# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001752724-23-041939
**Filing Date:** 2023-2
**Character Count:** 179089
**Document Hash:** 82c1f787487533c45ecfd2ad07977324
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041939.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041939

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Fixed Income ETF Trust
- **CENTRAL INDEX KEY:** 0001870117
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23738
- **FILM NUMBER:** 23672206

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** (213) 486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET, 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Capital Group Core Plus Income ETF
- **DATE OF NAME CHANGE:** 20210629

## Series and Classes Contracts Data

### Capital Group U.S. Multi-Sector Income ETF (Series ID: S000077688)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000238176 | Share Class  | CGMS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Group Fixed Income ETF Trust

- **b. Investment Company Act file number:** 811-23738

- **c. CIK number of Registrant:** 0001870117

- **d. LEI of Registrant:** 549300D15HR3L1WV1T24

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 949-975-5000

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

- **a. Name of Series:** Capital Group U.S. Multi-Sector Income ETF

- **b. EDGAR series identifier (if any):** S000077688

- **c. LEI of Series:** 549300AKWBSLXATYUD16

**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:** $72694141.72

**Total Liabilities:** $1880252.61

**Net Assets:** $70813889.11

**Delayed Delivery Securities:** $308753.80

**Cash Not Reported:** $51265.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -41.33000000 | **1-Year:** -1305.41000000 | **5-Year:** -5847.18000000 | **10-Year:** -13304.28000000 | **30-Year:** -9041.67000000

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

- **3-Month:** -54.84000000 | **1-Year:** -1645.89000000 | **5-Year:** -7836.23000000 | **10-Year:** -4434.26000000 | **30-Year:** -201.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238176 | 0.88%                | 3.20%                | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.04                    | $358317.27                                 |
| Month 2  | $33365.23                | $1555696.15                                |
| Month 3  | $-20187.51               | $-1053948.90                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERISOURCEBERGEN CORP                                  | AmerisourceBergen Corp                                                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133202.22    | 0.19%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $192311.25    | 0.27%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    415000 | PA      | $366364.56    | 0.52%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $137026.15    | 0.19%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                                                             | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88614.21     | 0.13%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    345000 | PA      | $320376.92    | 0.45%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTE                          | MISSION LANE CREDIT CARD MASTE                                                                                         | CUSIP: 60510MAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999965.80    | 1.41%             | 2028-01-15      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $141065.62    | 0.20%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                                | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                                     | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74741.27     | 0.11%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                                                                | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    165000 | PA      | $145462.17    | 0.21%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-6                                                                             | CUSIP: 30168AAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517676.30   | 2.14%             | 2030-06-17      | Fixed         | 11.61%                | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                     | Allegiant Travel Co                                                                                                    | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119072.72    | 0.17%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    205000 | PA      | $163364.14    | 0.23%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252631.75    | 0.36%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                    | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232172.18    | 0.33%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                                                               | CUSIP: 88575JBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634000 | PA      | $560649.24    | 0.79%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                   | Canpack SA / Canpack US LLC                                                                                            | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $157871.95    | 0.22%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV4                                                                                 | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $405543.65    | 0.57%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                                                                   | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    191000 | PA      | $197553.75    | 0.28%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR Remic Trust 2020-DNA2                                                                                | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    429247 | PA      | $428551.36    | 0.61%             | 2050-02-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| FUTURES USD CITI CASH                                   | FUTURES USD CITI COC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    307000 | NS      | $307000.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                               | Apple Inc                                                                                                              | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62656.77     | 0.09%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                                                        | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186382.38    | 0.26%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-PSB                                                                                                      | CUSIP: 05606DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247141 | PA      | $246409.84    | 0.35%             | 2039-08-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212198.03    | 0.30%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                   | AG TTMT Escrow Issuer LLC                                                                                              | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $292900.00    | 0.41%             | 2027-09-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                         | Capital Group Central Cash Fund                                                                                        | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |       205 | NS      | $20512.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $182094.84    | 0.26%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-PSB                                                                                                      | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494282 | PA      | $493926.71    | 0.70%             | 2039-08-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     90000 | PA      | $71983.80     | 0.10%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                                                                      | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186027.39    | 0.26%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $388500.00    | 0.55%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                           | B&G Foods Inc                                                                                                          | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193246.39    | 0.27%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                     | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $113236.20    | 0.16%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV                                                 | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $138892.50    | 0.20%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    240000 | PA      | $175398.55    | 0.25%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                                                        | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120596.14    | 0.17%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                                                       | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $151085.36    | 0.21%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                  | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    235000 | PA      | $195492.82    | 0.28%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                | MSCI Inc                                                                                                               | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    265000 | PA      | $205031.43    | 0.29%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                        | Alabama Power Co                                                                                                       | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110571.28    | 0.16%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                     | Coinbase Global Inc                                                                                                    | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $60363.99     | 0.09%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                                                                  | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $118005.36    | 0.17%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                    | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140410.66    | 0.20%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                              | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129454.38    | 0.18%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135261.80    | 0.19%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                     | Callon Petroleum Co                                                                                                    | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119119.00    | 0.17%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95687.00     | 0.14%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                      | Raytheon Technologies Corp                                                                                             | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    240000 | PA      | $156569.01    | 0.22%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                          | Salesforce Inc                                                                                                         | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    270000 | PA      | $178206.84    | 0.25%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    360000 | PA      | $316987.20    | 0.45%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2022-C18                                                                                          | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508000 | PA      | $437484.57    | 0.62%             | 2055-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77469.92     | 0.11%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65792.28     | 0.09%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                             | Long: BCG7F43M5 IRS USD R V 00MSOFR BCG7F43M5_FLO CCPOIS / Short: BCG7F43M5 IRS USD P F  3.51450 BCG7F43M5_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9700000 | OU      | $34053.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                 | Sun Communities Operating LP                                                                                           | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    200000 | PA      | $176694.73    | 0.25%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                             | Apache Corp                                                                                                            | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80967.13     | 0.11%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                           | PPM CLO 2022-6 Ltd                                                                                                     | CUSIP: 69377WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    467000 | PA      | $465207.65    | 0.66%             | 2031-01-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                | Northern Oil and Gas Inc                                                                                               | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    222000 | PA      | $213440.57    | 0.30%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                           | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240888.14    | 0.34%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Wheel Pros, LLC                                         | Wheel Pros, LLC 2021 Term Loan                                                                                         | CUSIP: 96289EAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $68291.70     | 0.10%             | 2028-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                      | VICI Properties LP                                                                                                     | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    250000 | PA      | $231968.75    | 0.33%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                | Catalent Pharma Solutions Inc                                                                                          | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21532.50     | 0.03%             | 2029-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                           | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    215000 | PA      | $161951.03    | 0.23%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141287.93    | 0.20%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                    | Edison International                                                                                                   | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60418.06     | 0.09%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                      | Conagra Brands Inc                                                                                                     | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157963.39    | 0.22%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                         | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103035.00    | 0.15%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                           | Valvoline Inc                                                                                                          | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172584.30    | 0.24%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                                                      | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37241.41     | 0.05%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                     | Sirius XM Radio Inc                                                                                                    | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    385000 | PA      | $301106.27    | 0.43%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                          | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88102.50     | 0.12%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VENATOR FIN SARL/VENATOR                                | Venator Finance Sarl / Venator Materials LLC                                                                           | CUSIP: 9226ALAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     95000 | PA      | $68875.00     | 0.10%             | 2025-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         0 | PA      | $0.00         | 0.00%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229140.00    | 0.32%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                  | Yara International ASA                                                                                                 | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    206000 | PA      | $215515.89    | 0.30%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                  | Marriott International Inc/MD                                                                                          | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91810.09     | 0.13%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                                                       | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62493.21     | 0.09%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $187366.84    | 0.26%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                 | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $178586.00    | 0.25%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                              | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $241346.61    | 0.34%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                   | CDI Escrow Issuer Inc                                                                                                  | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $175145.91    | 0.25%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                             | Long: BCG7F43C7 IRS USD R V 00MSOFR BCG7F43C7_FLO CCPOIS / Short: BCG7F43C7 IRS USD P F  3.16700 BCG7F43C7_FIX CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3900000 | OU      | $32835.66     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                    | Kraft Heinz Foods Co                                                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81719.11     | 0.12%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                                                       | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150616.80    | 0.21%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                                                              | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64468.88     | 0.09%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                               | Apple Inc                                                                                                              | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136623.79    | 0.19%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                                                                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    275000 | PA      | $231281.88    | 0.33%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107201.47    | 0.15%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                      | Ingles Markets Inc                                                                                                     | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50538.90     | 0.07%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                    | Tencent Holdings Ltd                                                                                                   | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $126812.47    | 0.18%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                   | Dun & Bradstreet Corp/The                                                                                              | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111418.19    | 0.16%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                | Mohegan Tribal Gaming Authority                                                                                        | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |     96000 | PA      | $89953.92     | 0.13%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                  | Sunoco LP / Sunoco Finance Corp                                                                                        | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $179609.73    | 0.25%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-7                                                                          | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149000 | PA      | $152117.32    | 0.21%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    190000 | PA      | $154963.05    | 0.22%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                                                       | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    560000 | PA      | $352839.25    | 0.50%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                                                               | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $155507.19    | 0.22%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                                                                    | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $45043.35     | 0.06%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                       | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183004.50    | 0.26%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157815.90    | 0.22%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38021.99     | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132202.81    | 0.19%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                           | Methanex Corp                                                                                                          | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $74337.60     | 0.10%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                        | FXI Holdings Inc                                                                                                       | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    230000 | PA      | $190780.40    | 0.27%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                               | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67910.49     | 0.10%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL                                 | MoneyGram International Inc                                                                                            | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182661.78    | 0.26%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391319.86    | 0.55%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149136.35    | 0.21%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                       | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188705.25    | 0.27%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104757.94    | 0.15%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $220119.53    | 0.31%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                                                      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    280000 | PA      | $233000.73    | 0.33%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc                                                                                                          | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133432.65    | 0.19%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                              | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158766.30    | 0.22%             | 2026-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                      | Finastra USA, Inc. USD 1st Lien Term Loan                                                                              | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     34972 | PA      | $31030.61     | 0.04%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| WEWORK COS LLC/WW CO-OBL                                | WeWork Cos LLC / WW Co-Obligor Inc                                                                                     | CUSIP: 96209BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $41526.25     | 0.06%             | 2025-07-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                  | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112178.75    | 0.16%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-C46                                                                         | CUSIP: 95001QAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967000 | PA      | $854096.85    | 1.21%             | 2051-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                     | Sprint Capital Corp                                                                                                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202838.03    | 0.29%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT / FINCO                                  | Caesars Resort Collection LLC / CRC Finco Inc                                                                          | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $102938.44    | 0.15%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $419509.21    | 0.59%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                                | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137175.78    | 0.19%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    345000 | PA      | $275945.41    | 0.39%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                 | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $137152.51    | 0.19%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS                                 | First Student Bidco Inc / First Transit Parent Inc                                                                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $174000.20    | 0.25%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                   | HUB International Ltd                                                                                                  | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132437.70    | 0.19%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                                                                     | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    285000 | PA      | $230872.65    | 0.33%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238776.64    | 0.34%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                         | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $256787.85    | 0.36%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                                                | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    165000 | PA      | $135564.21    | 0.19%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                     | Consumers Energy Co                                                                                                    | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68550.82     | 0.10%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                           | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94374.00     | 0.13%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                   | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $103051.80    | 0.15%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                       | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |    240000 | PA      | $203472.00    | 0.29%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                                                        | CUSIP: 06540KBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $410393.70    | 0.58%             | 2055-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                                                                       | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    195000 | PA      | $159337.43    | 0.23%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76628.04     | 0.11%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $195033.90    | 0.28%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                                                                                           | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    300000 | PA      | $214255.62    | 0.30%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                                                            | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $135388.61    | 0.19%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                                                              | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    145000 | PA      | $109499.63    | 0.15%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                                                                    | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94418.88     | 0.13%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                | NFP Corp                                                                                                               | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    260000 | PA      | $214884.54    | 0.30%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    385000 | PA      | $344447.37    | 0.49%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $91864.55     | 0.13%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                             | Harsco Corp                                                                                                            | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $122627.72    | 0.17%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                         | DTE Electric Co                                                                                                        | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    215000 | PA      | $183335.22    | 0.26%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    370000 | PA      | $310109.95    | 0.44%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                  | Southwestern Energy Co                                                                                                 | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299780.25    | 0.42%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                             | Stratus Static CLO 2022-3 Ltd                                                                                          | CUSIP: 86317EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $498689.50    | 0.70%             | 2031-10-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                | Catalent Pharma Solutions Inc                                                                                          | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $205624.90    | 0.29%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                 | Central Garden & Pet Co                                                                                                | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    205000 | PA      | $169965.50    | 0.24%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                                                                                     | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $178928.36    | 0.25%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                                | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                                                                   | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $125834.85    | 0.18%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                    | Ryan Specialty Group LLC                                                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138743.34    | 0.20%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                         | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162964.48    | 0.23%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    285000 | PA      | $230735.33    | 0.33%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tibco Software Inc.                                     | Tibco Software Inc. 2022 USD Term Loan A                                                                               | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    200000 | PA      | $178000.00    | 0.25%             | 2028-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                     | AssuredPartners Inc                                                                                                    | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127772.61    | 0.18%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                           | CoreLogic Inc                                                                                                          | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107589.30    | 0.15%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                                                        | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90885.69     | 0.13%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                       | Triumph Group Inc                                                                                                      | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90205.35     | 0.13%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                            | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29553.32     | 0.04%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $249210.23    | 0.35%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                                                           | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146284.03    | 0.21%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $222697.34    | 0.31%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                                                                 | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $153997.63    | 0.22%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                  | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134434.60    | 0.19%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $286770.37    | 0.40%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                      | Gray Escrow II Inc                                                                                                     | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $161103.01    | 0.23%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    335000 | PA      | $289716.38    | 0.41%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157043.39    | 0.22%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108673.37    | 0.15%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                  | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    153000 | PA      | $140072.38    | 0.20%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                 | Federal Home Loan Bank Discount Notes                                                                                  | CUSIP: 313384AL3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $499509.53    | 0.71%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                 | Realogy Group LLC / Realogy Co-Issuer Corp                                                                             | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $135199.85    | 0.19%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                                                                    | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191308.83    | 0.27%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187862.53    | 0.27%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175731.70    | 0.25%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $87936.43     | 0.12%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151887.60    | 0.21%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                 | New Fortress Energy Inc                                                                                                | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $251262.00    | 0.35%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                                                               | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197126.06    | 0.28%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op                                        | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99083.67     | 0.14%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51883.71     | 0.07%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                  | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $60073.48     | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                   | Bausch Health Cos Inc                                                                                                  | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $170315.33    | 0.24%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                                                              | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    370000 | PA      | $303198.35    | 0.43%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                         | Hanesbrands Inc                                                                                                        | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201447.21    | 0.28%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115084.72    | 0.16%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                   | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    229000 | PA      | $183659.80    | 0.26%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                    | CUSIP: 253651AD5<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     51000 | PA      | $36472.65     | 0.05%             | 2025-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                                                                   | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131496.30    | 0.19%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                          | Stericycle Inc                                                                                                         | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152917.63    | 0.22%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                                                            | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107937.79    | 0.15%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $219132.50    | 0.31%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $176505.00    | 0.25%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                                                        | CUSIP: 06540KAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556000 | PA      | $524166.05    | 0.74%             | 2055-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85375.00     | 0.12%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2019-3                                                                             | CUSIP: 30167EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $774916.23    | 1.09%             | 2026-08-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                                                                 | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    435000 | PA      | $372834.59    | 0.53%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                                | NGL Energy Partners LP / NGL Energy Finance Corp                                                                       | CUSIP: 62913TAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63394.52     | 0.09%             | 2023-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                                                                 | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    295000 | PA      | $229573.82    | 0.32%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161451.83    | 0.23%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161924.44    | 0.23%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S95NHM0V4 CDS USD R F  5.00000 Z95NHM0V4_FEE CCPCDX / Short: S95NHM0V4 CDS USD P V 03MEVENT Z95NHM0V4_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1485000 | OU      | $31198.07     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $192282.20    | 0.27%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                 | Canadian Natural Resources Ltd                                                                                         | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $59154.71     | 0.08%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    495000 | PA      | $388277.06    | 0.55%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                  | BP Capital Markets America Inc                                                                                         | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    195000 | PA      | $155902.40    | 0.22%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA4                                                                                | CUSIP: 35565XBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    389451 | PA      | $414556.52    | 0.59%             | 2050-08-25      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                                                                  | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115997.21    | 0.16%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                                                                  | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $204861.00    | 0.29%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                                                                   | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $129488.14    | 0.18%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                             | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    245000 | PA      | $212611.00    | 0.30%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                                                         | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    305000 | PA      | $200650.63    | 0.28%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                                                       | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    380000 | PA      | $250103.05    | 0.35%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $238557.62    | 0.34%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                         | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306297.27    | 0.43%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                                                                | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1261257.06   | 1.78%             | 2050-03-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                 | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $180588.38    | 0.26%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                                                | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253970.07    | 0.36%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                                                              | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99900.00     | 0.14%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                        | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $208080.40    | 0.29%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $88560.21     | 0.13%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                                                         | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $177627.41    | 0.25%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    385000 | PA      | $260989.58    | 0.37%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                             | Long: SCG7F4774 IRS USD R F  3.71050 BCG7F4774_FIX CCPOIS / Short: SCG7F4774 IRS USD P V 00MSOFR BCG7F4774_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4900000 | OU      | $-7721.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97642.52     | 0.14%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                   | Entergy Louisiana LLC                                                                                                  | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161083.45    | 0.23%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                           | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    235000 | PA      | $200068.72    | 0.28%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                     | Kasikornbank PCL/Hong Kong                                                                                             | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $176252.86    | 0.25%             | 2031-10-02      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed                                         | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $179357.78    | 0.25%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                               | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129758.77    | 0.18%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $112484.37    | 0.16%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681226 | PA      | $608805.72    | 0.86%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                  | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $137024.33    | 0.19%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC MORGAN STANLEY COC                            | SWAP CCPC MORGAN STANLEY COC                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    894000 | NS      | $894000.00    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                                                             | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51992.16     | 0.07%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    535000 | PA      | $380133.54    | 0.54%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50500.51     | 0.07%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    205000 | PA      | $163191.28    | 0.23%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RFW9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    553000 | PA      | $550919.53    | 0.78%             | 2027-04-20      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $235070.81    | 0.33%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                   | Stellantis Finance US Inc                                                                                              | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    305000 | PA      | $233437.96    | 0.33%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    545000 | PA      | $519115.31    | 0.73%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                  | Chesapeake Energy Corp                                                                                                 | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $204019.98    | 0.29%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                               | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    180000 | PA      | $122298.32    | 0.17%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                            | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304868.46    | 0.43%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220016.20    | 0.31%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                                                              | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128527.70    | 0.18%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                                                          | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85925.12     | 0.12%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                               | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    270000 | PA      | $215186.80    | 0.30%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                         | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $126364.46    | 0.18%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                          | ServiceNow Inc                                                                                                         | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    245000 | PA      | $187980.79    | 0.27%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                                                         | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106819.23    | 0.15%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                | Lima Metro Line 2 Finance Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     94621 | PA      | $92069.31     | 0.13%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                                | Summit Materials LLC / Summit Materials Finance Corp                                                                   | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93280.00     | 0.13%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                                                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $121460.64    | 0.17%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Misys Europe SA                                         | Misys Europe SA EUR 1st Lien Term Loan                                                                                 | CUSIP: 02034DAD9<br>LEI: 222100UR23DH5WBHJ493 | Long             | LON              | CORP              | LU        |     24629 | PA      | $22788.67     | 0.03%             | 2024-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                                                         | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143055.70    | 0.20%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48148.59     | 0.07%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                  | Power Finance Corp Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $207751.11    | 0.29%             | 2031-05-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                | Nexstar Media Inc                                                                                                      | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142505.06    | 0.20%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                 | Becton Dickinson and Co                                                                                                | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93904.63     | 0.13%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                                                            | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    245000 | PA      | $197455.65    | 0.28%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                        | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $205720.66    | 0.29%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                    | Warrior Met Coal Inc                                                                                                   | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192483.07    | 0.27%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                  | Spirit AeroSystems Inc                                                                                                 | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56632.31     | 0.08%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                                                                      | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63194.28     | 0.09%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117127.17    | 0.17%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                                                               | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    190000 | PA      | $127630.66    | 0.18%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                             | Long: SCG7F45C5 IRS USD R F  4.41250 BCG7F45C5_FIX CCPOIS / Short: SCG7F45C5 IRS USD P V 00MSOFR BCG7F45C5_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7800000 | OU      | $-7158.06     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                                                       | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $190446.33    | 0.27%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                                                                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $127321.59    | 0.18%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165642.11    | 0.23%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                             | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $203040.00    | 0.29%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                                                         | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153925.96    | 0.22%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                          | Wheel Pros Inc                                                                                                         | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $35500.00     | 0.05%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                            | Chevron Corp                                                                                                           | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $206908.92    | 0.29%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                     | Consumers Energy Co                                                                                                    | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    190000 | PA      | $120466.33    | 0.17%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                                                       | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90154.87     | 0.13%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                           | Boyne USA Inc                                                                                                          | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $155105.88    | 0.22%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91369.71     | 0.13%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                                                                 | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    255000 | PA      | $173716.35    | 0.25%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                            | 7-Eleven Inc                                                                                                           | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43154.18     | 0.06%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                                 | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    182000 | PA      | $191818.90    | 0.27%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                              | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151667.19    | 0.21%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81066.28     | 0.11%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                               | Apple Inc                                                                                                              | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    265000 | PA      | $176035.32    | 0.25%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $99759.63     | 0.14%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                 | Party City Holdings Inc                                                                                                | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |    230000 | PA      | $66700.00     | 0.09%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                   | Element Solutions Inc                                                                                                  | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131998.00    | 0.19%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $194366.25    | 0.27%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203032.80    | 0.29%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2019-WOLF                                                                                             | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243000 | PA      | $236256.80    | 0.33%             | 2036-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                     | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63565.13     | 0.09%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                       | CUSIP: 983130AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123389.25    | 0.17%             | 2023-05-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                                                               | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $216096.45    | 0.31%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $229373.18    | 0.32%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                             | Long: SCG7F43D5 IRS USD R F  3.41650 BCG7F43D5_FIX CCPOIS / Short: SCG7F43D5 IRS USD P V 00MSOFR BCG7F43D5_FLO CCPOIS  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $-5246.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                           | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $264896.00    | 0.37%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                     | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    234000 | PA      | $218716.91    | 0.31%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                | CSX Corp                                                                                                               | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $134620.24    | 0.19%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                     | American International Group Inc                                                                                       | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136177.43    | 0.19%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153383.74    | 0.22%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                 | International Game Technology PLC                                                                                      | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $214714.07    | 0.30%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                         | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127897.11    | 0.18%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                               | News Corp                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    320000 | PA      | $278027.20    | 0.39%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                    | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    315000 | PA      | $196336.35    | 0.28%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                   | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99428.01     | 0.14%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                                                                   | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120837.42    | 0.17%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                            | Drive Auto Receivables Trust 2021-3                                                                                    | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $486267.75    | 0.69%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                          | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    234000 | PA      | $242144.94    | 0.34%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                                                                | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171298.75    | 0.24%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                   | TotalEnergies Capital International SA                                                                                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    135000 | PA      | $95990.62     | 0.14%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                  | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91841.66     | 0.13%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                                                            | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $42558.55     | 0.06%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                            | 7-Eleven Inc                                                                                                           | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137883.10    | 0.19%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78464.36     | 0.11%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $126750.08    | 0.18%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                                                                  | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155848.12    | 0.22%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $294875.77    | 0.42%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                                | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178056.76    | 0.25%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                          | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    305000 | PA      | $196731.00    | 0.28%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                          | Bombardier Inc                                                                                                         | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $208987.71    | 0.30%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                        | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    235000 | PA      | $161579.79    | 0.23%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                   | WASH Multifamily Acquisition Inc                                                                                       | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221758.93    | 0.31%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                          | WMRK Commercial Mortgage Trust 2022-WMRK                                                                               | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412000 | PA      | $411637.15    | 0.58%             | 2027-11-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                      | Leviathan Bond Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    155000 | PA      | $146678.98    | 0.21%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                                                        | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $157651.22    | 0.22%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191115.49    | 0.27%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                                                                    | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191879.00    | 0.27%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                 | Federal Home Loan Bank Discount Notes                                                                                  | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $349962.01    | 0.49%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                                                                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163424.27    | 0.23%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                                                           | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141735.20    | 0.20%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                     | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    395000 | PA      | $268938.76    | 0.38%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                     | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $121271.25    | 0.17%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                 | Federal Home Loan Bank Discount Notes                                                                                  | CUSIP: 313384AK5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $699389.53    | 0.99%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                                                             | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    250000 | PA      | $209456.47    | 0.30%             | 2034-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                              | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334252.75    | 0.47%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                 | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                                                              | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $189462.50    | 0.27%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                             | Apache Corp                                                                                                            | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144094.75    | 0.20%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                      | Finastra USA, Inc. USD 2nd Lien Term Loan                                                                              | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     50000 | PA      | $37597.20     | 0.05%             | 2025-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                         | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $112147.21    | 0.16%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                 | Procter & Gamble Co/The                                                                                                | CUSIP: 74271UPM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | STIV             | CORP              | US        |   1200000 | PA      | $1192221.37   | 1.68%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                       | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153300.29    | 0.22%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                        | HealthEquity Inc                                                                                                       | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87515.00     | 0.12%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                  | Radiology Partners Inc                                                                                                 | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $70366.74     | 0.10%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                                                                   | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    215000 | PA      | $189748.76    | 0.27%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                                                             | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    160000 | PA      | $114720.51    | 0.16%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103124.50    | 0.15%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                     | Cheniere Energy Inc                                                                                                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167571.58    | 0.24%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                | Aretec Escrow Issuer Inc                                                                                               | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $148942.48    | 0.21%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $81054.78     | 0.11%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                            | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121923.60    | 0.17%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                     | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215970.75    | 0.30%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                     | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $78127.33     | 0.11%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                                                                | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $162596.04    | 0.23%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    125000 | PA      | $125781.25    | 0.18%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178369.43    | 0.25%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                 | Shell International Finance BV                                                                                         | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $231843.49    | 0.33%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                            | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87459.75     | 0.12%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                                                         | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155906.20    | 0.22%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                  | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $82605.55     | 0.12%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                           | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    215000 | PA      | $167918.39    | 0.24%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                  | Discover Financial Services                                                                                            | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61168.58     | 0.09%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                       | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    325000 | PA      | $246331.58    | 0.35%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                        | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124052.95    | 0.18%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                     | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $245333.36    | 0.35%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                 | Federal Home Loan Bank Discount Notes                                                                                  | CUSIP: 313384AN9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $199760.26    | 0.28%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** Capital Group Fixed Income ETF Trust

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst