     | 0.13%             | 2027-12-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    249000 | PA      | $178261.59    | 0.54%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                       | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54497.96     | 0.17%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271903.50    | 0.82%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                    | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123977.50    | 0.38%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30979.80     | 0.09%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                   | Northern Oil and Gas Inc                                                        | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43180.20     | 0.13%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                  | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $164480.00    | 0.50%             | 2027-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                         | Forestar Group Inc                                                              | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60400.90     | 0.18%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    232000 | PA      | $166988.96    | 0.51%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     54000 | PA      | $37462.50     | 0.11%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                       | Gannett Holdings LLC                                                            | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $31815.81     | 0.10%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33834.42     | 0.10%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                                                  | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |       192 | NS      | $9903.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197840.00    | 0.60%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                 | E.W. Scripps Company (The) 2019 Term Loan B2                                    | CUSIP: 26928BAL3<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    326407 | PA      | $321633.47    | 0.98%             | 2026-05-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                             | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69264.76     | 0.21%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HP INC                                     | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18812.60     | 0.06%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                  | PG&E Corp                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40038.68     | 0.12%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                        | Nestle Holdings Inc                                                             | CUSIP: 641062AY0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $80941.60     | 0.25%             | 2041-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                       | Enel Finance International NV                                                   | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    144000 | PA      | $120774.24    | 0.37%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $-150.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                   | Triton Water Holdings Inc                                                       | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24303.60     | 0.07%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                               | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56393.19     | 0.17%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                              | Sempra Energy                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24634.53     | 0.07%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                          | Post Holdings Inc                                                               | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12645.60     | 0.04%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                   | C&S Group Enterprises LLC                                                       | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $27127.80     | 0.08%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                            | CoreLogic, Inc. Term Loan                                                       | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     62264 | PA      | $52166.02     | 0.16%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $46155.06     | 0.14%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                    | US Acute Care Solutions LLC                                                     | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $34612.89     | 0.10%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                       | EnLink Midstream LLC                                                            | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9283.10      | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                           | IRB Holding Corp 2020 Term Loan B                                               | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    120304 | PA      | $119420.05    | 0.36%             | 2025-02-05      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102076.70    | 0.31%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                    | Colgate Energy Partners III LLC                                                 | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43929.45     | 0.13%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                        | CBAM 2018-6 Ltd                                                                 | CUSIP: 12481XAU4<br>LEI: 254900FSYLEH1VUJJF28 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $247528.50    | 0.75%             | 2031-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                       | Wabash National Corp                                                            | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38157.75     | 0.12%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                      | Tempur Sealy International Inc                                                  | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32096.44     | 0.10%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                       | Alta Equipment Group Inc                                                        | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4529.50      | 0.01%             | 2026-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                 | Viasat Inc                                                                      | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34471.35     | 0.10%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                       | EnLink Midstream LLC                                                            | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50557.76     | 0.15%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                        | Sunnova Energy Corp                                                             | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39324.56     | 0.12%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88903.80     | 0.27%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                         | Ingles Markets Inc                                                              | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36987.28     | 0.11%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                           | NTT Finance Corp                                                                | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196810.00    | 0.60%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 2 Ltd                                                              | CUSIP: 98625TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238300.00    | 0.72%             | 2031-01-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AKUMIN ESCROW INC                          | Akumin Escrow Inc                                                               | CUSIP: 01021FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     40000 | PA      | $24377.60     | 0.07%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                     | Sunoco LP / Sunoco Finance Corp                                                 | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $54229.54     | 0.16%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                          | Iron Mountain Inc                                                               | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     43000 | PA      | $37502.45     | 0.11%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4066.00      | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                             | CVR Energy Inc                                                                  | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36779.20     | 0.11%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation       | Olympus Water US Holding Corporation 2021 USD Term Loan B                       | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |     55056 | PA      | $52999.44     | 0.16%             | 2028-11-09      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                           | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37970.10     | 0.12%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                      | Avantor Funding, Inc. 2021 Term Loan B5                                         | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     33806 | PA      | $33700.08     | 0.10%             | 2027-11-08      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198626.00    | 0.60%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $231925.05    | 0.70%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                      | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $86986.69     | 0.26%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                         | CommScope Technologies LLC                                                      | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45503.00     | 0.14%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                         | Enphase Energy Inc                                                              | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      7000 | PA      | $8220.59      | 0.02%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                           | BGC Partners Inc                                                                | CUSIP: 05541TAP6<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    157000 | PA      | $146967.70    | 0.45%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Genworth Holdings Inc                      | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39615.75     | 0.12%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94234.00     | 0.29%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $114002.70    | 0.35%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                           | Gates Global LLC 2021 Term Loan B3                                              | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |     76729 | PA      | $75251.13     | 0.23%             | 2027-03-31      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                          | Vista Outdoor Inc                                                               | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |     24000 | PA      | $17678.88     | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                   | Sinclair Television Group Inc                                                   | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8400.12      | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                       | Cornerstone Building Brands Inc                                                 | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     31000 | PA      | $21851.59     | 0.07%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    110000 | PA      | $85944.10     | 0.26%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                   | Live Nation Entertainment Inc                                                   | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14865.90     | 0.05%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                | Jazz Financing Lux S.a.r.l. USD Term Loan                                       | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     93264 | PA      | $92586.15     | 0.28%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                              | Urban One Inc                                                                   | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34665.09     | 0.11%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147060.90    | 0.45%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                   | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34908.32     | 0.11%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PINDUODUO INC                              | Pinduoduo Inc                                                                   | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $13955.70     | 0.04%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106638.00    | 0.32%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                      | Mineral Resources Ltd                                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10212.50     | 0.03%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                        | Sirius XM Radio Inc                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     88000 | PA      | $72700.32     | 0.22%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                       | Garda World Security Corp                                                       | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8174.70      | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC             | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B                        | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    301962 | PA      | $301672.00    | 0.91%             | 2024-12-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                  | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     36000 | PA      | $34449.48     | 0.10%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                   | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49936.70     | 0.15%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110169.15    | 0.33%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                     | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    175000 | PA      | $154003.50    | 0.47%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $12530.25     | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     42000 | PA      | $45829.98     | 0.14%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                           | Haemonetics Corp                                                                | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16605.40     | 0.05%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO XII                     | KKR Group Finance Co XII LLC                                                    | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $31806.32     | 0.10%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                       | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33019.10     | 0.10%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Agiliti Health, Inc                        | Agiliti Health, Inc 2020 Incremental Term Loan                                  | CUSIP: 00847YAD4<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |     58523 | PA      | $57133.07     | 0.17%             | 2026-01-04      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                    | Park River Holdings Inc Term Loan                                               | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88871 | PA      | $78095.79     | 0.24%             | 2027-12-28      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $57842.65     | 0.18%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                                 | Fluor Corp                                                                      | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63471.80     | 0.19%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128425.50    | 0.39%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                        | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75204.00     | 0.23%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                 | Airbnb Inc                                                                      | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9931.08      | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | Service Properties Trust                                                        | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     70000 | PA      | $55327.30     | 0.17%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                              | CoreCivic Inc                                                                   | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59416.94     | 0.18%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $71141.30     | 0.22%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    120000 | PA      | $73530.00     | 0.22%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                           | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44743.00     | 0.14%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $137273.20    | 0.42%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                   | Granite US Holdings Corp                                                        | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21057.20     | 0.06%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                              | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $12902.20     | 0.04%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                               | Cars.com Inc                                                                    | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40096.35     | 0.12%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $66225.60     | 0.20%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247522.60    | 0.75%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co LLC                                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39689.26     | 0.12%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                  | Olin Corp                                                                       | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9127.20      | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                    | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96333.60     | 0.29%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                   | Enviva Partners LP / Enviva Partners Finance Corp                               | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $36787.14     | 0.11%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)         | Dun & Bradstreet Corporation (The) Term Loan                                    | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    126342 | PA      | $125405.69    | 0.38%             | 2026-02-06      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $32643.45     | 0.10%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                                   | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     25000 | PA      | $22445.00     | 0.07%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                        | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $193116.00    | 0.59%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42902.10     | 0.13%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Navient Corp                               | Navient Corp                                                                    | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43144.20     | 0.13%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                         | Enact Holdings Inc                                                              | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $82580.40     | 0.25%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                       | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69688.10     | 0.21%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                   | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20157.36     | 0.06%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                 | CPI CG Inc                                                                      | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29541.60     | 0.09%             | 2026-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    161000 | PA      | $133336.98    | 0.40%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                   | Pioneer Natural Resources Co                                                    | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      5000 | PA      | $11670.30     | 0.04%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WESTERN GLOBAL AIRLINES                    | Western Global Airlines LLC                                                     | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $21913.85     | 0.07%             | 2025-08-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                   | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34875.36     | 0.11%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group Inc                                                               | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6080.76      | 0.02%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                       | Winnebago Industries Inc                                                        | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79473.30     | 0.24%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101751.00    | 0.31%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                 | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216571.65    | 0.66%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                        | TreeHouse Foods Inc                                                             | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23019.93     | 0.07%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                           | Arches Buyer Inc                                                                | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21666.15     | 0.07%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                    | American Airlines, Inc. 2021 Term Loan                                          | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    110000 | PA      | $109707.95    | 0.33%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                             | Hertz Corp/The                                                                  | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14410.55     | 0.04%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                | Domtar Corp                                                                     | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60730.60     | 0.18%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                     | Calumet Specialty Products Partners LP / Calumet Finance Corp                   | CUSIP: 131477AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10446.10     | 0.03%             | 2025-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                   | Sinclair Television Group Inc                                                   | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13889.34     | 0.04%             | 2027-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DPL INC                                    | DPL Inc                                                                         | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $85340.40     | 0.26%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                   | Prudential Financial Inc                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4925.00      | 0.01%             | 2043-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                | Amynta Agency Borrower Inc. 2018 1st Lien Term Loan                             | CUSIP: 57810JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103644 | PA      | $98461.54     | 0.30%             | 2025-02-28      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                       | Frontier Florida LLC                                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9204.10      | 0.03%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                             | Bombardier Inc                                                                  | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35065.10     | 0.11%             | 2024-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    115000 | PA      | $78282.80     | 0.24%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                       | Carnival Corporation USD Term Loan B                                            | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    142276 | PA      | $136813.58    | 0.41%             | 2025-06-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF         | SPDR Bloomberg High Yield Bond ETF                                              | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |      3700 | NS      | $333000.00    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                             | Cloudflare Inc                                                                  | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     58000 | PA      | $47524.04     | 0.14%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Koppers Inc                                | Koppers Inc                                                                     | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43126.65     | 0.13%             | 2025-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                    | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40757.40     | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                              | BlackRock Inc                                                                   | CUSIP: 09247XAS0<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     78000 | PA      | $62676.12     | 0.19%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74921.61     | 0.23%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $423900.00    | 1.29%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                       | Strathcona Resources Ltd/Alberta                                                | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $40364.50     | 0.12%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                     | Victoria's Secret & Co                                                          | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40017.15     | 0.12%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                             | Ziff Davis Inc                                                                  | CUSIP: 48123VAD4<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25063.25     | 0.08%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     39000 | PA      | $29551.47     | 0.09%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                      | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     58000 | PA      | $52550.32     | 0.16%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                              | DISH DBS Corp                                                                   | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $205194.00    | 0.62%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC      | Prime Security Services Borrower, LLC 2021 Term Loan                            | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     47453 | PA      | $47097.49     | 0.14%             | 2026-09-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    164000 | PA      | $156342.84    | 0.47%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46752.30     | 0.14%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $254352.00    | 0.77%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                            | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52140.00     | 0.16%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                     | Millennium Escrow Corp                                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $21643.38     | 0.07%             | 2026-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                             | Public Storage                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     54000 | PA      | $43545.60     | 0.13%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                      | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    144000 | PA      | $121576.32    | 0.37%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.               | CHG Healthcare Services Inc. 2021 Term Loan                                     | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    296250 | PA      | $290470.16    | 0.88%             | 2028-09-29      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc.                   | Michaels Companies, Inc. 2021 Term Loan B                                       | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     73815 | PA      | $63993.52     | 0.19%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    245000 | PA      | $224255.85    | 0.68%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                            | Foot Locker Inc                                                                 | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63016.00     | 0.19%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $20648.52     | 0.06%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                   | Watco Cos LLC / Watco Finance Corp                                              | CUSIP: 941130AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25610.31     | 0.08%             | 2027-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    110000 | PA      | $85644.90     | 0.26%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                    | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18995.60     | 0.06%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                      | Civitas Resources Inc                                                           | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66167.28     | 0.20%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165263.80    | 0.50%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                      | Eco Material Technologies Inc                                                   | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $37276.59     | 0.11%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48370.98     | 0.15%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    141000 | PA      | $123940.41    | 0.38%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City Brewing Company, LLC                  | City Brewing Company, LLC Closing Date Term Loan                                | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55658 | PA      | $24976.55     | 0.08%             | 2028-04-05      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                           | ACProducts, Inc. 2021 Term Loan B                                               | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |     60037 | PA      | $45345.08     | 0.14%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                      | Tempur Sealy International Inc                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     64000 | PA      | $53736.96     | 0.16%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                   | EQT Corp                                                                        | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      6000 | PA      | $13961.94     | 0.04%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                         | Murphy Oil USA Inc                                                              | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49473.06     | 0.15%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Global Education Holdings, LLC | McGraw-Hill Global Education Holdings, LLC 2021 Term Loan                       | CUSIP: 58063DAC7<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    132868 | PA      | $125435.57    | 0.38%             | 2028-07-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING                            | Affinity Gaming                                                                 | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42513.00     | 0.13%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                          | Bristow Group Inc                                                               | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40764.68     | 0.12%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                     | DirecTV Financing, LLC Term Loan                                                | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125438 | PA      | $122393.64    | 0.37%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        63 | NC      | $-78352.80    | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| CMG MEDIA CORPORATION                      | CMG Media Corp                                                                  | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $20314.80     | 0.06%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF            | SPDR Blackstone Senior Loan ETF                                                 | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |      8015 | NS      | $327813.50    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Summer (BC) Holdco B S.a r.l               | Summer (BC) Holdco B S.a r.l 2021 USD Term Loan B2                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | LON              | CORP              | LU        |     35062 | PA      | $32636.56     | 0.10%             | 2026-12-04      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                     | Carriage Purchaser Inc                                                          | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7127.20      | 0.02%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                            | CommScope, Inc. 2019 Term Loan B                                                | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    184059 | PA      | $173981.64    | 0.53%             | 2026-04-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                     | Vishay Intertechnology Inc                                                      | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13570.20     | 0.04%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                | Academy Ltd                                                                     | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9605.50      | 0.03%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                        | Nestle Holdings Inc                                                             | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146536.50    | 0.44%             | 2027-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                   | NextEra Energy Operating Partners LP                                            | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     82000 | PA      | $75483.46     | 0.23%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                   | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42177.60     | 0.13%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                      | United Airlines, Inc. 2021 Term Loan B                                          | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    188711 | PA      | $186863.25    | 0.57%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     29000 | PA      | $23539.30     | 0.07%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                  | Block Inc                                                                       | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23790.00     | 0.07%             | 2025-03-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                          | ROCC Holdings LLC                                                               | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33997.62     | 0.10%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                            | Sands China Ltd                                                                 | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193590.00    | 0.59%             | 2025-08-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $132316.50    | 0.40%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    165000 | PA      | $165874.50    | 0.50%             | 2027-08-15      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| CONDUENT BUS SERVICES                      | Conduent Business Services LLC / Conduent State & Local Solutions Inc           | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $31879.38     | 0.10%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44448.50     | 0.13%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                           | BlueLinx Holdings Inc                                                           | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32472.57     | 0.10%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103309.80    | 0.31%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69066.90     | 0.21%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                     | Calumet Specialty Products Partners LP / Calumet Finance Corp                   | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14098.65     | 0.04%             | 2027-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Paysafe Holdings (US) Corp                 | Paysafe Holdings (US) Corp USD Term Loan B1                                     | CUSIP: 70451NAB2<br>LEI: 549300N8UN7DUDH51357 | Long             | LON              | CORP              | US        |     43577 | PA      | $41679.89     | 0.13%             | 2028-06-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70331.25     | 0.21%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     71000 | PA      | $54731.77     | 0.17%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                         | PBF Holding Co LLC / PBF Finance Corp                                           | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35400.80     | 0.11%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                   | Builders FirstSource Inc                                                        | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65968.04     | 0.20%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63307.06     | 0.19%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | Service Properties Trust                                                        | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     10000 | PA      | $8361.30      | 0.03%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $86942.10     | 0.26%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                   | Sarepta Therapeutics Inc                                                        | CUSIP: 803607AB6<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $18655.90     | 0.06%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                   | EnLink Midstream Partners LP                                                    | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69004.71     | 0.21%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                   | CTR Partnership LP / CareTrust Capital Corp                                     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $63333.75     | 0.19%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp                       | Verscend Escrow Corp                                                            | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26448.12     | 0.08%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $388292.00    | 1.18%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                            | Murphy Oil Corp                                                                 | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59022.99     | 0.18%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.       | Clear Channel Outdoor Holdings, Inc. Term Loan B                                | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61344 | PA      | $56015.06     | 0.17%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                            | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19589.25     | 0.06%             | 2042-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $-123.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                      | Mineral Resources Ltd                                                           | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25566.50     | 0.08%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     10000 | PA      | $8623.20      | 0.03%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC MORGAN STANLEY COC               | SWAP CCPC MORGAN STANLEY COC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    410000 | NS      | $410000.00    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL                           | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $38622.32     | 0.12%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                        | LSF11 A5 HoldCo LLC                                                             | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12164.25     | 0.04%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95265.00     | 0.29%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102428.55    | 0.31%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Arrow Bidco LLC                            | Arrow Bidco LLC                                                                 | CUSIP: 042728AA3<br>LEI: 549300YHZN08M0H3O128 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21986.36     | 0.07%             | 2024-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                     | Edgewell Personal Care Co                                                       | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14576.14     | 0.04%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $8235.00      | 0.02%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                               | NMI Holdings Inc                                                                | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55719.40     | 0.17%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                   | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     51000 | PA      | $45913.26     | 0.14%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                         | Murphy Oil USA Inc                                                              | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28309.76     | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                            | Sabre GLBL Inc. 2021 Term Loan B2                                               | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     72634 | PA      | $66369.65     | 0.20%             | 2027-12-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195114.00    | 0.59%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $327072.00    | 0.99%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33927.75     | 0.10%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                        | Artera Services LLC                                                             | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32546.67     | 0.10%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY                   | Infrabuild Australia Pty Ltd                                                    | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |     22000 | PA      | $21285.66     | 0.06%             | 2024-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                       | Aramark Services Inc                                                            | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34655.60     | 0.11%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp Ltd                                                                    | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     27000 | PA      | $23122.80     | 0.07%             | 2024-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                               | Sylvamo Corp                                                                    | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37232.91     | 0.11%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Array Technologies, Inc.                   | Array Technologies, Inc. Term Loan B                                            | CUSIP: 04270YAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | LON              | CORP              | US        |    118426 | PA      | $113615.65    | 0.34%             | 2027-10-14      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                   | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116490.00    | 0.35%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                            | Thor Industries Inc                                                             | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15776.60     | 0.05%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                               | Seaspan Corp                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     55000 | PA      | $41656.45     | 0.13%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                   | Corporate Office Properties LP                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     22000 | PA      | $16468.76     | 0.05%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                | Datadog Inc                                                                     | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5461.50      | 0.02%             | 2025-06-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42021.32     | 0.13%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                      | Stellantis Finance US Inc                                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198446.00    | 0.60%             | 2028-01-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                   | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $30759.80     | 0.09%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                     | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     29000 | PA      | $25375.00     | 0.08%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                                                    | CUSIP: 65473P121<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |       115 | NS      | $11874.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                           | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9863.00      | 0.03%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                 | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     34000 | PA      | $27400.94     | 0.08%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                               | Zscaler Inc                                                                     | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18881.46     | 0.06%             | 2025-07-01      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                            | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     10000 | PA      | $7423.60      | 0.02%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $163170.00    | 0.49%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| At Home Group Inc.                         | At Home Group Inc. Term Loan B                                                  | CUSIP: 04651BAB5<br>LEI: 549300LGPR0P05O30I24 | Long             | LON              | CORP              | US        |     53588 | PA      | $42408.46     | 0.13%             | 2028-07-24      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                     | Spirit AeroSystems Inc                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31586.88     | 0.10%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                               | Enerflex Ltd                                                                    | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $84800.25     | 0.26%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     54000 | PA      | $36472.68     | 0.11%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                    | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43664.28     | 0.13%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                           | DT Midstream Inc                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $51854.32     | 0.16%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        28 | NC      | $-27075.10    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY                       | Carpenter Technology Corp                                                       | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51237.66     | 0.16%             | 2030-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                        | Toledo Hospital/The                                                             | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24603.60     | 0.07%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66880.00     | 0.20%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                | Hexcel Corp                                                                     | CUSIP: 428291AM0<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29249.70     | 0.09%             | 2025-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                             | NRG Energy Inc                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47708.46     | 0.14%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                       | Booking Holdings Inc                                                            | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $13402.90     | 0.04%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                                              | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    144000 | PA      | $115627.68    | 0.35%             | 2029-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                      | Southwest Airlines Co                                                           | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12059.50     | 0.04%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                     | WESCO Distribution Inc                                                          | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69955.65     | 0.21%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                     | BlackRock TCP Capital Corp                                                      | CUSIP: 09259EAB4<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    149000 | PA      | $132988.46    | 0.40%             | 2026-02-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                              | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     83000 | PA      | $72167.67     | 0.22%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                     | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     72000 | PA      | $66697.20     | 0.20%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                    | Uber Technologies, Inc. 2021 1st Lien Term Loan B                               | CUSIP: 90351JAG9<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |    160060 | PA      | $160145.55    | 0.49%             | 2025-04-04      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                               | Embecta Corp                                                                    | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16764.60     | 0.05%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                | Ashland LLC                                                                     | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |     56000 | PA      | $44560.32     | 0.14%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                   | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38085.30     | 0.12%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER INC                          | Guitar Center Inc                                                               | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $37237.50     | 0.11%             | 2026-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                         | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195220.00    | 0.59%             | 2024-02-08      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                    | New Fortress Energy Inc                                                         | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $81532.30     | 0.25%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                               | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97143.00     | 0.29%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAIN CII CARBON LLC/CII                    | Rain CII Carbon LLC / CII Carbon Corp                                           | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41391.90     | 0.13%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193626.00    | 0.59%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20069.16     | 0.06%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PURE STORAGE INC                           | Pure Storage Inc                                                                | CUSIP: 74624MAB8<br>LEI: 549300NPDB0BZTK3WO90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10794.30     | 0.03%             | 2023-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                      | Bill.com Holdings Inc                                                           | CUSIP: 090043AB6<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15429.60     | 0.05%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.              | Graham Packaging Company Inc. 2021 Term Loan                                    | CUSIP: 38469EAD5<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    118196 | PA      | $116356.97    | 0.35%             | 2027-08-04      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                      | CMG Media Corporation 2021 Term Loan                                            | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147739 | PA      | $138742.91    | 0.42%             | 2026-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                   | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48035.50     | 0.15%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                     | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $477625.00    | 1.45%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                      | Mineral Resources Ltd                                                           | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     48000 | PA      | $48817.44     | 0.15%             | 2027-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                       | OI European Group BV                                                            | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     56000 | PA      | $49477.12     | 0.15%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                             | TechnipFMC PLC                                                                  | CUSIP: 87854XAE1<br>LEI: 549300D5I93QWCJTCK36 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $58620.60     | 0.18%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                              | MH Sub I, LLC 2017 1st Lien Term Loan                                           | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109747 | PA      | $106850.44    | 0.32%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                  | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47903.96     | 0.15%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197200.00    | 0.60%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                      | Intelsat Jackson Holdings SA                                                    | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     17000 | PA      | $15255.29     | 0.05%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126189.90    | 0.38%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                         | Murphy Oil USA Inc                                                              | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23752.30     | 0.07%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GKN8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99111.00     | 0.30%             | 2026-04-02      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                               | Danaher Corp                                                                    | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |        11 | NS      | $14922.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                           | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21450.24     | 0.07%             | 2047-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                      | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199132.00    | 0.60%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251149.60    | 0.76%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10519.08     | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                   | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $9587.90      | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                    | Global Medical Response Inc                                                     | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     24000 | PA      | $17497.92     | 0.05%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                   | Garda World Security Corp                                                       | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $21302.82     | 0.06%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                   | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38154.48     | 0.12%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                          | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182820.00    | 0.55%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                   | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $39003.80     | 0.12%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                  | Prosus NV                                                                       | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $166258.00    | 0.50%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                    | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $9441.96      | 0.03%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                   | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113756.85    | 0.34%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                              | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79947.00     | 0.24%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                   | Adtalem Global Education Inc                                                    | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41245.65     | 0.13%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                         | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24016.00     | 0.07%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                              | Parkland Corp/Alberta                                                           | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3349.88      | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                   | Moss Creek Resources Holdings Inc                                               | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40532.40     | 0.12%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                   | Encino Acquisition Partners Holdings LLC                                        | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21864.72     | 0.07%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                       | Howmet Aerospace Inc                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34457.30     | 0.10%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                               | ADT Security Corp/The                                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19564.72     | 0.06%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $66652.50     | 0.20%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                       | Oceaneering International Inc                                                   | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42088.95     | 0.13%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59277.60     | 0.18%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                       | GrubHub Holdings Inc                                                            | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $36218.00     | 0.11%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                             | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $39911.31     | 0.12%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                          | Waste Pro USA Inc                                                               | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17722.80     | 0.05%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58731.53     | 0.18%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     71000 | PA      | $48064.87     | 0.15%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                   | SEG Holding LLC / SEG Finance Corp                                              | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $38248.08     | 0.12%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                     | Brundage-Bone Concrete Pumping Holdings Inc                                     | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41063.85     | 0.12%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                        | COMM 2012-CCRE3 Mortgage Trust                                                  | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88827.11     | 0.27%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                               | DNB Bank ASA                                                                    | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $200208.00    | 0.61%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                        | Toledo Hospital/The                                                             | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7768.10      | 0.02%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo, LLC                   | Oscar AcquisitionCo, LLC Term Loan B                                            | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |     30922 | PA      | $29357.20     | 0.09%             | 2029-04-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     76000 | PA      | $54404.60     | 0.16%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                           | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                                      | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    108000 | PA      | $110288.52    | 0.33%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                 | Splunk Inc                                                                      | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12709.05     | 0.04%             | 2027-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Hayfin Kingsland VIII Ltd                  | Hayfin US XII Ltd                                                               | CUSIP: 42086PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238150.00    | 0.72%             | 2031-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                   | Weatherford International Ltd                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $53110.75     | 0.16%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    344000 | PA      | $263521.20    | 0.80%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                              | CommScope Inc                                                                   | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7191.60      | 0.02%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation      | AMMC CLO 15 Ltd                                                                 | CUSIP: 00175MBQ2<br>LEI: 549300D0GYBG49KJD582 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239325.00    | 0.73%             | 2032-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                        | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $56249.75     | 0.17%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     73000 | PA      | $48807.07     | 0.15%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp Ltd                                                                    | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $3762.75      | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                           | Taseko Mines Ltd                                                                | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $38711.20     | 0.12%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                        | White Cap Buyer LLC                                                             | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19169.92     | 0.06%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80466.01     | 0.24%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $83373.40     | 0.25%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                | Netflix Inc                                                                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79303.05     | 0.24%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56929.60     | 0.17%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                              | Nordstrom Inc                                                                   | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73022.40     | 0.22%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust      | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $557220.34    | 1.69%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                     | Full House Resorts Inc                                                          | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15017.97     | 0.05%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                   | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11563.08     | 0.04%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHH MORTGAGE CORP                          | PHH Mortgage Corp                                                               | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36609.31     | 0.11%             | 2026-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                 | Atkore Inc                                                                      | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41514.24     | 0.13%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.  | Sedgwick Claims Management Services, Inc. 2018 Term Loan B                      | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    220040 | PA      | $214401.89    | 0.65%             | 2025-12-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                              | RealPage, Inc 1st Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     59002 | PA      | $56228.49     | 0.17%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    144000 | PA      | $109588.32    | 0.33%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                         | PBF Holding Co LLC / PBF Finance Corp                                           | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $50259.99     | 0.15%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                       | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc              | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $23346.74     | 0.07%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                           | Proofpoint, Inc. 1st Lien Term Loan                                             | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    133988 | PA      | $129167.30    | 0.39%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                    | Albion Financing 3 SARL USD Term Loan                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    104894 | PA      | $99649.29     | 0.30%             | 2026-08-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                   | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    188000 | PA      | $154611.20    | 0.47%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | EURO-BUND FUTURE MAR23                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -14 | NC      | $54032.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20880.20     | 0.06%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                       | Ascend Learning, LLC 2021 Term Loan                                             | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     94221 | PA      | $89320.52     | 0.27%             | 2028-12-11      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                      | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $73914.80     | 0.22%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                     | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $7657.40      | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    139000 | PA      | $135002.36    | 0.41%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                    | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15509.20     | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8947.26      | 0.03%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer