# EDGAR Filing Document

**Accession Number:** 0000315754
**File Stem:** 0001145549-23-006680
**Filing Date:** 2023-2
**Character Count:** 279191
**Document Hash:** a3325d03d3d5c742e52e3fc0bcbd1617
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-006680.hdr.sgml**: 20230216

**ACCESSION NUMBER**: 0001145549-23-006680

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230216

**DATE AS OF CHANGE**: 20230216

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** OHIO NATIONAL FUND INC
- **CENTRAL INDEX KEY:** 0000315754
- **IRS NUMBER:** 310978635
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03015
- **FILM NUMBER:** 23637924

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FINANCIAL WAY
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45242
- **BUSINESS PHONE:** 513-794-6230

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL WAY
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45242

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ON MARKET YIELD FUND INC
- **DATE OF NAME CHANGE:** 19821026

## Series and Classes Contracts Data

### ON Federated Core Plus Bond Portfolio (Series ID: S000068477)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000218951 | ON Federated Core Plus Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Ohio National Fund, Inc.

- **b. Investment Company Act file number:** 811-03015

- **c. CIK number of Registrant:** 0000315754

- **d. LEI of Registrant:** 5493003JP6LYED5W1C30

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

  - **Street Address 1:** One Financial Way

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45242

  - **Telephone number:** 513-794-6971

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

- **a. Name of Series:** ON Federated Core Plus Bond Portfolio

- **b. EDGAR series identifier (if any):** S000068477

- **c. LEI of Series:** 549300EZWP8OE0YRJP62

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $556523881.00

**Total Liabilities:** $5174288.17

**Net Assets:** $551349592.83

**Cash Not Reported:** $8424956.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 186.502492152146 | **1-Year:** 6189.079687041555 | **5-Year:** 34566.553898574759 | **10-Year:** 61828.804111738565 | **30-Year:** 20833.532354320806

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

- **3-Month:** 0.000000000000 | **1-Year:** 395.760644310089 | **5-Year:** 4004.972101375999 | **10-Year:** 1635.426599403703 | **30-Year:** 273.663510243254

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218951 | -1.26%               | 3.49%                | -0.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-418381.86              | $-7779980.37                               |
| Month 2  | $-3223114.79             | $20393111.43                               |
| Month 3  | $-899146.92              | $-4385362.68                               |

**Designated Index Information**

- **Index Name:** Fund's designated reference portfolio is the Fund Portfolio minus derivatives.

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                 | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AHP Health Partners Inc.                                                             | AHP HEALTH PARTN SR UNSECURED 144A 07/29 5.75          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39062.50     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT+T INC SR UNSECURED 03/24 0.9                        | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522290.72    | 0.09%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                   | POST HOLDINGS INC COMPANY GUAR 144A 03/27 5.75         | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145062.00    | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Precision Drilling Corporation                                                       | PRECISION DRILLING CORP COMPANY GUAR 144A 01/29 6.875  | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46550.34     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Equitrans Midstream Corporation                                                      | EQM MIDSTREAM PARTNERS L SR UNSECURED 07/28 5.5        | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67061.85     | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equitrans Midstream Corporation                                                      | EQM MIDSTREAM PARTNERS L SR UNSECURED 07/48 6.5        | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56218.13     | 0.01%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                                | PRESTIGE BRANDS INC COMPANY GUAR 144A 01/28 5.125      | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70404.88     | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR2 TRUST                                                 | PROGRESS RESIDENTIAL TRUST PROG 2022 SFR2 D            | CUSIP: 74332VAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $869111.50    | 0.16%             | 2027-04-19      | Floating      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT+T INC SR UNSECURED 03/26 1.7                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $495658.35    | 0.09%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT+T INC SR UNSECURED 12/57 3.8                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1290175.27   | 0.23%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Equitrans Midstream Corporation                                                      | EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 01/29 4.5   | CUSIP: 26885BAK6<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41996.35     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Equitrans Midstream Corporation                                                      | EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 01/31 4.75  | CUSIP: 26885BAL4<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40875.00     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR4 TRUST                                                 | PROGRESS RESIDENTIAL TRUST PROG 2022 SFR4 B 144A       | CUSIP: 74332XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $727180.72    | 0.13%             | 2041-05-17      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 TRUST                                                 | PROGRESS RESIDENTIAL TRUST 02/29 1                     | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $700428.51    | 0.13%             | 2041-02-20      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABBOTT LABORATORIES SR UNSECURED 11/26 3.75            | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462425.64    | 0.08%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Academy Ltd / Academy Finance Corp.                                                  | ACADEMY LTD SR SECURED 144A 11/27 6                    | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47868.54     | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Gas Transmission and Storage Inc                                             | EASTERN GAS TRAN SR UNSECURED 11/49 3.9                | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105946.68    | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co                                                            | EDGEWELL PERSONAL CARE COMPANY GUAR 144A 06/28 5.5     | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23380.75     | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                               | CHUBB INA HOLDINGS INC COMPANY GUAR 05/26 3.35         | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    425000 | PA      | $406835.39    | 0.07%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Adapthealth Llc                                                                      | ADAPTHEALTH LLC SR UNSECURED 144A 08/29 4.625          | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20931.25     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Adapthealth Llc                                                                      | ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125          | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63846.75     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                              | ADVANCE AUTO PARTS COMPANY GUAR 04/30 3.9              | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    675000 | PA      | $591459.71    | 0.11%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3          | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    165000 | PA      | $138232.92    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/33 3.4        | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $265367.89    | 0.05%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRUDENTIAL FINANCIAL INC SR UNSECURED 03/51 3.7        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    575000 | PA      | $438765.25    | 0.08%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | PUGET ENERGY INC SR SECURED 06/28 2.379                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    685000 | PA      | $582849.03    | 0.11%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                                                      | AFFINITY GAMING SR SECURED 144A 12/27 6.875            | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63587.93     | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AIR LEASE CORP SR UNSECURED 12/27 5.85                 | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469465.59    | 0.09%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                            | AIRBUS SE SR UNSECURED 144A 04/27 3.15                 | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $743122.20    | 0.13%             | 2027-04-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Albemarle Corp                                                                       | ALBEMARLE CORP SR UNSECURED 12/44 5.45                 | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    275000 | PA      | $248500.38    | 0.05%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/28 5.875   | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71301.00     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                   | ALCON FINANCE CORP COMPANY GUAR 144A 05/30 2.6         | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339725.86    | 0.06%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co                                                            | EDGEWELL PERSONAL CARE SR UNSECURED 144A 04/29 4.125   | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21311.97     | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                                                           | ELASTIC NV SR UNSECURED 144A 07/29 4.125               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $40385.00     | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc New                                                        | COLT MERGER SUB INC SR UNSECURED 144A 07/27 8.125      | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73691.25     | 0.01%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Embecta Corp.                                                                        | EMBECTA CORP SR SECURED 144A 02/30 6.75                | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45125.00     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                                                  | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55            | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $374680.06    | 0.07%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                                  | EMERA US FINANCE LP COMPANY GUAR 06/46 4.75            | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $308622.18    | 0.06%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners L.P.                                                        | ENBRIDGE ENERGY PARTNERS COMPANY GUAR 09/40 5.5        | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654208.03    | 0.12%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Endeavor Energy Resources LP and EER Finance Inc.                                    | ENDEAVOR ENERGY RESOURCE SR UNSECURED 144A 01/28 5.75  | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23938.00     | 0.00%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ALEXANDRIA REAL ESTATE E COMPANY GUAR 02/33 1.875      | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    930000 | PA      | $691501.58    | 0.13%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                        | ALIMENTATION COUCHE TARD SR UNSECURED 144A 01/50 3.8   | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $438893.37    | 0.08%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                               | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 03/29 4.375   | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63603.91     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                               | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 12/27 6.5     | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23792.23     | 0.00%             | 2027-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ENERGY TRANSFER LP SR UNSECURED 02/33 5.75             | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146754.00    | 0.03%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                      | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25      | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $545705.07    | 0.10%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Allegion PLC                                                                         | ALLEGION PLC COMPANY GUAR 10/29 3.5                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    750000 | PA      | $646244.95    | 0.12%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                   | ALLIED UNIVERSAL SR SECURED 144A 07/26 6.625           | CUSIP: 019576AA5<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22875.00     | 0.00%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440842.93    | 0.08%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                                | ENTEGRIS ESCROW CORP SR UNSECURED 144A 06/30 5.95      | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23055.00     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Audacy Capital Corp                                                                  | ENTERCOM MEDIA CORP SECURED 144A 03/29 6.75            | CUSIP: 29365DAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $12990.68     | 0.00%             | 2029-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Equifax Inc.                                                                         | EQUIFAX INC SR UNSECURED 12/25 2.6                     | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697621.51    | 0.13%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                   | ALLIED UNIVERSAL SR UNSECURED 144A 06/29 6             | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145151.93    | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1172074.93   | 0.21%             | 2052-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | EVERSOURCE ENERGY SR UNSECURED 03/26 3.35              | CUSIP: 30040WAB4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    670000 | PA      | $626876.30    | 0.11%             | 2026-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                   | EXELON CORP SR UNSECURED 04/30 4.05                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1090867.24   | 0.20%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1202820.36   | 0.22%             | 2052-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | ALPHABET INC SR UNSECURED 08/50 2.05                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $379896.99    | 0.07%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                                   | EXELON CORP SR UNSECURED 03/52 4.1                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43948.51     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                                 | EXPERIAN FINANCE PLC COMPANY GUAR 144A 02/29 4.25      | CUSIP: 30217AAB9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $322886.45    | 0.06%             | 2029-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| F N B Corp (Pennsylvania)                                                            | FNB CORP SR UNSECURED 08/25 5.15                       | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316189.20    | 0.06%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL ZT1257 FR 01/46 FIXED 3              | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    742069 | PA      | $669949.11    | 0.12%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                   | ALTRIA GROUP INC COMPANY GUAR 09/46 3.875              | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    800000 | PA      | $534917.02    | 0.10%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMAZON.COM INC SR UNSECURED 08/37 3.875                | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    425000 | PA      | $376515.92    | 0.07%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL SD0451 FR 10/50 FIXED 3              | CUSIP: 3132DMQC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1708800 | PA      | $1507921.89   | 0.27%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL SD0625 FR 05/51 FIXED 2.5            | CUSIP: 3132DMVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2120028 | PA      | $1800152.75   | 0.33%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL SD0977 FR 02/52 FIXED 3.5            | CUSIP: 3132DNCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5807221 | PA      | $5315693.12   | 0.96%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL SD7505 FR 08/49 FIXED 4.5            | CUSIP: 3132DVKS3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    761084 | PA      | $750874.62    | 0.14%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL SD8104 FR 11/50 FIXED 1.5            | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2086113 | PA      | $1611694.36   | 0.29%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL SD8121 FR 01/51 FIXED 2              | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1617526 | PA      | $1322355.04   | 0.24%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMAZON.COM INC SR UNSECURED 06/50 2.5                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    725000 | PA      | $456902.86    | 0.08%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                                                   | AMEREN CORP SR UNSECURED 03/28 1.75                    | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $844523.10    | 0.15%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL SD8148 FR 05/51 FIXED 3              | CUSIP: 3132DWBR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3026935 | PA      | $2660293.62   | 0.48%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL SD8210 FR 03/52 FIXED 4              | CUSIP: 3132DWDP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    841292 | PA      | $789688.60    | 0.14%             | 2052-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL QE6718 FR 07/52 FIXED 4.5            | CUSIP: 3133BGPB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    997635 | PA      | $960278.48    | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL QF1237 FR 10/52 FIXED 5              | CUSIP: 3133BNLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4379802 | PA      | $4319232.26   | 0.78%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                                                         | AMERICA MOVIL SAB DE CV SR UNSECURED 05/30 2.875       | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    275000 | PA      | $233458.34    | 0.04%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                     | ABC SUPPLY CO INC SR SECURED 144A 01/28 4              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22305.00     | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL RA3575 FR 09/50 FIXED 2              | CUSIP: 3133KJ6L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5850678 | PA      | $4783018.48   | 0.87%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL RA3357 FR 08/50 FIXED 2              | CUSIP: 3133KJWS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1191510 | PA      | $974779.68    | 0.18%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AMERICAN ELECTRIC POWER JR SUBORDINA 03/24 2.031       | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323002.00    | 0.06%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AMERICAN EXPRESS CO SR UNSECURED 05/27 3.3             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    825000 | PA      | $771239.98    | 0.14%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FED HM LN PC POOL RA5761 FR 06/51 FIXED 2              | CUSIP: 3133KMMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2350719 | PA      | $1918160.89   | 0.35%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHLMC MULTIFAMILY STRUCTURED P FHMS K108 A2            | CUSIP: 3137FTBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    400000 | PA      | $327840.64    | 0.06%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMERICAN TOWER CORP SR UNSECURED 04/31 2.7             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $366279.03    | 0.07%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                             | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 2 D          | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $168488.24    | 0.03%             | 2026-03-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                             | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 3 D          | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $161692.91    | 0.03%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Amerigas Partners, L.P./Amerigas Finance Corp.                                       | AMERIGAS PART/FIN CORP SR UNSECURED 05/25 5.5          | CUSIP: 030981AK0<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48041.23     | 0.01%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHLMC MULTIFAMILY STRUCTURED P FHMS K109 A2            | CUSIP: 3137FTFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    400000 | PA      | $327492.88    | 0.06%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA POOL BM4333 FN 12/47 FIXED VAR                    | CUSIP: 3140J8Y72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    993403 | PA      | $921262.55    | 0.17%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA POOL BN6715 FN 06/49 FIXED 4                      | CUSIP: 3140JPN92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2841999 | PA      | $2706625.85   | 0.49%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BP2797 FN 05/50 FIXED 2.5                    | CUSIP: 3140KADB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1477444 | PA      | $1262096.97   | 0.23%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGEN INC SR UNSECURED 02/50 3.375                     | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $347574.99    | 0.06%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amwins Group Inc                                                                     | AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875         | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63611.01     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                           | ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 03/31 2.875   | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $632795.08    | 0.11%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 06/40 4.35       | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263624.37    | 0.05%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BP6700 FN 09/50 FIXED 2.5                    | CUSIP: 3140KENS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4039219 | PA      | $3472361.29   | 0.63%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BP8188 FN 09/50 FIXED 2                      | CUSIP: 3140KGC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6171725 | PA      | $5046753.42   | 0.92%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                         | ANTERO RESOURCES CORP SR UNSECURED 144A 03/30 5.375    | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46355.50     | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                         | ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 03/27 5.75  | CUSIP: 03690AAD8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23633.93     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BQ4558 FN 03/51 FIXED 2                      | CUSIP: 3140KQB42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2115890 | PA      | $1727264.88   | 0.31%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BR1844 FN 01/51 FIXED 2.5                    | CUSIP: 3140L0BN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1208465 | PA      | $1026818.04   | 0.19%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                         | ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 01/28 5.75  | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46380.50     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                         | ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 06/29 5.375 | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68568.00     | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                         | ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 05/26 7.875 | CUSIP: 03690EAA6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50613.31     | 0.01%             | 2026-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                                           | APPLE INC SR UNSECURED 09/27 2.9                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $559280.66    | 0.10%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BR4390 FN 03/51 FIXED 2                      | CUSIP: 3140L22Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3607153 | PA      | $2945875.07   | 0.53%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BR9750 FN 04/51 FIXED 2                      | CUSIP: 3140L8ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3621566 | PA      | $2956437.93   | 0.54%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | APPLE INC SR UNSECURED 02/41 2.375                     | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    375000 | PA      | $265012.59    | 0.05%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                               | ARAMARK SERVICES INC COMPANY GUAR 144A 04/25 5         | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24394.67     | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BT7183 FN 08/51 FIXED 2.5                    | CUSIP: 3140LV6V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1626071 | PA      | $1380461.33   | 0.25%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BW7264 FN 11/52 FIXED 5.5                    | CUSIP: 3140N0CA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2970244 | PA      | $2978216.27   | 0.54%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL BW7449 FN 11/52 FIXED 5                      | CUSIP: 3140N0H32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    998841 | PA      | $985027.33    | 0.18%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL CA5348 FN 03/50 FIXED 3.5                    | CUSIP: 3140QC5J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1578918 | PA      | $1448965.13   | 0.26%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                               | ARAMARK SERVICES INC COMPANY GUAR 144A 02/28 5         | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46646.75     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP/Archrock Partners Finance Corp                                  | ARCHROCK PARTNERS LP/FIN COMPANY GUAR 144A 04/27 6.875 | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71599.82     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL CA4819 FN 12/49 FIXED 4                      | CUSIP: 3140QCK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    989268 | PA      | $939592.94    | 0.17%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL CA5706 FN 05/50 FIXED 2.5                    | CUSIP: 3140QDKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1939932 | PA      | $1656365.01   | 0.30%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP/Archrock Partners Finance Corp                                  | ARCHROCK PARTNERS LP/FIN COMPANY GUAR 144A 04/28 6.25  | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45750.60     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.                              | ARDAGH PKG FIN/HLDGS USA SR UNSECURED 144A 08/27 5.25  | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $149548.44    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL CA6998 FN 09/50 FIXED 3                      | CUSIP: 3140QEX49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2973905 | PA      | $2627847.48   | 0.48%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL CA8118 FN 12/50 FIXED 2                      | CUSIP: 3140QGAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1808494 | PA      | $1478292.68   | 0.27%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 2 Plc                                                                 | ARDONAGH MIDCO 2 PLC SR UNSECURED 144A 01/27 11.5      | CUSIP: 03985RAA1<br>LEI: 9845003AD1386OH58D80 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190000.00    | 0.03%             | 2027-01-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                        | ASBURY AUTOMOTIVE GROUP COMPANY GUAR 144A 02/32 5      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41135.00     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL CA9293 FN 02/51 FIXED 2.5                    | CUSIP: 3140QHKF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2434361 | PA      | $2068130.67   | 0.38%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL CA9390 FN 03/51 FIXED 2.5                    | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5464858 | PA      | $4629123.44   | 0.84%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                               | ASCENT RESOURCES/ARU FIN SR UNSECURED 144A 11/26 7     | CUSIP: 04364VAG8<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24250.49     | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                               | ASCENT RESOURCES/ARU FIN SR UNSECURED 144A 06/29 5.875 | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89163.00     | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AssuredPartners Inc                                                                  | ASSUREDPARTNERS INC SR UNSECURED 144A 08/25 7          | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24177.07     | 0.00%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AssuredPartners Inc                                                                  | ASSUREDPARTNERS INC SR UNSECURED 144A 01/29 5.625      | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82303.44     | 0.01%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL CB3335 FN 04/52 FIXED 4.5                    | CUSIP: 3140QNV58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4826409 | PA      | $4730788.13   | 0.86%             | 2052-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM2778 FN 03/50 FIXED VAR                    | CUSIP: 3140X6CQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2154671 | PA      | $1910518.50   | 0.35%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                      | ASTRAZENECA PLC SR UNSECURED 06/27 3.125               | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $572778.74    | 0.10%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                      | ASTRAZENECA PLC SR UNSECURED 08/30 1.375               | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $177755.90    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM3734 FN 09/49 FIXED VAR                    | CUSIP: 3140X7EG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1163357 | PA      | $1081652.93   | 0.20%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM3919 FN 05/49 FIXED VAR                    | CUSIP: 3140X7K99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718383 | PA      | $691202.92    | 0.13%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                          | AVALONBAY COMMUNITIES SR UNSECURED 05/27 3.35          | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    725000 | PA      | $673447.57    | 0.12%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                  | AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625      | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68148.00     | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                  | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875      | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20993.75     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                      | BAE SYSTEMS PLC SR UNSECURED 144A 09/50 3              | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $323591.55    | 0.06%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM4122 FN 08/50 FIXED VAR                    | CUSIP: 3140X7SL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6281055 | PA      | $5157237.35   | 0.94%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM4317 FN 09/50 FIXED VAR                    | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2833439 | PA      | $2500458.64   | 0.45%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BAT CAPITAL CORP COMPANY GUAR 08/47 4.54               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    725000 | PA      | $512266.40    | 0.09%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Topco Inc                                                                | BCPE EMPIRE HOLDINGS INC SR UNSECURED 144A 05/27 7.625 | CUSIP: 05552VAA0<br>LEI: 254900WAPTMZOCP01B52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89678.00     | 0.02%             | 2027-05-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM4532 FN 09/50 FIXED VAR                    | CUSIP: 3140X8BA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3224888 | PA      | $2838262.29   | 0.51%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM6708 FN 01/51 FIXED VAR                    | CUSIP: 3140XAN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3523024 | PA      | $2993476.41   | 0.54%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                     | BALL CORP COMPANY GUAR 09/31 3.125                     | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20078.25     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                     | BALL CORP COMPANY GUAR 03/28 6.875                     | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25679.25     | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM7293 FN 05/51 FIXED VAR                    | CUSIP: 3140XBC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1263891 | PA      | $1074306.75   | 0.19%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM7706 FN 08/50 FIXED VAR                    | CUSIP: 3140XBR44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3175866 | PA      | $2924213.84   | 0.53%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BANK OF AMERICA CORP SR UNSECURED 02/26 VAR            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1369124.50   | 0.25%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1547428.25   | 0.28%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FNMA POOL FM8421 FN 08/51 FIXED VAR                    | CUSIP: 3140XCLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2162821 | PA      | $1836315.01   | 0.33%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA POOL MA4138 FN 09/50 FIXED 1.5                    | CUSIP: 31418DS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4278632 | PA      | $3305724.38   | 0.60%             | 2050-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BANK OF AMERICA CORP SR UNSECURED 07/33 VAR            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379756.77    | 0.07%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                              | BANK OF NY MELLON CORP SR UNSECURED 08/23 2.2          | CUSIP: 06406FAD5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1329123.11   | 0.24%             | 2023-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA POOL MA4255 FN 02/51 FIXED 2                      | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1638466 | PA      | $1337339.76   | 0.24%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA POOL MA4593 FN 03/52 FIXED 4                      | CUSIP: 31418EC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881658 | PA      | $827040.25    | 0.15%             | 2052-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                              | BANK OF NY MELLON CORP SR UNSECURED 06/28 VAR          | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286988.78    | 0.05%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                      | BANK 2022 BNK40 03/64 3.5067                           | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $579964.70    | 0.11%             | 2064-03-17      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                          | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25     | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $24071.88     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                          | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 5        | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $23962.39     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                          | BAUSCH HEALTH COS INC SR SECURED 144A 02/27 6.125      | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $34481.50     | 0.01%             | 2027-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                                 | BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.375     | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    775000 | PA      | $748890.58    | 0.14%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BECTON DICKINSON AND CO SR UNSECURED 12/44 4.685       | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    264000 | PA      | $235956.87    | 0.04%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BECTON DICKINSON AND CO SR UNSECURED 05/50 3.794       | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     68000 | PA      | $52182.25     | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Bellring Brands Inc.                                                                 | BELLRING BRANDS INC COMPANY GUAR 144A 03/30 7          | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72168.75     | 0.01%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BENCHMARK MORTGAGE TRUST BMARK 2020 B19 A5             | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $922099.90    | 0.17%             | 2053-09-17      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA POOL MA4732 FN 09/52 FIXED 4                      | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1983338 | PA      | $1860444.96   | 0.34%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIDELITY NATL INFO SERV SR UNSECURED 03/41 3.1         | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    305000 | PA      | $210055.67    | 0.04%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIDELITY NATL INFO SERV SR UNSECURED 07/27 4.7         | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292679.18    | 0.05%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISERV INC SR UNSECURED 10/23 3.8                      | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445204.99    | 0.08%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISERV INC SR UNSECURED 07/29 3.5                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    425000 | PA      | $382890.24    | 0.07%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                    | FIRSTENERGY CORP SR UNSECURED 03/30 2.65               | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203835.00    | 0.04%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                                  | FLOWERS FOODS INC SR UNSECURED 10/26 3.5               | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    675000 | PA      | $631824.66    | 0.11%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                                  | FLOWERS FOODS INC SR UNSECURED 03/31 2.4               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    185000 | PA      | $148910.18    | 0.03%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                           | FORD CREDIT FLOORPLAN MASTER O FORDF 2020 1 D          | CUSIP: 34528QHP2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $378132.63    | 0.07%             | 2025-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                         | FORD CREDIT AUTO LEASE TRUST FORDL 2020 B C            | CUSIP: 34531RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160149 | PA      | $159997.38    | 0.03%             | 2025-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BENCHMARK MORTGAGE TRUST BMARK 2021 B26 A2             | CUSIP: 08163EAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $465530.68    | 0.08%             | 2054-06-17      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                           | BIOGEN INC SR UNSECURED 05/50 3.15                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    725000 | PA      | $471279.64    | 0.09%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35       | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204940.00    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113      | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    375000 | PA      | $339579.38    | 0.06%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BLACK HILLS CORP SR UNSECURED 06/30 2.5                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    370000 | PA      | $296989.50    | 0.05%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                      | BLACKROCK INC SR UNSECURED 01/31 1.9                   | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    425000 | PA      | $343956.92    | 0.06%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                         | FORTINET INC SR UNSECURED 03/26 1                      | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    670000 | PA      | $586433.96    | 0.11%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                                                    | FOUNDATION BUILDING M COMPANY GUAR 144A 03/29 6        | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93587.97     | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                               | BOARDWALK PIPELINES LP COMPANY GUAR 02/31 3.4          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    450000 | PA      | $376380.83    | 0.07%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BOEING CO SR UNSECURED 02/30 2.95                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190557.58    | 0.03%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BOEING CO SR UNSECURED 05/50 5.805                     | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208614.57    | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BOEING CO SR UNSECURED 02/26 2.196                     | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $931276.70    | 0.17%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                                | BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65           | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    650000 | PA      | $616129.27    | 0.11%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                                             | BOXER PARENT CO INC SECURED 144A 03/26 9.125           | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47170.74     | 0.01%             | 2026-03-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNMA II POOL MA6866 G2 09/50 FIXED 3                   | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1402113 | PA      | $1258375.85   | 0.23%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GW B-Credit Security Corporation                                                     | GW B CR SECURITY CORP SR UNSECURED 144A 11/27 9.5      | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $168545.35    | 0.03%             | 2027-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                   | GM FINANCIAL SECURITIZED TERM GMCAR 2020 3 D           | CUSIP: 362590AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $380309.52    | 0.07%             | 2027-09-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Gyp Holdings III Corporation                                                         | GYP HOLDINGS III CORP COMPANY GUAR 144A 05/29 4.625    | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61235.08     | 0.01%             | 2029-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                   | GXO LOGISTICS INC SR UNSECURED 07/31 2.65              | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    670000 | PA      | $494694.70    | 0.09%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Holding LLC                                                            | GE HEALTHCARE HLDG LLC COMPANY GUAR 144A 11/52 6.377   | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111521.74    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2022-PJ3                                         | GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ3 A4 144A   | CUSIP: 362924AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1896801 | PA      | $1522552.50   | 0.28%             | 2052-08-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                     | GARDA WORLD SECURITY SR SECURED 144A 02/27 4.625       | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44149.00     | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                     | GARDA WORLD SECURITY SR UNSECURED 144A 06/29 6         | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $40627.42     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Garden SpinCo Corp                                                                   | GARDEN SPINCO CORP COMPANY GUAR 144A 07/30 8.625       | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26500.00     | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Gates Global Llc/Gates Global Co.                                                    | GATES GLOBAL LLC COMPANY GUAR 144A 01/26 6.25          | CUSIP: 36740LAA0<br>LEI: 549300XI79MQJV13DW27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120625.00    | 0.02%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corporation                                                         | GENERAL DYNAMICS CORP COMPANY GUAR 06/26 1.15          | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    670000 | PA      | $594857.38    | 0.11%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GENERAL MOTORS CO SR UNSECURED 10/25 6.125             | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    575000 | PA      | $585183.21    | 0.11%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GENERAL MOTORS FINL CO SR UNSECURED 02/25 2.9          | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    675000 | PA      | $639329.58    | 0.12%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GENERAL MOTORS FINL CO SR UNSECURED 04/27 5            | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251853.84    | 0.05%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/26 1.625     | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352436.90    | 0.06%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | GLENCORE FUNDING LLC COMPANY GUAR 144A 09/51 3.375     | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129727.09    | 0.02%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC and GD Finance Co Inc                                 | GO DADDY OPCO/FINCO COMPANY GUAR 144A 12/27 5.25       | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47323.00     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 03/30 3.8         | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1258564.36   | 0.23%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 04/25 3.5         | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    775000 | PA      | $745272.86    | 0.14%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 01/32 VAR         | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $380908.28    | 0.07%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                  | GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 03/29 3.5   | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42601.39     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Gray Escrow II Inc.                                                                  | GRAY ESCROW II INC SR UNSECURED 144A 11/31 5.375       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54048.75     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gray Television, Inc.                                                                | GRAY TELEVISION INC COMPANY GUAR 144A 10/30 4.75       | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54252.38     | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Grupo Televisa S.A.B.                                                                | GRUPO TELEVISA SAB SR UNSECURED 05/45 5                | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $298655.44    | 0.05%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo S.A.B de C.V.                                                            | GRUPO BIMBO SAB DE CV COMPANY GUAR 144A 06/44 4.875    | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    925000 | PA      | $799407.52    | 0.14%             | 2044-06-27      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                                                  | GTCR AP FINANCE INC SR UNSECURED 144A 05/27 8          | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71841.00     | 0.01%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| H&E Equipment Services, Inc.                                                         | H+E EQUIPMENT SERVICES COMPANY GUAR 144A 12/28 3.875   | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42589.50     | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA INC SR SECURED 07/51 3.5                           | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $304744.53    | 0.06%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA INC COMPANY GUAR 09/26 5.375                       | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74165.78     | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC HOLDINGS PLC SR UNSECURED 05/26 3.9               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $928605.52    | 0.17%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                | HPEFS EQUIPMENT TRUST HPEFS 2020 2A D 144A             | CUSIP: 40438PAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $742270.43    | 0.13%             | 2030-07-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Boyd Gaming Corporation                                                              | BOYD GAMING CORP COMPANY GUAR 12/27 4.75               | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46569.00     | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BP CAP MARKETS AMERICA COMPANY GUAR 04/27 3.588        | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    725000 | PA      | $690566.21    | 0.13%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BRISTOL MYERS SQUIBB CO SR UNSECURED 10/49 4.25        | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171867.97    | 0.03%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BRISTOL MYERS SQUIBB CO SR UNSECURED 02/28 3.9         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $770278.26    | 0.14%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BRISTOL MYERS SQUIBB CO SR UNSECURED 11/25 0.75        | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    245000 | PA      | $220151.56    | 0.04%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sky Limited                                                                          | SKY LTD COMPANY GUAR 144A 09/24 3.75                   | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $366045.78    | 0.07%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | BROADCOM INC COMPANY GUAR 11/30 4.15                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | PA      | $255403.37    | 0.05%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | BROADCOM INC SR UNSECURED 144A 04/33 3.419             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128273.24    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | BROADCOM INC SR UNSECURED 144A 11/36 3.187             | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10774.32     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                             | BROADSTREET PARTNERS INC SR UNSECURED 144A 04/29 5.875 | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170216.27    | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BURLINGTN NORTH SANTA FE SR UNSECURED 04/25 3          | CUSIP: 12189LAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $456820.14    | 0.08%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Co.                                                                     | MAUSER PACKAGING SOLUT SR UNSECURED 144A 04/25 7.25    | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46235.84     | 0.01%             | 2025-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                     | VIACOMCBS INC SR UNSECURED 08/44 4.9                   | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219103.89    | 0.04%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                        | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/28 5       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90799.00     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                            | QUICKEN LOANS LLC/QUICKN COMPANY GUAR 144A 03/29 3.625 | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59432.86     | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RPM International Inc.                                                               | RPM INTERNATIONAL INC SR UNSECURED 03/29 4.55          | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    425000 | PA      | $393403.55    | 0.07%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                        | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $103269.38    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                        | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $100264.38    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Technology Global Incorporated                                             | RACKSPACE TECHNOLOGY SR UNSECURED 144A 12/28 5.375     | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $43586.16     | 0.01%             | 2028-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Technology Global Incorporated                                             | RACKSPACE TECHNOLOGY SR SECURED 144A 02/28 3.5         | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14528.00     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                        | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/33 4.5     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $57542.25     | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                           | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67            | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $426152.64    | 0.08%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                                | RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25           | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51522.25     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Raptor Acquisition Corp.                                                             | RAPTOR ACQ/RAPTOR CO ISS SR SECURED 144A 11/26 4.875   | CUSIP: 75383KAA2<br>LEI: 549300T1YPGZ35J6JU13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22210.01     | 0.00%             | 2026-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625   | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21436.50     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                | CHS/COMMUNITY HEALTH SYS SECURED 144A 04/30 6.125      | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     50000 | PA      | $24758.91     | 0.00%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56552.79     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial N.V.                                                                  | CNH INDUSTRIAL NV SR UNSECURED 11/27 3.85              | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    525000 | PA      | $491740.01    | 0.09%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                                  | CP ATLAS BUYER INC SR UNSECURED 144A 12/28 7           | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37133.23     | 0.01%             | 2028-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                    | CSC HOLDINGS LLC SR UNSECURED 144A 04/28 7.5           | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136000.00    | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cnx Midstream Partners Lp                                                            | CNX MIDSTREAM PART LP COMPANY GUAR 144A 04/30 4.75     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41033.25     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS HEALTH CORP SR UNSECURED 06/26 2.875               | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $396728.01    | 0.07%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS HEALTH CORP SR UNSECURED 04/50 4.25                | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $358161.57    | 0.06%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc New                                                        | CAESARS ENTERTAIN INC SR UNSECURED 144A 10/29 4.625    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40690.50     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Caesars Resort Collection LLC/CRC Finco Inc                                          | COLT MERGER SUB INC SR SECURED 144A 07/25 5.75         | CUSIP: 12770RAA1<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48945.30     | 0.01%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Callon Petroleum Company                                                             | CALLON PETROLEUM CO COMPANY GUAR 144A 06/30 7.5        | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22875.00     | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                                  | CALPINE CORP SR UNSECURED 144A 02/31 5                 | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41945.20     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                                  | CALPINE CORP SR SECURED 144A 03/31 3.75                | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20128.90     | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                      | CAMELOT RETURN MERGER SU SR SECURED 144A 08/28 8.75    | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22940.75     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CANADIAN NATL RESOURCES SR UNSECURED 07/25 2.05        | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $488426.42    | 0.09%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/26 1.75       | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $80202.39     | 0.01%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/41 3          | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $56542.35     | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CANADIAN PACIFIC RAILWAY COMPANY GUAR 03/30 2.05       | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $143412.20    | 0.03%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                              | CARMAX AUTO OWNER TRUST CARMX 2021 1 D                 | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89023.47     | 0.02%             | 2027-07-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                      | CATALENT PHARMA SOLUTION COMPANY GUAR 144A 04/30 3.5   | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19739.75     | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Centene Corporation                                                                  | CENTENE CORP SR UNSECURED 12/27 4.25                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187572.64    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                                                       | HEALTHCARE TRUST OF AMER COMPANY GUAR 03/31 2          | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    525000 | PA      | $397442.54    | 0.07%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthequity Inc                                                                     | HEALTHEQUITY INC COMPANY GUAR 144A 10/29 4.5           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43695.00     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Centennial Resource Production, LLC                                                  | CENTENNIAL RESOURCE PROD COMPANY GUAR 144A 04/27 6.875 | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47111.90     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Central Parent Inc. / Central Merger Sub Inc.                                        | CENTRAL PARENT/MERGER SU SR SECURED 144A 06/29 7.25    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73359.14     | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484        | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    550000 | PA      | $495975.74    | 0.09%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L P                                                         | CHENIERE ENERGY PARTNERS COMPANY GUAR 10/29 4.5        | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44961.07     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                  | CHENIERE ENERGY INC SR SECURED 10/28 4.625             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22596.68     | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                            | CHESAPEAKE FUNDING II LLC CFII 2020 1A D 144A          | CUSIP: 165183CN2<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $145204.61    | 0.03%             | 2032-08-15      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Hess Corporation                                                                     | HESS CORP SR UNSECURED 02/41 5.6                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    580000 | PA      | $548256.08    | 0.10%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                         | HESS MIDSTREAM OPERATION COMPANY GUAR 144A 02/30 4.25  | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21373.02     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corporation                                                                  | CHEVRON CORP SR UNSECURED 05/50 3.078                  | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $340887.93    | 0.06%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | CITIGROUP INC SR UNSECURED 04/25 VAR                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    725000 | PA      | $703016.72    | 0.13%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | CITIGROUP INC SR UNSECURED 01/31 VAR                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1312293.25   | 0.24%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Citizens Bank National Association                                                   | CITIZENS BANK NA/RI SR UNSECURED 02/26 3.75            | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    475000 | PA      | $455267.08    | 0.08%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Company Inc                                   | CLARIOS GLOBAL LP SR SECURED 144A 05/25 6.75           | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22050.85     | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                     | CLARIV SCI HLD CORP SR UNSECURED 144A 07/29 4.875      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63776.25     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Clearwater Paper Corporation                                                         | CLEARWATER PAPER CORP COMPANY GUAR 144A 08/28 4.75     | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87867.59     | 0.02%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                 | CLEVELAND CLIFFS INC COMPANY GUAR 144A 03/31 4.875     | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44149.56     | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                 | CLYDESDALE ACQUISITION COMPANY GUAR 144A 04/30 8.75    | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $235392.17    | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                                   | COCA COLA EUROPEAN PARTN 01/27 1.5                     | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $518926.31    | 0.09%             | 2027-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola FEMSA SAB de CV                                                            | COCA COLA FEMSA SAB CV 01/30 2.75                      | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $645937.50    | 0.12%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coeur Mining Inc                                                                     | COEUR MINING INC COMPANY GUAR 144A 02/29 5.125         | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39021.33     | 0.01%             | 2029-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                         | RAYMOND JAMES FINANCIAL SR UNSECURED 04/30 4.65        | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96283.20     | 0.02%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Real Hero Merger Sub 2 Inc.                                                          | REAL HERO MERGER SUB 2 SR UNSECURED 144A 02/29 6.25    | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $34275.00     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                         | HESS MIDSTREAM OPERATION SR UNSECURED 144A 06/28 5.125 | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23117.42     | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                    | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40040.00     | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Holly Energy Partners L P / Holly Energy Finance Corporation                         | HOLLY NRG PRTNR/FIN CORP COMPANY GUAR 144A 02/28 5     | CUSIP: 435765AH5<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68287.97     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc                                                                       | HOME DEPOT INC SR UNSECURED 04/40 3.3                  | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    950000 | PA      | $756392.11    | 0.14%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | COMCAST CORP COMPANY GUAR 02/50 3.45                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    950000 | PA      | $688982.02    | 0.12%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                                | COMERICA INC SUBORDINATED 07/26 3.8                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    475000 | PA      | $453413.79    | 0.08%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association (Delaware)                                             | BBVA USA SUBORDINATED 04/25 3.875                      | CUSIP: 20453KAA3<br>LEI: C90VT034M03BN29IRA40 | Long             | DBT              | CORP              | US        |    475000 | PA      | $461963.43    | 0.08%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                             | COMSTOCK RESOURCES INC SR UNSECURED 144A 03/29 6.75    | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90250.00     | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SPX Flow Incorporation                                                               | REDWOOD STAR MERGER SUB SR UNSECURED 144A 04/30 8.75   | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59149.50     | 0.01%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                | REGENCY CENTERS LP COMPANY GUAR 09/29 2.95             | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    700000 | PA      | $587521.45    | 0.11%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                        | CONSENSUS CLOUD SOLUTION COMPANY GUAR 144A 10/28 6.5   | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45988.43     | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | CONSTELLATION BRANDS INC SR UNSECURED 05/50 3.75       | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    400000 | PA      | $299345.44    | 0.05%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST 2022-1                                                | HOME PARTNERS OF AMERICA TRUST HPA 2022 1 B 144A       | CUSIP: 43730NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736971 | PA      | $683175.78    | 0.12%             | 2039-04-19      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc.                                                         | HONEYWELL INTERNATIONAL SR UNSECURED 06/50 2.8         | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    270000 | PA      | $191874.14    | 0.03%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                      | REGENERON PHARMACEUTICAL SR UNSECURED 09/50 2.8        | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    702000 | PA      | $435386.59    | 0.08%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                        | REGIONS FINANCIAL CORP SR UNSECURED 05/25 2.25         | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    345000 | PA      | $322406.25    | 0.06%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                      | CORNERSTONE BUILDING COMPANY GUAR 144A 01/29 6.125     | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35212.00     | 0.01%             | 2029-01-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp. V                                  | CROWN AMER/CAP CORP V COMPANY GUAR 09/26 4.25          | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23839.50     | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CROWN CASTLE INTL CORP SR UNSECURED 01/51 3.25         | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $292577.92    | 0.05%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CrownRock LP                                                                         | CROWNROCK LP/CROWNROCK F SR UNSECURED 144A 10/25 5.625 | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72375.00     | 0.01%             | 2025-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc.                                                         | HONEYWELL INTERNATIONAL SR UNSECURED 06/25 1.35        | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    390000 | PA      | $360531.76    | 0.07%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                               | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625    | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $327518.42    | 0.06%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cumulus Media New Holdings Inc                                                       | CUMULUS MEDIA NEW HLDGS SR SECURED 144A 07/26 6.75     | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |     48000 | PA      | $40320.00     | 0.01%             | 2026-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                                     | DT MIDSTREAM INC SR UNSECURED 144A 06/31 4.375         | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41945.00     | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HUNTINGTON BANCSHARES SR UNSECURED 08/28 VAR           | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333382.76    | 0.06%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                  | HUNTINGTON INGALLS INDUS COMPANY GUAR 12/27 3.483      | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    775000 | PA      | $703384.58    | 0.13%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Daimler Finance North America LLC                                                    | DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/23 3.35    | CUSIP: 233851DD3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697402.49    | 0.13%             | 2023-02-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                             | DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/26 2      | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    340000 | PA      | $299571.62    | 0.05%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                 | IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6           | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $174973.03    | 0.03%             | 2027-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                             | IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375        | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23000.00     | 0.00%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                             | DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/28 2.375  | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151256.34    | 0.03%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Dana Financing Luxembourg S.A.R.L.                                                   | DANA FINANCING LUX SARL COMPANY GUAR 144A 04/25 5.75   | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $24461.42     | 0.00%             | 2025-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                             | IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375      | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63782.06     | 0.01%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                             | IHEARTCOMMUNICATIONS INC SR SECURED 144A 08/27 5.25    | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84708.33     | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dana Incorporated                                                                    | DANA INC SR UNSECURED 02/32 4.5                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39982.21     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                                  | DANAHER CORP SR UNSECURED 10/50 2.6                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    645000 | PA      | $411328.75    | 0.07%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                              | INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 10/27 1.832 | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    450000 | PA      | $377670.74    | 0.07%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES TRUST                                                               | INVITATION HOMES TRUST IHSFR 2018 SFR4 B 144A          | CUSIP: 46187XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2999862 | PA      | $2949314.80   | 0.53%             | 2038-01-19      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                       | JOHN DEERE CAPITAL CORP SR UNSECURED 03/29 3.45        | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    800000 | PA      | $742007.20    | 0.13%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Diamond (BC) B.V.                                                                    | DIAMOND BC BV SR UNSECURED 144A 10/29 4.625            | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $80250.00     | 0.01%             | 2029-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co.                                                        | RELIANCE STEEL + ALUM SR UNSECURED 04/23 4.5           | CUSIP: 759509AE2<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    760000 | PA      | $759867.27    | 0.14%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                                                   | ROBLOX CORP SR UNSECURED 144A 05/30 3.875              | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $39410.00     | 0.01%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | DIAMONDBACK ENERGY INC COMPANY GUAR 03/33 6.25         | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395836.78    | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                              | DIRECTV HOLDINGS/FING SR SECURED 144A 08/27 5.875      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44733.00     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMORGAN CHASE + CO SR UNSECURED 01/25 3.125           | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506685.83    | 0.09%             | 2025-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $736458.17    | 0.13%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                                              | ROCKCLIFF ENERGY II LLC SR UNSECURED 144A 10/29 5.5    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22873.75     | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated                         | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875 | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42858.12     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMORGAN CHASE + CO SR UNSECURED 11/31 VAR             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75806.86     | 0.01%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMORGAN CHASE + CO SR UNSECURED 04/32 VAR             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80103.98     | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | WALT DISNEY COMPANY/THE COMPANY GUAR 03/30 3.8         | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116502.57    | 0.02%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | WALT DISNEY COMPANY/THE COMPANY GUAR 03/50 4.7         | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298335.15    | 0.05%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $976682.65    | 0.18%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMORGAN CHASE + CO SUBORDINATED 09/33 VAR             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292816.04    | 0.05%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | WALT DISNEY COMPANY/THE COMPANY GUAR 01/51 3.6         | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    350000 | PA      | $266502.58    | 0.05%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                             | DISH NETWORK CORP SR SECURED 144A 11/27 11.75          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25747.50     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated                         | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/33 4     | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37343.00     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                                  | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98540.78     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-3                                                    | JP MORGAN MORTGAGE TRUST JPMMT 2022 3 A3 144A          | CUSIP: 46654UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1891283 | PA      | $1518123.13   | 0.28%             | 2052-08-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-1                                                    | JP MORGAN MORTGAGE TRUST JPMMT 2022 1 A2 144A          | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1397798 | PA      | $1166780.01   | 0.21%             | 2052-07-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                 | DISH DBS CORPORATION 07/28 7.375                       | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $17687.50     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                 | DISH DBS CORP COMPANY GUAR 06/29 5.125                 | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $48383.25     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | ROGERS COMMUNICATIONS IN COMPANY GUAR 144A 03/42 4.5   | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $379006.14    | 0.07%             | 2042-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                                               | ROPER TECHNOLOGIES INC SR UNSECURED 09/25 1            | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    525000 | PA      | $470380.48    | 0.09%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                 | DISH DBS CORP SR SECURED 144A 12/26 5.25               | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42116.75     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corporation                                                           | DOLLAR GENERAL CORP SR UNSECURED 04/27 3.875           | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    575000 | PA      | $548251.55    | 0.10%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-2                                                    | JP MORGAN MORTGAGE TRUST JPMMT 2022 2 A3 144A          | CUSIP: 46655DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1884043 | PA      | $1512311.98   | 0.27%             | 2052-08-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Group LLC/Jefferies Group Capital Finance Inc                              | JEFFERIES GROUP LLC SR UNSECURED 10/32 2.75            | CUSIP: 47233JDX3<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $229363.91    | 0.04%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | DOMINION ENERGY INC SR UNSECURED 04/26 1.45            | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    670000 | PA      | $596476.33    | 0.11%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Subordinated Inc.                                                | DORNOCH DEBT MERGER SUB SR UNSECURED 144A 10/29 6.625  | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $87694.52     | 0.02%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUKE ENERGY CORP SR UNSECURED 09/46 3.75               | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $482278.97    | 0.09%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUKE ENERGY CORP SR UNSECURED 06/49 4.2                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    725000 | PA      | $572151.20    | 0.10%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                                          | JONES DESLAURIERS INSURA SR UNSECURED 144A 12/30 10.5  | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49242.70     | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Kansas City Southern                                                                 | KANSAS CITY SOUTHERN COMPANY GUAR 05/50 3.5            | CUSIP: 485170BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $480213.41    | 0.09%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KEURIG DR PEPPER INC COMPANY GUAR 05/25 4.417          | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35591.78     | 0.01%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                             | KIMCO REALTY CORP SR UNSECURED 10/30 2.7               | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    450000 | PA      | $366778.17    | 0.07%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| The Dun & Bradstreet Corporation                                                     | DUN + BRADSTREET CORP COMPANY GUAR 144A 12/29 5        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42788.15     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance Co.                                                                 | ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.85      | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    650000 | PA      | $628032.28    | 0.11%             | 2024-11-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                             | RYAN SPECIALTY GROUP SR SECURED 144A 02/30 4.375       | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43294.80     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | S+P GLOBAL INC COMPANY GUAR 144A 03/32 2.9             | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    240000 | PA      | $204709.00    | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KINDER MORGAN INC COMPANY GUAR 08/50 3.25              | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    320000 | PA      | $206596.18    | 0.04%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Koppers Incorporated                                                                 | KOPPERS INC COMPANY GUAR 144A 02/25 6                  | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71250.00     | 0.01%             | 2025-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                     | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 BA A1A 144A    | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416854 | PA      | $367739.32    | 0.07%             | 2053-07-15      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                        | SM ENERGY CO SR UNSECURED 09/26 6.75                   | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48542.50     | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                        | SM ENERGY CO SR UNSECURED 07/28 6.5                    | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47938.50     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                              | SS+C TECHNOLOGIES INC COMPANY GUAR 144A 09/27 5.5      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93639.61     | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375          | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $345356.26    | 0.06%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | KROGER CO SR UNSECURED 01/50 3.95                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    325000 | PA      | $252287.60    | 0.05%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                                | SRS DISTRIBUTION INC COMPANY GUAR 144A 07/29 6.125     | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20213.00     | 0.00%             | 2029-07-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                                | SRS DISTRIBUTION INC COMPANY GUAR 144A 12/29 6         | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79585.31     | 0.01%             | 2029-12-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                            | SANTANDER CONSUMER AUTO RECEIV SCART 2020 BA D 144A    | CUSIP: 802830AU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $504651.27    | 0.09%             | 2026-12-15      | Fixed         | 2.14%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                               | SANTANDER DRIVE AUTO RECEIVABL SDART 2020 3 D          | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $719035.58    | 0.13%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                    | LAMAR MEDIA CORP COMPANY GUAR 01/29 4.875              | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22954.42     | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                           | LEIDOS INC COMPANY GUAR 05/25 3.625                    | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211258.70    | 0.04%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US Finco Inc                         | SC GAMES HOLDIN/US FINCO SR UNSECURED 144A 03/30 6.625 | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63352.50     | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                                 | SCIENTIFIC GAMES INTERNA COMPANY GUAR 144A 11/29 7.25  | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48000.00     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Leidos Inc                                                                           | LEIDOS INC COMPANY GUAR 05/30 4.375                    | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    525000 | PA      | $473423.51    | 0.09%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                | LIFEPOINT HEALTH INC SR SECURED 144A 04/25 6.75        | CUSIP: 53219LAT6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47054.50     | 0.01%             | 2025-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                | LIFEPOINT HEALTH INC COMPANY GUAR 144A 01/29 5.375     | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $42382.50     | 0.01%             | 2029-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lincoln National Corporation                                                         | LINCOLN NATIONAL CORP SR UNSECURED 09/23 4             | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297640.21    | 0.05%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Francisco Partners and Evergreen Coast Capital                                       | LOGAN MERGER SUB INC COMPANY GUAR 144A 09/27 5.5       | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    100000 | PA      | $53782.19     | 0.01%             | 2027-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                 | M+T BANK CORPORATION SR UNSECURED 07/23 3.55           | CUSIP: 55261FAJ3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    575000 | PA      | $570756.40    | 0.10%             | 2023-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                         | MPH ACQUISITION HOLDINGS COMPANY GUAR 144A 11/28 5.75  | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33250.61     | 0.01%             | 2028-11-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX LP SR UNSECURED 03/52 4.95                        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    525000 | PA      | $428843.08    | 0.08%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                                 | SCIENTIFIC GAMES INTERNA COMPANY GUAR 144A 07/25 8.625 | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51010.10     | 0.01%             | 2025-07-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                                   | SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875       | CUSIP: 81104PAA7<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66937.50     | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC & MIWD Finance Corp.                                              | MIWD HLDCO II/MIWD FIN COMPANY GUAR 144A 02/30 5.5     | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19903.75     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                      | MADISON IAQ LLC SR SECURED 144A 06/28 4.125            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20905.75     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                   | SEAGATE HDD CAYMAN COMPANY GUAR 144A 12/32 9.625       | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     39000 | PA      | $42775.20     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corporation                                                               | SEALED AIR CORP COMPANY GUAR 144A 12/27 4              | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45356.85     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                      | MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68539.88     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Magallanes Inc.                                                                      | MAGALLANES INC COMPANY GUAR 144A 03/32 4.279           | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    450000 | PA      | $370694.13    | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                                   | SEAWORLD PARKS + ENTERTA COMPANY GUAR 144A 08/29 5.25  | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43534.94     | 0.01%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                               | SEMPRA ENERGY SR UNSECURED 04/29 3.7                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    590000 | PA      | $537774.11    | 0.10%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                      | MAGALLANES INC COMPANY GUAR 144A 03/42 5.05            | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    470000 | PA      | $359588.63    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Company                                                           | MARATHON PETROLEUM CORP SR UNSECURED 09/44 4.75        | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    525000 | PA      | $438374.03    | 0.08%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Masco Corporation                                                                    | MASCO CORP SR UNSECURED 11/27 3.5                      | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324187.56    | 0.06%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                          | MATCH GROUP INC SR UNSECURED 144A 12/27 5              | CUSIP: 57665RAG1<br>LEI: 549300BIJKT86CPCKK96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92000.00     | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                             | SIERRA RECEIVABLES FUNDING CO SRFC 2020 2A A 144A      | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217978 | PA      | $204647.29    | 0.04%             | 2037-07-20      | Fixed         | 1.33%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                      | SINCLAIR TELEVISION GROU COMPANY GUAR 144A 02/27 5.125 | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20390.30     | 0.00%             | 2027-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                          | CONDOR MERGER SUB INC SR UNSECURED 144A 02/30 7.375    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120604.64    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Pediatrix Medical Group Inc                                                          | MEDNAX INC COMPANY GUAR 144A 02/30 5.375               | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43448.45     | 0.01%             | 2030-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                      | SINCLAIR TELEVISION GROU COMPANY GUAR 144A 03/30 5.5   | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52442.25     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                  | SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156033.84    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corporation                                                                | MICROSOFT CORP SR UNSECURED 05/23 2.375                | CUSIP: 594918AT1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191427.22   | 0.22%             | 2023-05-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                         | MID AMERICA APARTMENTS SR UNSECURED 11/25 4            | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    725000 | PA      | $704552.37    | 0.13%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                        | SIX FLAGS ENTERTAINMENT COMPANY GUAR 144A 04/27 5.5    | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45032.50     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                             | SKYWORKS SOLUTIONS INC SR UNSECURED 06/26 1.8          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43938.34     | 0.01%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Midas Opco Holdings LLC                                                              | MIDAS OPCO HOLDINGS LLC 08/29 5.625                    | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $123687.00    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                          | MIDWEST GAMING BORROWER SR SECURED 144A 05/29 4.875    | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42543.21     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Minerva Merger Subordinated Inc.                                                     | MINERVA MERGER SUB INC SR UNSECURED 144A 02/30 6.5     | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $110539.83    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                           | MMAF EQUIPMENT FINANCE LLC MMAF 2020 A A5 144A         | CUSIP: 60700MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $647389.13    | 0.12%             | 2042-10-09      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| Solaris Midstream Holdings LLC                                                       | SOLARIS MIDSTREAM HOLDIN SR UNSECURED 144A 04/26 7.625 | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49731.50     | 0.01%             | 2026-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                                                                         | SOUTHERN CO JR SUBORDINA 01/51 VAR                     | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1228500.00   | 0.22%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                      | MOHEGAN GAMING + ENT SR SECURED 144A 02/26 8           | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140293.50    | 0.03%             | 2026-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MORGAN STANLEY SR UNSECURED 02/32 VAR                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $221710.30    | 0.04%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                          | SOUTHWESTERN ENERGY CO COMPANY GUAR 03/30 5.375        | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22800.48     | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                      | SPRINT CORP COMPANY GUAR 03/26 7.625                   | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52615.30     | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MORGAN STANLEY SR UNSECURED 04/32 VAR                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188631.63    | 0.03%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MORGAN STANLEY SR UNSECURED 01/29 VAR                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $686815.82    | 0.12%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Standard Buildings Solutions Inc.                                                    | STANDARD INDUSTRIES INC SR UNSECURED 144A 02/27 5      | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138409.96    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | REPUBLIC OF POLAND SR UNSECURED 01/24 4                | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    600000 | PA      | $591660.00    | 0.11%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MORGAN STANLEY SR UNSECURED 08/26 6.25                 | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $496029.96    | 0.09%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MORGAN STANLEY SUBORDINATED 05/23 4.1                  | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323811.84    | 0.06%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                  | STATION CASINOS LLC SR UNSECURED 144A 02/28 4.5        | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43469.09     | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                                  | STATION CASINOS LLC SR UNSECURED 144A 12/31 4.625      | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40108.66     | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MORGAN STANLEY SR UNSECURED 07/33 VAR                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131532.98    | 0.02%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Subordinated Inc.                                                 | MOZART DEBT MERGER SUB SR SECURED 144A 04/29 3.875     | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40298.00     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Stifel Financial Corporation                                                         | STIFEL FINANCIAL CORP SR UNSECURED 05/30 4             | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173460.52    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                  | STRYKER CORP SR UNSECURED 03/26 3.5                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431907.48    | 0.08%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Subordinated Inc.                                                 | MOZART DEBT MERGER SUB SR UNSECURED 144A 10/29 5.25    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138997.25    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCR Corporation                                                                      | NCR CORP COMPANY GUAR 144A 10/28 5                     | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21313.36     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NCR Corporation                                                                      | NCR CORP COMPANY GUAR 144A 10/30 5.25                  | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41250.00     | 0.01%             | 2030-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG ENERGY INC COMPANY GUAR 01/28 5.75                 | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46933.50     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corporation                   | SUBURBAN PROPANE PARTNRS SR UNSECURED 03/27 5.875      | CUSIP: 864486AK1<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47510.04     | 0.01%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corporation                   | SUBURBAN PROPANE PARTNRS SR UNSECURED 144A 06/31 5     | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21249.56     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875           | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18776.25     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Ltd.                                                              | NABORS INDUSTRIES LTD COMPANY GUAR 144A 01/26 7.25     | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     50000 | PA      | $47119.95     | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Ltd.                                                              | NABORS INDUSTRIES LTD COMPANY GUAR 144A 01/28 7.5      | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     25000 | PA      | $22872.40     | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Company                                                            | NATIONAL FUEL GAS CO SR UNSECURED 01/26 5.5            | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447683.19    | 0.08%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                            | NATIONAL FUEL GAS CO SR UNSECURED 03/31 2.95           | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    270000 | PA      | $211585.66    | 0.04%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                  | NAVIENT CORP SR UNSECURED 03/28 4.875                  | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61681.30     | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Syneos Health Inc                                                                    | SYNEOS HEALTH INC COMPANY GUAR 144A 01/29 3.625        | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39817.25     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corporation                                                                    | SYSCO CORPORATION COMPANY GUAR 03/48 4.45              | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    525000 | PA      | $430424.01    | 0.08%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                  | NAVIENT CORP SR UNSECURED 03/29 5.5                    | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40800.02     | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                            | NAVIENT STUDENT LOAN TRUST NAVSL 2020 FA A 144A        | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167251 | PA      | $148460.89    | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T MOBILE USA INC COMPANY GUAR 02/28 4.75               | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72921.59     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T MOBILE USA INC SR SECURED 02/51 3.3                  | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $333671.26    | 0.06%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NETFLIX INC SR UNSECURED 04/28 4.875                   | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313815.57    | 0.06%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEXTERA ENERGY CAPITAL COMPANY GUAR 05/27 3.55         | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565273.70    | 0.10%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T MOBILE USA INC COMPANY GUAR 04/29 3.375              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44038.48     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T MOBILE USA INC COMPANY GUAR 04/31 3.5                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215949.86    | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 2.25         | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $493409.43    | 0.09%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                                                            | NFP CORP SR UNSECURED 144A 08/28 6.875                 | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144248.82    | 0.03%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T MOBILE USA INC COMPANY GUAR 01/53 5.65               | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106467.82    | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                                                 | TTM TECHNOLOGIES INC COMPANY GUAR 144A 03/29 4         | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64315.88     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NFP Corp.                                                                            | NFP CORP SR SECURED 144A 10/30 7.5                     | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23509.59     | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Escrow Inc                                                                   | NEXSTAR BROADCASTING INC COMPANY GUAR 144A 07/27 5.625 | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137603.63    | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TAKEDA PHARMACEUTICAL SR UNSECURED 03/30 2.05          | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $285687.27    | 0.05%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TAKEDA PHARMACEUTICAL SR UNSECURED 07/40 3.025         | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $293542.73    | 0.05%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                           | NORTHERN TRUST CORP SUBORDINATED 11/32 6.125           | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    380000 | PA      | $400688.03    | 0.07%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                         | NORTHROP GRUMMAN CORP SR UNSECURED 01/28 3.25          | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    825000 | PA      | $760855.98    | 0.14%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                                               | NUSTAR LOGISTICS LP COMPANY GUAR 10/30 6.375           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23116.62     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oasis Midstream Partners LP / Omp Finance Corp.                                      | OASIS MIDSTREAM PARTNERS SR UNSECURED 144A 04/29 8     | CUSIP: 67421QAA0<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49754.27     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                     | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76500.00     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OI European Group B.V.                                                               | OI EUROPEAN GROUP BV 02/30 4.75                        | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $43785.00     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Tap Rock Resources LLC                                                               | TAP ROCK RESOURCES LLC SR UNSECURED 144A 10/26 7       | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46505.00     | 0.01%             | 2026-10-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Co                                                                   | TARGA RESOURCES CORP COMPANY GUAR 02/33 4.2            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    430000 | PA      | $369956.26    | 0.07%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                     | 1011778 BC / NEW RED FIN SECURED 144A 01/28 4.375      | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44770.30     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                     | 1011778 BC / NEW RED FIN SECURED 144A 10/30 4          | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $141716.75    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tegna Inc                                                                            | TEGNA INC COMPANY GUAR 144A 03/26 4.75                 | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24241.39     | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Tegna Inc                                                                            | TEGNA INC COMPANY GUAR 09/29 5                         | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23720.00     | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | ONEOK INC COMPANY GUAR 09/25 2.2                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137813.77    | 0.02%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | ONEOK INC COMPANY GUAR 03/50 4.5                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $465385.96    | 0.08%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tegna Inc                                                                            | TEGNA INC COMPANY GUAR 03/28 4.625                     | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23742.50     | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                         | TENET HEALTHCARE CORP SR SECURED 07/24 4.625           | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20480.40     | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                       | OPEN TEXT CORP COMPANY GUAR 144A 12/29 3.875           | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $40209.40     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORACLE CORP SR UNSECURED 04/50 3.6                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $336633.34    | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                         | TENET HEALTHCARE CORP SR SECURED 144A 01/26 4.875      | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70923.21     | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                         | TENET HEALTHCARE CORP COMPANY GUAR 144A 10/28 6.125    | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67149.00     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORACLE CORP SR UNSECURED 11/32 6.25                    | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627972.52    | 0.11%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                             | OUTFRONT MEDIA CAP LLC/C COMPANY GUAR 144A 08/27 5     | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22506.16     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                         | TENET HEALTHCARE CORP SR SECURED 144A 06/29 4.25       | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21657.50     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TerraForm Power Operating, LLC                                                       | TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/28 5     | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67499.25     | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                             | OUTFRONT MEDIA CAP LLC/C SR UNSECURED 144A 01/29 4.25  | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41486.50     | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                  | OWENS BROCKWAY COMPANY GUAR 144A 05/27 6.625           | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36867.88     | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                  | OWENS BROCKWAY COMPANY GUAR 144A 01/25 5.375           | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47970.01     | 0.01%             | 2025-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PDC Energy, Inc.                                                                     | PDC ENERGY INC COMPANY GUAR 05/26 5.75                 | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47728.50     | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terrier Media Buyer Inc                                                              | TERRIER MEDIA BUYER INC COMPANY GUAR 144A 12/27 8.875  | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $94087.50     | 0.02%             | 2027-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                               | TESLA AUTO LEASE TRUST TESLA 2020 A C 144A             | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $327580.90    | 0.06%             | 2024-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                                   | PFS FINANCING CORP. PFSFC 2020 G B 144A                | CUSIP: 69335PDY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $293584.11    | 0.05%             | 2026-02-17      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc                                                     | PNC FINANCIAL SERVICES SUBORDINATED 06/33 VAR          | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    630000 | PA      | $582005.43    | 0.11%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                                             | PPL CAPITAL FUNDING INC COMPANY GUAR 05/26 3.1         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186889.47    | 0.03%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                     | PACKAGING CORP OF AMERIC SR UNSECURED 09/24 3.65       | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    675000 | PA      | $657621.26    | 0.12%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                               | TESLA AUTO LEASE TRUST TESLA 2020 A D 144A             | CUSIP: 88167HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98932.58     | 0.02%             | 2024-02-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Textron Inc.                                                                         | TEXTRON INC SR UNSECURED 03/27 3.65                    | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $559333.28    | 0.10%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Clarios Global Lp                                                                    | PANTHER BF AGGREGATOR 2 COMPANY GUAR 144A 05/27 8.5    | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $170886.89    | 0.03%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                               | PENN NATIONAL GAMING INC SR UNSECURED 144A 01/27 5.625 | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22668.50     | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                               | PENN NATIONAL GA SR UNSECURED 144A 07/29 4.125         | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $19750.09     | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                       | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/24 3.45  | CUSIP: 709599BF0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482825.49    | 0.09%             | 2024-07-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Company                                                       | PERFORMANCE FOOD GROUP I COMPANY GUAR 144A 08/29 4.25  | CUSIP: 71376LAE0<br>LEI: 549300EUK8GR9IT1YK57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43331.00     | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | PHILIP MORRIS INTL INC SR UNSECURED 08/42 3.875        | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    615000 | PA      | $466902.24    | 0.08%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | THERMO FISHER SCIENTIFIC SR UNSECURED 10/24 1.215      | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328478.56    | 0.06%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Tibco Software Inc                                                                   | PICARD MIDCO INC SR SECURED 144A 03/29 6.5             | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42114.06     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                                                          | PHILLIPS 66 COMPANY GUAR 11/44 4.875                   | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    375000 | PA      | $342629.54    | 0.06%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                          | PHILLIPS 66 COMPANY GUAR 04/25 3.85                    | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292626.59    | 0.05%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/25 3.95       | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587374.93    | 0.11%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TransAlta Corporation                                                                | TRANSALTA CORP SR UNSECURED 11/29 7.75                 | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25532.03     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                          | PHILLIPS 66 COMPANY GUAR 02/24 0.9                     | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143357.76    | 0.03%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                 | PIEDMONT OPERATING PARTN COMPANY GUAR 04/32 2.75       | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    300000 | PA      | $209976.75    | 0.04%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TRANSDIGM INC SR SECURED 144A 03/26 6.25               | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73964.25     | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TRANSDIGM INC COMPANY GUAR 11/27 5.5                   | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187810.00    | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polar Us Borrower LLC / Schenectady International Group Inc.                         | POLAR US BORROWER LLC SR UNSECURED 144A 05/26 6.75     | CUSIP: 73103PAA5<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $37000.00     | 0.01%             | 2026-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                             | TRIDENT TPI HOLDINGS INC COMPANY GUAR 144A 11/25 6.625 | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43331.56     | 0.01%             | 2025-11-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                             | TRIDENT TPI HOLDINGS INC COMPANY GUAR 144A 08/24 9.25  | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71278.98     | 0.01%             | 2024-08-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                         | TRIVIUM PACKAGING FIN COMPANY GUAR 144A 08/27 8.5      | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $206443.10    | 0.04%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Coherent Corp                                                                        | II VI INC COMPANY GUAR 144A 12/29 5                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64682.25     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UDR Inc                                                                              | UDR INC COMPANY GUAR 01/28 3.5                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    725000 | PA      | $658703.84    | 0.12%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                         | US FOODS INC SR UNSECURED 144A 02/29 4.75              | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44396.00     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                         | US FOODS INC COMPANY GUAR 144A 06/30 4.625             | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66046.08     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UPC Broadband Finco B.V.                                                             | UPC BROADBAND FINCO BV SR SECURED 144A 07/31 4.875     | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $166359.00    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                         | UNILEVER CAPITAL CORP COMPANY GUAR 09/23 0.375         | CUSIP: 904764BJ5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96782.23     | 0.02%             | 2023-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNION PACIFIC CORP SR UNSECURED 05/31 2.375            | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    385000 | PA      | $324133.34    | 0.06%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | UNITED MEXICAN STATES SR UNSECURED 01/28 3.75          | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    625000 | PA      | $589862.44    | 0.11%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | UNITED MEXICAN STATES SR UNSECURED 01/50 4.5           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    775000 | PA      | $588362.24    | 0.11%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                 | UNITED RENTALS NORTH AM COMPANY GUAR 02/31 3.875       | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20957.25     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                 | UNITED RENTALS NORTH AM COMPANY GUAR 01/28 4.875       | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71073.75     | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                 | UNITED RENTALS NORTH AM COMPANY GUAR 01/30 5.25        | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23489.50     | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Shore Financial Service Llc                                                   | UNITED SHORE FINAN SERVI SR UNSECURED 144A 11/25 5.5   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157608.48    | 0.03%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | US BANCORP SUBORDINATED 07/33 VAR                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332072.53    | 0.06%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | US TREASURY N/B 02/50 2                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $2476611.34   | 0.45%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | US TREASURY N/B 11/40 1.375                            | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $341311.52    | 0.06%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | US TREASURY N/B 02/51 1.875                            | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3940000 | PA      | $2504054.71   | 0.45%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | US TREASURY N/B 02/41 1.875                            | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $127223.44    | 0.02%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | US TREASURY N/B 02/42 2.375                            | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11850000 | PA      | $9047660.10   | 1.64%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | US TREASURY N/B 05/52 2.875                            | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35300000 | PA      | $28284125.00  | 5.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | US TREASURY N/B 11/52 4                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2803937.50   | 0.51%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | US TREASURY N/B 11/42 4                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1566500.00   | 0.28%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 01/27 1.5                              | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3159980.46   | 0.57%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 04/27 0.5                              | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $2755375.01   | 0.50%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 12/25 0.375                            | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2681132.82   | 0.49%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 02/31 1.125                            | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $330090.82    | 0.06%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 03/28 1.25                             | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $499755.86    | 0.09%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 04/23 0.125                            | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1479375.00   | 0.27%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 05/24 0.25                             | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7059082.05   | 1.28%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 06/26 0.875                            | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16095937.50  | 2.92%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 06/23 0.125                            | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12222656.25  | 2.22%             | 2023-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 07/26 0.625                            | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2120718.74   | 0.38%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 09/24 0.375                            | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5591953.14   | 1.01%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 11/28 1.5                              | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3647273.45   | 0.66%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 12/28 1.375                            | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3148125.00   | 0.57%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 12/23 0.75                             | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7250000 | PA      | $6969165.38   | 1.26%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 02/32 1.875                            | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15300000 | PA      | $12979300.74  | 2.35%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 03/29 2.375                            | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $454648.44    | 0.08%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 03/27 2.5                              | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $5536550.80   | 1.00%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 03/24 2.25                             | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13583281.32  | 2.46%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 04/24 2.5                              | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8161125.00   | 1.48%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 04/27 2.75                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12600000 | PA      | $11940468.75  | 2.17%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 05/27 2.625                            | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1413925.79   | 0.26%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 06/24 3                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4880273.45   | 0.89%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 07/24 3                                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9753906.20   | 1.77%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 07/29 2.625                            | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16574765.58  | 3.01%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 11/32 4.125                            | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13850000 | PA      | $14133492.19  | 2.56%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 11/24 4.5                              | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7500292.95   | 1.36%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 11/29 3.875                            | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3575812.50   | 0.65%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | US TREASURY N/B 11/27 3.875                            | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28500000 | PA      | $28344140.63  | 5.14%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Univision Commmunications Inc.                                                       | UNIVISION COMMUNICATIONS SR SECURED 144A 06/30 7.375   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47785.00     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Urban One Inc                                                                        | URBAN ONE INC SR SECURED 144A 02/28 7.375              | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42265.50     | 0.01%             | 2028-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| USIS Merger Sub Inc.                                                                 | USI INC/NY SR UNSECURED 144A 05/25 6.875               | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192668.89    | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                           | USA COM PART/USA COM FIN COMPANY GUAR 04/26 6.875      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143893.50    | 0.03%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                          | BAUSCH HEALTH AMERICAS COMPANY GUAR 144A 01/27 8.5     | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $26157.50     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Federated Hermes Core Trust                                                          | FEDERATED CORE TR MUTUAL FUND                          | CUSIP: 31409N804<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |     77055 | NS      | $667295.35    | 0.12%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Federated Hermes Core Trust                                                          | FEDERATED CORE TR MUTUAL FUND                          | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |   1891251 | NS      | $15016535.40  | 2.72%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Federated Core Tr Iii                                                                | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE    | CUSIP: 31415N103<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2176961 | NS      | $18852485.12  | 3.42%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Valero Energy Corporation                                                            | VALERO ENERGY CORP SR UNSECURED 06/28 4.35             | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337213.67    | 0.06%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                                             | VALMONT INDUSTRIES INC COMPANY GUAR 10/44 5            | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34363.98     | 0.01%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verisign, Inc.                                                                       | VERISIGN INC SR UNSECURED 06/31 2.7                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    660000 | PA      | $537514.86    | 0.10%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VERIZON COMMUNICATIONS SR UNSECURED 03/50 4            | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    950000 | PA      | $743241.76    | 0.13%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                               | VERISK ANALYTICS INC SR UNSECURED 03/29 4.125          | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561679.11    | 0.10%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc / Veritas Bermuda Ltd                                                 | VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5     | CUSIP: 92346LAE3<br>LEI: 549300RFUWCPWS8FQ104 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34435.94     | 0.01%             | 2025-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARAMOUNT GLOBAL SR UNSECURED 05/32 4.2                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    525000 | PA      | $429696.43    | 0.08%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                  | VICI PROPERTIES/ NOTE 06/25 4.625                      | CUSIP: 92564RAG0<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71906.25     | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                             | VIRGIN MEDIA FINANCE PLC SR UNSECURED 144A 07/30 5     | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $160412.00    | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                             | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 09/26 5.5   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72256.30     | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VMware Inc                                                                           | VMWARE INC SR UNSECURED 08/26 1.4                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209223.97    | 0.04%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                           | VMWARE INC SR UNSECURED 08/31 2.2                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    190000 | PA      | $144184.14    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                   | VODAFONE GROUP PLC SR UNSECURED 05/25 4.125            | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $270620.96    | 0.05%             | 2025-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                   | VODAFONE GROUP PLC SR UNSECURED 05/48 5.25             | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $264218.90    | 0.05%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                                  | VONTIER CORP COMPANY GUAR 04/26 1.8                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    465000 | PA      | $392947.97    | 0.07%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                      | WP CAREY INC SR UNSECURED 07/29 3.85                   | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314394.58    | 0.06%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC ENERGY GROUP INC SR UNSECURED 03/24 0.8            | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208425.63    | 0.04%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC ENERGY GROUP INC SR UNSECURED 12/28 2.2            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160816.37    | 0.03%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                             | WR GRACE HOLDING LLC SR UNSECURED 144A 08/29 5.625     | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40363.50     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                             | WR GRACE HOLDING LLC SR SECURED 144A 06/27 4.875       | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22153.25     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Watco Companies, L.L.C. / Watco Finance Corp.                                        | WATCO COS LLC/FINANCE CO SR UNSECURED 144A 06/27 6.5   | CUSIP: 941130AB2<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47500.00     | 0.01%             | 2027-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WELLS FARGO + COMPANY SR UNSECURED 01/24 3.75          | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739809.11    | 0.13%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WELLS FARGO + COMPANY SR UNSECURED 02/31 VAR           | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1283502.72   | 0.23%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WELLS FARGO + COMPANY SR UNSECURED 07/33 VAR           | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284859.94    | 0.05%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                     | WELLTOWER INC SR UNSECURED 04/26 4.25                  | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $459323.23    | 0.08%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                             | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/28 7.25    | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101297.40    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WESTERN MIDSTREAM OPERAT SR UNSECURED 03/48 5.3        | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61667.02     | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WESTERN MIDSTREAM OPERAT SR UNSECURED 08/48 5.5        | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20749.31     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                       | WESTERN MIDSTREAM OPERAT SR UNSECURED 02/30 4.3        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43646.00     | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WestRock Company                                                                     | WRKCO INC COMPANY GUAR 03/28 4                         | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    525000 | PA      | $488543.19    | 0.09%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer Llc                                                                  | WHITE CAP BUYER LLC SR UNSECURED 144A 10/28 6.875      | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43250.44     | 0.01%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| White Cap Parent LLC                                                                 | WHITE CAP PARENT LLC 03/26 8.25                        | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43224.50     | 0.01%             | 2026-03-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| William Carter Company                                                               | WILLIAM CARTER COMPANY GUAR 144A 03/27 5.625           | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23980.48     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Partners L.P.                                                               | WILLIAMS COMPANIES INC SR UNSECURED 06/27 3.75         | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    525000 | PA      | $494157.58    | 0.09%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                         | WORLD OMNI SELECT AUTO TRUST WOSAT 2020 A D            | CUSIP: 98163DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $233161.10    | 0.04%             | 2026-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                          | XYLEM INC SR UNSECURED 01/31 2.25                      | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    455000 | PA      | $369096.39    | 0.07%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YUM Brands Inc                                                                       | YUM  BRANDS INC SR UNSECURED 01/32 4.625               | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66294.51     | 0.01%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                          | ZOETIS INC SR UNSECURED 05/50 3                        | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    625000 | PA      | $422189.31    | 0.08%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US ULTRA BOND CBT MAR23 XCBT 20230322                                                | US ULTRA BOND CBT MAR23 XCBT 20230322                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -123 | NC      | $87345.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US 10YR ULTRA FUT MAR23 XCBT 20230322                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        84 | NC      | $-91083.78    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE (CBT) MAR23 XCBT 20230331                                                | US 5YR NOTE (CBT) MAR23 XCBT 20230331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       135 | NC      | $-75711.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE (CBT) MAR23 XCBT 20230331                                                | US 2YR NOTE (CBT) MAR23 XCBT 20230331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       272 | NC      | $50663.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mallinckrodt PLC                                                                     | MALLINCKRODT PLC NEW COMMON STOCK                      | CUSIP: G5890A102<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | IE        |       436 | NS      | $3379.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-16

**Name of Applicant:** Ohio National Fund, Inc.

**Signature:** R. Todd Brockman

**Name of Signer:** R. Todd Brockman

**Title:** Treasurer