# EDGAR Filing Document

**Accession Number:** 0000867297
**File Stem:** 0001752724-23-035677
**Filing Date:** 2023-2
**Character Count:** 183733
**Document Hash:** 1a33dbbd4a265a9ba3fa550fde958b16
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035677.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035677

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Investment Trust
- **CENTRAL INDEX KEY:** 0000867297
- **IRS NUMBER:** 330457728
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06161
- **FILM NUMBER:** 23657464

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STEET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANZ FUNDS
- **DATE OF NAME CHANGE:** 20050330

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO FUNDS MULTI MANAGER SERIES
- **DATE OF NAME CHANGE:** 19970626

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO FUNDS EQUITY ADVISORS SERIES
- **DATE OF NAME CHANGE:** 19960227

## Series and Classes Contracts Data

### Virtus Income & Growth Fund (Series ID: S000015823)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000043488 | Class A             | AZNAX           |
| C000043489 | Class C             | AZNCX           |
| C000043491 | Institutional Class | AZNIX           |
| C000066151 | P                   | AIGPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Investment Trust

- **b. Investment Company Act file number:** 811-06161

- **c. CIK number of Registrant:** 0000867297

- **d. LEI of Registrant:** 549300JFX7YJRKFQYL29

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-243-1574

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

- **a. Name of Series:** Virtus Income & Growth Fund

- **b. EDGAR series identifier (if any):** S000015823

- **c. LEI of Series:** 549300BI4Z61WQ2E4I32

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $5034638667.95

**Total Liabilities:** $35587493.79

**Net Assets:** $4999051174.16

**Cash Not Reported:** $3798030.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -9.00000000 | **5-Year:** -22544.00000000 | **10-Year:** -21046.00000000 | **30-Year:** -99769.00000000

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

- **3-Month:** -43.00000000 | **1-Year:** -1975.00000000 | **5-Year:** -395990.00000000 | **10-Year:** -602200.00000000 | **30-Year:** -2625.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000066151 | 4.29%                | 2.89%                | -3.35%               |
| Class ID C000043491 | 4.33%                | 2.85%                | -3.40%               |
| Class ID C000043489 | 3.33%                | 1.73%                | -4.38%               |
| Class ID C000043488 | -1.42%               | -2.78%               | -8.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6472274.22              | $204737331.31                              |
| Month 2  | $18074016.92             | $116370161.99                              |
| Month 3  | $11547404.95             | $-198838156.22                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sherwin-Williams Co/The                         | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     68490 | NS      | $16254731.70  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES IN                        | Opendoor Technologies Inc                                                        | CUSIP: 683712AA1<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |   7375000 | PA      | $2878409.70   | 0.06%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                             | Exact Sciences Corp                                                              | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |  10290000 | PA      | $8065302.00   | 0.16%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                         | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7535000 | PA      | $6259328.04   | 0.13%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                              | Enphase Energy Inc                                                               | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $13518000.00  | 0.27%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                            | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9148139.00   | 0.18%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                       | Block Inc                                                                        | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  25765000 | PA      | $20856767.50  | 0.42%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                             | Shift4 Payments Inc                                                              | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7510000 | PA      | $7439593.75   | 0.15%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   9655000 | PA      | $8890613.65   | 0.18%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                 | Yum! Brands Inc                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   6680000 | PA      | $6187350.00   | 0.12%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   6355000 | PA      | $5708251.65   | 0.11%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                      | Airbnb Inc                                                                       | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |  28980000 | PA      | $23850540.00  | 0.48%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                               | MicroStrategy Inc                                                                | CUSIP: 594972AE1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  12620000 | PA      | $4591156.00   | 0.09%             | 2027-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                           | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |  14905000 | PA      | $13045601.25  | 0.26%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21985000 | PA      | $15554387.50  | 0.31%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                           | ON Semiconductor Corp                                                            | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1305125.00   | 0.03%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                            | CITGO Petroleum Corp                                                             | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2389632.00   | 0.05%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                     | Wayfair Inc                                                                      | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |  18685000 | PA      | $12079852.50  | 0.24%             | 2025-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                      | Stanley Black & Decker Inc                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     82623 | NS      | $6206639.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                         | Akamai Technologies Inc                                                          | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $7679925.00   | 0.15%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2579030.80   | 0.05%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | UNITEDHEALTH GROUP INC                                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -510 | NC      | $-50490.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                | Zillow Group Inc                                                                 | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5541250.00   | 0.11%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                     | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   1232230 | NS      | $53269302.90  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIV SCI HLD CORP                             | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11825000 | PA      | $10055388.75  | 0.20%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                 | Lucid Group Inc                                                                  | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17880000 | PA      | $9127740.00   | 0.18%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                           | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     70990 | NS      | $32406935.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                             | Axon Enterprise Inc                                                              | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   7905000 | PA      | $7833855.00   | 0.16%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                     | Workday Inc                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      4974 | NS      | $832299.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                        | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    209710 | NS      | $24538167.10  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                      | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6381125.00   | 0.13%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                         | Pebblebrook Hotel Trust                                                          | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |  12180000 | PA      | $10018050.00  | 0.20%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   8060000 | PA      | $7831704.53   | 0.16%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |  13640000 | PA      | $11905729.92  | 0.24%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                    | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $4750372.00   | 0.10%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                            | Upstart Holdings Inc                                                             | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |  12330000 | PA      | $6473250.00   | 0.13%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                          | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |  32710000 | PA      | $17112236.50  | 0.34%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                             | MESQUITE ENERGY INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6240000 | PA      | $85800.00     | 0.00%             | 2023-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $6783297.75   | 0.14%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | DEERE & CO                                                                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -225 | NC      | $-10125.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                            | Western Digital Corp                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4614428.00   | 0.09%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                               | MP Materials Corp                                                                | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12250000 | PA      | $10703437.50  | 0.21%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                        | Etsy Inc                                                                         | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $4942612.50   | 0.10%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    822765 | NS      | $33971966.85  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                        | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  14410000 | PA      | $12829583.25  | 0.26%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                      | Dexcom Inc                                                                       | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |  26025000 | PA      | $28302187.50  | 0.57%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                        | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   7450000 | PA      | $6355669.50   | 0.13%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                      | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |  10895000 | PA      | $9056468.75   | 0.18%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                           | Burlington Stores Inc                                                            | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   8845000 | PA      | $10171750.00  | 0.20%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                        | Etsy Inc                                                                         | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |  27035000 | PA      | $23082483.00  | 0.46%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                             | Exact Sciences Corp                                                              | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    790000 | PA      | $651750.00    | 0.01%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                        | EQM Midstream Partners LP                                                        | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4272202.50   | 0.09%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                               | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  14730000 | PA      | $9397740.00   | 0.19%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                           | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2871000 | PA      | $2886808.21   | 0.06%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                   | Coherent Corp                                                                    | CUSIP: 19247G206<br>LEI: 549300O5C25A0MMHHU33 | Long             | EP               | CORP              | US        |     23240 | NS      | $3716076.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                               | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   7890000 | PA      | $4943085.00   | 0.10%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   8665000 | PA      | $7051663.65   | 0.14%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                              | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |  10105000 | PA      | $6863331.97   | 0.14%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                               | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    398715 | NS      | $18994782.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                          | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6830000 | PA      | $6468290.92   | 0.13%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                | Callon Petroleum Co                                                              | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |  13490000 | PA      | $12859798.06  | 0.26%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | INTUIT INC                                                                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -185 | NC      | $-925.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                          | Boston Scientific Corp                                                           | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |    214910 | NS      | $24675966.20  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | AON PLC                                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -265 | NC      | $-7950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | DEXCOM INC                                                                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -250 | NC      | $-10500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   9420000 | PA      | $7919022.38   | 0.16%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                  | Cloudflare Inc                                                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |  26580000 | PA      | $21662700.00  | 0.43%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                      | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14660 | NS      | $20340603.40  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC.                                    | Zscaler Inc                                                                      | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $9318750.00   | 0.19%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                           | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    376540 | NS      | $25841940.20  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                        | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10435000 | PA      | $8494639.19   | 0.17%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                            | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |  11590000 | PA      | $10812716.65  | 0.22%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                  | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $9558360.00   | 0.19%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12310000 | PA      | $9670400.80   | 0.19%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                  | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     55005 | NS      | $21356791.35  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG RESOURCES AUG 2006                          | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   4130000 | PA      | $3434852.81   | 0.07%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CCF HLDGS LLC WT CCF HLDGS LLC WTS C            | CCF HLDGS LLC WT CCF HLDGS LLC WTS C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   2911361 | NC      | $378476.93    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SIRIUS XM RADIO INC                             | Sirius XM Radio Inc                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   8960000 | PA      | $7797888.00   | 0.16%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                   | Wolfspeed Inc                                                                    | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |  18530000 | PA      | $16019185.00  | 0.32%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Riviera Resources Inc                           | Riviera Resources Inc                                                            | CUSIP: 76964R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25527 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EPAM Systems Inc                                | EPAM Systems Inc                                                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     25610 | NS      | $8393421.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                          | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13230000 | PA      | $10787892.03  | 0.22%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                            | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    213715 | NS      | $33527609.20  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MONITRONICS INTERNATIONAL INC 04/20 FIXED 9.125 | MONITRONICS INTERNATIONAL INC 04/20 FIXED 9.125                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6450000 | PA      | $0.00         | 0.00%             | 2049-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  14895000 | PA      | $12226411.80  | 0.24%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                             | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $7480125.00   | 0.15%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                   | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |  11315000 | PA      | $9758395.45   | 0.20%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |  13120000 | PA      | $10725600.00  | 0.21%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  10775000 | PA      | $7180265.51   | 0.14%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                           | Euronet Worldwide Inc                                                            | CUSIP: 298736AL3<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   9610000 | PA      | $9087456.25   | 0.18%             | 2049-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                           | American Airlines Inc                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $4156322.09   | 0.08%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SPLUNK INC                                      | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $5083895.00   | 0.10%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1610 | NC      | $-143290.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |  11905000 | PA      | $10124339.39  | 0.20%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6450000 | PA      | $8101200.00   | 0.16%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $3538043.73   | 0.07%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Plug Power Inc                                  | Plug Power Inc                                                                   | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    437288 | NS      | $5409252.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                          | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $5669721.50   | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                                 | Bentley Systems Inc                                                              | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |  19350000 | PA      | $15750900.00  | 0.32%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                           | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    389325 | NS      | $19458463.50  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                             | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    265040 | NS      | $35541864.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2460533.84   | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   7675000 | PA      | $7711533.00   | 0.15%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MGM Resorts International                       | MGM Resorts International                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |    417555 | NS      | $14000619.15  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  25520000 | PA      | $17322976.00  | 0.35%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                       | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     17235 | NS      | $5800094.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                       | Five9 Inc                                                                        | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |  11745000 | PA      | $10758420.00  | 0.22%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                       | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | IE        |    149235 | NS      | $16015900.20  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5435000 | PA      | $5284384.19   | 0.11%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARIPOSA BORROWER INC 10/21 FIXED 8             | MARIPOSA BORROWER INC 10/21 FIXED 8                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6810000 | PA      | $2201877.30   | 0.04%             | 2023-10-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   9690000 | PA      | $9904265.28   | 0.20%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                         | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3707616.00   | 0.07%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                   | Coherent Corp                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    147475 | NS      | $5176372.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                                 | RingCentral Inc                                                                  | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $4136950.00   | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                          | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  10695000 | PA      | $9652237.50   | 0.19%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                          | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     85385 | NS      | $45269419.30  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                          | Southwestern Energy Co                                                           | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  12525000 | PA      | $11423037.98  | 0.23%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                    | DocuSign Inc                                                                     | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |   8830000 | PA      | $8300200.00   | 0.17%             | 2024-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Erickson Inc                                    | Erickson Inc                                                                     | CUSIP: 29482Y200<br>LEI: 54930048K1C8M9G3EI51 | Long             | EC               | CORP              | US        |     10866 | NS      | $365749.56    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BILL.COM HOLDINGS INC                           | Bill.com Holdings Inc                                                            | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |  25600000 | PA      | $20236800.00  | 0.40%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVOCURE LTD                                    | Novocure Ltd                                                                     | CUSIP: 67011XAB9<br>LEI: 213800YPP55UMHWA4826 | Long             | DBT              | CORP              | JE        |   8475000 | PA      | $7474102.50   | 0.15%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                             | Sirius XM Radio Inc                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   9665000 | PA      | $7975654.65   | 0.16%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                             | Callon Petroleum Co                                                              | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   7640000 | PA      | $6990600.00   | 0.14%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | DEVON ENERGY CORP                                                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -900 | NC      | $-21600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                        | Elanco Animal Health Inc                                                         | CUSIP: 28414H202<br>LEI: 549300SHPNDCE059M934 | Long             | EP               | CORP              | US        |    229565 | NS      | $4483404.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                          | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     84145 | NS      | $22327875.75  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC                               | Triumph Group Inc                                                                | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   6752000 | PA      | $6870160.00   | 0.14%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                              | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    113235 | NS      | $35766407.10  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   9715000 | PA      | $4993150.45   | 0.10%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                     | Nutanix Inc                                                                      | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   9495000 | PA      | $7942567.50   | 0.16%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| QUIKSILVER INC. QUIKSILVER INC EQUITY PHYSICA   | QUIKSILVER INC. QUIKSILVER INC EQUITY PHYSICA                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $147.46       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                        | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  10125000 | PA      | $8774527.50   | 0.18%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                                    | Omnicell Inc                                                                     | CUSIP: 68213NAD1<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $6945480.00   | 0.14%             | 2025-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                         | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |  11445000 | PA      | $12298348.70  | 0.25%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                              | Liberty Media Corp                                                               | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |  19030000 | PA      | $18977784.72  | 0.38%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  10425000 | PA      | $9626001.94   | 0.19%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                              | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $9446920.89   | 0.19%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                         | Match Group Financeco 3 Inc                                                      | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   6620000 | PA      | $5706440.00   | 0.11%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                    | ABBVIE INC                                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -935 | NC      | $-12155.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2032948.53   | 0.04%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                         | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $1934676.00   | 0.04%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                             | Gray Television Inc                                                              | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   8470000 | PA      | $7511111.30   | 0.15%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                      | Splunk Inc                                                                       | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $23537500.00  | 0.47%             | 2025-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                | Berry Global Inc                                                                 | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  13090000 | PA      | $12769815.72  | 0.26%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INSMED INC                                      | Insmed Inc                                                                       | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3485625.00   | 0.07%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                         | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7030000 | PA      | $6673902.10   | 0.13%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                             | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5299140.45   | 0.11%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Target Corp                                     | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     66560 | NS      | $9920102.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6375000 | PA      | $5074500.00   | 0.10%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                  | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    147235 | NS      | $53864452.40  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                           | Lumentum Holdings Inc                                                            | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |  17745000 | PA      | $13431190.50  | 0.27%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                   | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     94550 | NS      | $25229722.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                             | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    181305 | NS      | $19905475.95  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                         | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4273570.25   | 0.09%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                 | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   9655000 | PA      | $8534313.25   | 0.17%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                          | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |  11220000 | PA      | $11365567.94  | 0.23%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                                                                    | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  17145000 | PA      | $16176307.50  | 0.32%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                             | Affirm Holdings Inc                                                              | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24175000 | PA      | $13296250.00  | 0.27%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                     | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $4556650.00   | 0.09%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $5102916.37   | 0.10%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                        | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   9565000 | PA      | $9185348.12   | 0.18%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                        | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  17890000 | PA      | $14967310.70  | 0.30%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2                         | Match Group Financeco 2 Inc                                                      | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |  10295000 | PA      | $9117509.38   | 0.18%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  13190000 | PA      | $13199233.00  | 0.26%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2077104.00   | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BF8<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2660000 | PA      | $2604140.00   | 0.05%             | 2023-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                           | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |  10580000 | PA      | $9907070.74   | 0.20%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                          | Jazz Investments I Ltd                                                           | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  23155000 | PA      | $27525506.25  | 0.55%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13315000 | PA      | $11855560.16  | 0.24%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                        | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2973282.23   | 0.06%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                         | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  13445000 | PA      | $12632653.10  | 0.25%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8740000 | PA      | $7986925.07   | 0.16%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                        | Live Nation Entertainment Inc                                                    | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5452232.50   | 0.11%             | 2025-02-15      | Fixed         | 2.00%                 | 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        |  15910000 | PA      | $14234040.60  | 0.28%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                             | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    113300 | NS      | $24003738.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                       | Block Inc                                                                        | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2155725.00   | 0.04%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                        | JPMorgan Chase Financial Co LLC                                                  | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $25420500.00  | 0.51%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                        | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   8345000 | PA      | $6693190.70   | 0.13%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                   | Confluent Inc                                                                    | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |  16890000 | PA      | $12751950.00  | 0.26%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |  10405000 | PA      | $8435622.76   | 0.17%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                        | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   7630000 | PA      | $7196348.95   | 0.14%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MONGODB INC                                     | MongoDB Inc                                                                      | CUSIP: 60937PAD8<br>LEI: 549300TPTG69WKWE1Z37 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $4678275.00   | 0.09%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                  | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    206950 | NS      | $24420100.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveStyle Inc. Series B Preferred               | LiveStyle Inc. Series B Preferred                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     27523 | NS      | $2003949.63   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MGM RESORTS INTL                                | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4697556.46   | 0.09%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                            | Entegris Escrow Corp                                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2222502.00   | 0.04%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                         | International Game Technology PLC                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   4495000 | PA      | $4192281.53   | 0.08%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                               | Lam Research Corp                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     41920 | NS      | $17618976.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                    | S&P GLOBAL INC                                                                   | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |       -42 | NC      | $-4095.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   7980000 | PA      | $7686495.60   | 0.15%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                         | Sunnova Energy International Inc                                                 | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   8150000 | PA      | $6581125.00   | 0.13%             | 2028-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                             | Insulet Corp                                                                     | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   9755000 | PA      | $13774060.00  | 0.28%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |  23075000 | PA      | $16612448.90  | 0.33%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                              | IQVIA Holdings Inc                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    118460 | NS      | $24271269.40  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                   | Middleby Corp/The                                                                | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |  10440000 | PA      | $12272220.00  | 0.25%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                             | Select Medical Corp                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |  10195000 | PA      | $9693711.85   | 0.19%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                        | Okta Inc                                                                         | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |  12545000 | PA      | $11020782.50  | 0.22%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | UNION PACIFIC CORP                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -170 | NC      | $-340.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4460000 | PA      | $3356328.40   | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                        | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   8420000 | PA      | $8441050.25   | 0.17%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                              | Gray Escrow II Inc                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14095000 | PA      | $10157561.75  | 0.20%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                           | Condor Merger Sub Inc                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |  11960000 | PA      | $9616209.56   | 0.19%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                      | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    112850 | NS      | $16538167.50  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION INC                             | Gray Television Inc                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $1681823.63   | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                              | Teladoc Health Inc                                                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $8450142.80   | 0.17%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                         | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $3521156.00   | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                        | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3065000 | PA      | $2866512.71   | 0.06%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  14160000 | PA      | $12231399.79  | 0.24%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  12550000 | PA      | $9857648.50   | 0.20%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                              | Enphase Energy Inc                                                               | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   8675000 | PA      | $10144545.00  | 0.20%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4882175.00   | 0.10%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                             | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   4985000 | PA      | $4514165.60   | 0.09%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |  10975000 | PA      | $10236931.25  | 0.20%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  34410000 | PA      | $30807961.20  | 0.62%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |  12770000 | PA      | $11716793.10  | 0.23%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                              | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    238280 | NS      | $49340639.60  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                    | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    870900 | NS      | $76839507.00  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                    | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     65850 | NS      | $36262936.50  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                           | SoFi Technologies Inc                                                            | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |  21245000 | PA      | $14542202.50  | 0.29%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                          | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4033664.80   | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | CONOCOPHILLIPS                                                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -620 | NC      | $-36580.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC                           | Oak Street Health Inc                                                            | CUSIP: 67181AAB3<br>LEI: 2549007CJE6GSEURLA30 | Long             | DBT              | CORP              | US        |  16345000 | PA      | $12372153.08  | 0.25%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                  | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     55705 | NS      | $7385925.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                        | Microchip Technology Inc                                                         | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  27130000 | PA      | $29096925.00  | 0.58%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                      | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     46710 | NS      | $13488913.80  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RR DONNELLEY & SONS CO                          | RR Donnelley & Sons Co                                                           | CUSIP: 257867BB6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3067200.00   | 0.06%             | 2024-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARIVATE PLC                                   | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | GB        |    140520 | NS      | $5322897.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   7410000 | PA      | $7113599.04   | 0.14%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $7451429.70   | 0.15%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                   | Blackline Inc                                                                    | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |   7290000 | PA      | $6210168.75   | 0.12%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9060000 | PA      | $7669290.00   | 0.15%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                       | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |  10150000 | PA      | $9630320.00   | 0.19%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                         | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $9038875.00   | 0.18%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                              | Palo Alto Networks Inc                                                           | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |  12930000 | PA      | $19091145.00  | 0.38%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   7065000 | PA      | $5810378.72   | 0.12%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6100000 | PA      | $4868074.50   | 0.10%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                        | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  14125000 | PA      | $12909626.24  | 0.26%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                 | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2162000.00   | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                            | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     15360 | NS      | $30954700.80  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CCF HOLDINGS LLC CLASS M EQUITY                 | CCF HOLDINGS LLC CLASS M EQUITY                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1759917 | NS      | $545574.27    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                        | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10180000 | PA      | $9721900.00   | 0.19%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                          | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   9315000 | PA      | $8653635.00   | 0.17%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NIO INC                                         | NIO Inc                                                                          | CUSIP: 62914VAE6<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |  17700000 | PA      | $15443250.00  | 0.31%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10165000 | PA      | $8864083.30   | 0.18%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                           | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  15740000 | PA      | $18903740.00  | 0.38%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| 2020 MANDATORY EXCHANGE                         | 2020 Mandatory Exchangeable Trust                                                | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9640 | NS      | $8509420.80   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                             | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   8430000 | PA      | $6556515.54   | 0.13%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                 | GS Finance Corp                                                                  | CUSIP: 40057PBH4<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |  22280000 | PA      | $22837000.00  | 0.46%             | 2027-12-29      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  10725000 | PA      | $10165012.14  | 0.20%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                        | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9185000 | PA      | $8397294.40   | 0.17%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                     | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    125915 | NS      | $18401218.10  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  16520000 | PA      | $13121340.40  | 0.26%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                                     | Shopify Inc                                                                      | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |  13000000 | PA      | $11098750.00  | 0.22%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                         | Akamai Technologies Inc                                                          | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |  12050000 | PA      | $12652500.00  | 0.25%             | 2025-05-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   7480000 | PA      | $6117896.19   | 0.12%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | INTUITIVE SURGICAL INC                                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -170 | NC      | $-9350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                       | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     69825 | NS      | $12138378.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2347302.15   | 0.05%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                 | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |  10985000 | PA      | $9183569.85   | 0.18%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                         | DraftKings Holdings Inc                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |  17990000 | PA      | $11126815.00  | 0.22%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                         | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5680000 | PA      | $4858891.02   | 0.10%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                        | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11970000 | PA      | $11144369.25  | 0.22%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                           | NABORS INDUSTRIES LTD                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2910 | NC      | $95739.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA FINANCE LLC                                | BofA Finance LLC                                                                 | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |  22620000 | PA      | $26022029.90  | 0.52%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9235970.00   | 0.18%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                          | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6755000 | PA      | $6028567.30   | 0.12%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | DUPONT DE NEMOURS INC                                                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -760 | NC      | $-2280.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                        | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |  12100000 | PA      | $10838938.00  | 0.22%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                            | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   7925000 | PA      | $7420594.91   | 0.15%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   6495000 | PA      | $5569202.70   | 0.11%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                              | Liberty Media Corp                                                               | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |  11825000 | PA      | $14562487.50  | 0.29%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                           | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $7175831.40   | 0.14%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Common Stock                     | LiveStyle Inc. Common Stock                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    202319 | NS      | $2.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Amazon.com Inc                                  | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    578270 | NS      | $48574680.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS                              | Palo Alto Networks Inc                                                           | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $15247000.00  | 0.30%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                      | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     66120 | NS      | $25735226.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                          | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    250510 | NS      | $9278890.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                  | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    437021 | NS      | $104806376.22 | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                         | Aon PLC                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |     76255 | NS      | $22887175.70  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                        | Scientific Games International Inc                                               | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2805555.53   | 0.06%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                             | Sirius XM Radio Inc                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $7762683.74   | 0.16%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                  | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    152790 | NS      | $53129666.70  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC                          | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   8590000 | PA      | $7902800.00   | 0.16%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                        | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |  15825000 | PA      | $13778808.67  | 0.28%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                      | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   7595000 | PA      | $7992264.07   | 0.16%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   8065000 | PA      | $7575020.60   | 0.15%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                             | Bentley Systems Inc                                                              | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    775000 | PA      | $706800.00    | 0.01%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                     | Avantor Inc                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    280592 | NS      | $5917685.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY                                  | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |  15535000 | PA      | $15072171.34  | 0.30%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                         | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8575000 | PA      | $7777525.00   | 0.16%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                                | CCF Holdings LLC                                                                 | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7416755 | NS      | $2299194.05   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| NESCO HOLDINGS II INC                           | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $10631250.00  | 0.21%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | THERMO FISHER SCIENTIFIC INC                                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -175 | NC      | $-48562.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                          | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4306734.15   | 0.09%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                        | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13080000 | PA      | $12200239.20  | 0.24%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4322789.90   | 0.09%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                 | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    221640 | NS      | $17642544.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOVIS ONCOLOGY INC                             | Clovis Oncology Inc                                                              | CUSIP: 189464AC4<br>LEI: 529900WCUY9ZAHMRV489 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $888000.00    | 0.02%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14405000 | PA      | $13026009.35  | 0.26%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | TJX COS INC/THE                                                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -1330 | NC      | $-43890.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITGO PETROLEUM CORP                            | CITGO Petroleum Corp                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   6385000 | PA      | $6154343.85   | 0.12%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                        | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   9225000 | PA      | $7706795.63   | 0.15%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFFINION GROUP HOLDINGS WTS 04/01/24 P          | AFFINION GROUP HOLDINGS WTS 04/01/24 P                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7203 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNITY SOFTWARE INC                              | Unity Software Inc                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |  28435000 | PA      | $21283597.50  | 0.43%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                      | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    347572 | NS      | $56171110.92  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CDI ESCROW ISSUER INC                           | CDI Escrow Issuer Inc                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12845000 | PA      | $11514632.17  | 0.23%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3311988.90   | 0.07%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                | Schlumberger Ltd                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    671620 | NS      | $35904805.20  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                        | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11805000 | PA      | $10831213.22  | 0.22%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                         | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  11135000 | PA      | $9258641.15   | 0.19%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                        | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  14195000 | PA      | $12147953.53  | 0.24%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | MASTERCARD INC                                                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -190 | NC      | $-9690.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     41550 | NS      | $49236750.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SRVC / FIN                           | Windstream Services LLC / Windstream Finance Corp                                | CUSIP: 97381LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7464000 | PA      | $0.00         | 0.00%             | 2023-08-01      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| VAIL RESORTS INC                                | Vail Resorts Inc                                                                 | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |  10560000 | PA      | $9794400.00   | 0.20%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8830000 | PA      | $8004093.46   | 0.16%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   8455000 | PA      | $6037208.20   | 0.12%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $5865918.70   | 0.12%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                               | Triumph Group Inc                                                                | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   7135000 | PA      | $6763623.25   | 0.14%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                              | NextEra Energy Inc                                                               | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    398430 | NS      | $20200401.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                        | Sarepta Therapeutics Inc                                                         | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   6815000 | PA      | $7854287.50   | 0.16%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7810000 | PA      | $5734648.70   | 0.11%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $6208297.48   | 0.12%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                               | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    399720 | NS      | $24586777.20  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9505000 | PA      | $7586178.13   | 0.15%             | 2028-12-01      | Fixed         | 5.75%                 | 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              | N/A       |  12195000 | PA      | $11908374.82  | 0.24%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -315 | NC      | $-45675.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5410000 | PA      | $3949350.42   | 0.08%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                            | Weatherford International Ltd                                                    | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     31000 | PA      | $31621.37     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                            | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11740000 | PA      | $9477349.80   | 0.19%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   6045000 | PA      | $5259150.00   | 0.11%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                    | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    103671 | NS      | $57965566.23  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                  | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     64700 | NS      | $8325596.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  24490000 | PA      | $16653200.00  | 0.33%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                         | Wix.com Ltd                                                                      | CUSIP: 92940WAD1<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |  12510000 | PA      | $10533420.00  | 0.21%             | 2025-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                             | Guardant Health Inc                                                              | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |  10085000 | PA      | $6271861.50   | 0.13%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                       | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    287883 | NS      | $35461427.94  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                           | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  14795000 | PA      | $13883672.39  | 0.28%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                          | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6870000 | PA      | $5341425.00   | 0.11%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                            | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $7818280.28   | 0.16%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                        | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8230000 | PA      | $7077800.00   | 0.14%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9335000 | PA      | $9305833.63   | 0.19%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                          | GTT Communications Inc                                                           | CUSIP: 362393AA8<br>LEI: 549300ETSL7K1ZX05H30 | Long             | DBT              | CORP              | US        |  10045000 | PA      | $180990.81    | 0.00%             | 2024-12-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                              | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    147785 | NS      | $17784446.90  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                        | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6765000 | PA      | $6222234.17   | 0.12%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                        | Snap Inc                                                                         | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6352500.00   | 0.13%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                        | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |  19055000 | PA      | $18447621.88  | 0.37%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                         | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   5065000 | PA      | $4800228.95   | 0.10%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                       | Block Inc                                                                        | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4627831.25   | 0.09%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                             | Shift4 Payments Inc                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17240000 | PA      | $14507460.00  | 0.29%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                            | Beauty Health Co/The                                                             | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $9431100.00   | 0.19%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   5185000 | PA      | $4472305.62   | 0.09%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                      | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     37015 | NS      | $15870551.40  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4155000 | PA      | $3368458.50   | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3442000 | PA      | $3691545.00   | 0.07%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| S&P Global Inc                                  | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     30780 | NS      | $10309453.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY USA INC                                 | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18440000 | PA      | $14844200.00  | 0.30%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                        | United States Steel Corp                                                         | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   7210000 | PA      | $6998360.76   | 0.14%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                          | Liberty Broadband Corp                                                           | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   6845000 | PA      | $6666699.66   | 0.13%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                         | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   6155000 | PA      | $5147744.22   | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |  21515000 | PA      | $17597979.10  | 0.35%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AECOM                                           | AECOM                                                                            | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4451562.50   | 0.09%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                        | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $5218656.77   | 0.10%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                         | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |  10975000 | PA      | $6363271.53   | 0.13%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTERYX INC                                     | Alteryx Inc                                                                      | CUSIP: 02156BAD5<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4529362.50   | 0.09%             | 2024-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                        | Snap Inc                                                                         | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $5416867.50   | 0.11%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  13405000 | PA      | $12297177.29  | 0.25%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                                  | Livongo Health Inc                                                               | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6029220.00   | 0.12%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                             | Coinbase Global Inc                                                              | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  21960000 | PA      | $12403853.90  | 0.25%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                             | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |  17325000 | PA      | $15439173.75  | 0.31%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                             | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   9720000 | PA      | $8829061.50   | 0.18%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4941950.62   | 0.10%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                         | Sea Ltd                                                                          | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |  24825000 | PA      | $18184312.50  | 0.36%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | COSTCO WHOLESALE CORP                                                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -185 | NC      | $-8880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $7266348.38   | 0.15%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                                | Zillow Group Inc                                                                 | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |  13715000 | PA      | $13042965.00  | 0.26%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                         | International Game Technology PLC                                                | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   4200000 | PA      | $4168500.00   | 0.08%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                    | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |  15625000 | PA      | $13288376.41  | 0.27%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                        | EQM Midstream Partners LP                                                        | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   7645000 | PA      | $7366110.40   | 0.15%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  29140000 | PA      | $24543350.91  | 0.49%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOPPERS INC                                     | Koppers Inc                                                                      | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $9690000.00   | 0.19%             | 2025-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                    | KKR & Co Inc                                                                     | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    191295 | NS      | $10951638.75  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                          | Williams Scotsman International Inc                                              | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |   5246000 | PA      | $5193540.00   | 0.10%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                         | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $5030562.00   | 0.10%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                               | Expedia Group Inc                                                                | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23620000 | PA      | $20571332.35  | 0.41%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2697121.80   | 0.05%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                        | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9205000 | PA      | $7693679.84   | 0.15%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                        | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |    123360 | NS      | $12988574.40  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                         | SolarEdge Technologies Inc                                                       | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |   6320000 | PA      | $7846280.00   | 0.16%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                      | Sprint LLC                                                                       | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6994044.40   | 0.14%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                            | Amkor Technology Inc                                                             | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5096536.15   | 0.10%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                          | Energizer Holdings Inc                                                           | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1613113.13   | 0.03%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GCB144A3C7 ESCROW 12/23 FIXED 7.75              | GCB144A3C7 ESCROW 12/23 FIXED 7.75                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9216000 | PA      | $133447.68    | 0.00%             | 2023-12-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| DANAHER CORP                                    | Danaher Corp                                                                     | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |     34715 | NS      | $47092633.25  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORG                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16695000 | PA      | $14455870.77  | 0.29%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                   | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    112455 | NS      | $18910432.80  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund                     | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  91820136 | NS      | $91820136.39  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  12315000 | PA      | $10780711.10  | 0.22%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                              | NextEra Energy Inc                                                               | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    543655 | NS      | $27449140.95  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12135000 | PA      | $11403744.90  | 0.23%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                           | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13495000 | PA      | $10816363.69  | 0.22%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                 | RingCentral Inc                                                                  | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |  19170000 | PA      | $16462237.50  | 0.33%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                      | Dexcom Inc                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     63115 | NS      | $7147142.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG INC                                       | Chegg Inc                                                                        | CUSIP: 163092AD1<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |  16250000 | PA      | $14828125.00  | 0.30%             | 2025-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                             | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   8545000 | PA      | $8730768.30   | 0.17%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | JPMORGAN CHASE & CO                                                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -770 | NC      | $-33110.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                            | Generac Holdings Inc                                                             | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     49720 | NS      | $5004815.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     21900 | NS      | $25404000.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | HOME DEPOT INC/THE                                                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -80 | NC      | $-3440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                        | Snap Inc                                                                         | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  36940000 | PA      | $24657450.00  | 0.49%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                        | Okta Inc                                                                         | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $2860200.00   | 0.06%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                         | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    292280 | NS      | $24335232.80  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5017000.00   | 0.10%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  18050000 | PA      | $15685450.00  | 0.31%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                        | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $2883730.57   | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                           | DigitalOcean Holdings Inc                                                        | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |  25880000 | PA      | $19345300.00  | 0.39%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                       | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    811140 | NS      | $105391420.20 | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 2020 CASH EXCH TRUST                            | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     17455 | NS      | $19968869.10  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Lumen Technologies Inc                                                           | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   9205000 | PA      | $8001906.50   | 0.16%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                        | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  16820000 | PA      | $13621004.20  | 0.27%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                        | NCR Corp                                                                         | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   5440000 | PA      | $5086699.20   | 0.10%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                          | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6635000 | PA      | $5759511.75   | 0.12%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COTY INC                                        | Coty Inc                                                                         | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |  11185000 | PA      | $10737600.00  | 0.21%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Postmedia Network Canada Corp                   | Postmedia Network Canada Corp                                                    | CUSIP: 73752W502<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   1018823 | NS      | $570540.88    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6590000 | PA      | $5335929.33   | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE                         | SCHLUMBERGER LTD                                                                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |     -2340 | NC      | $-64350.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                           | Lumentum Holdings Inc                                                            | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |  14475000 | PA      | $12412312.50  | 0.25%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                            | Bridgebio Pharma Inc                                                             | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |  12175000 | PA      | $4527578.13   | 0.09%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                             | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $8446812.13   | 0.17%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                            | Booking Holdings Inc                                                             | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |  14095000 | PA      | $18773187.30  | 0.38%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                        | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12545000 | PA      | $11729578.26  | 0.23%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                         | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5253312.50   | 0.11%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $5475036.39   | 0.11%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Virtus Investment Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer