# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0001752724-23-075063
**Filing Date:** 2023-3
**Character Count:** 322792
**Document Hash:** 934de315e2e8e9fa6eac79164afc084b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075063.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075063

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUNDS
- **CENTRAL INDEX KEY:** 0000106444
- **IRS NUMBER:** 231899003
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 23784153

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTMINSTER BOND FUND INC
- **DATE OF NAME CHANGE:** 19800619

## Series and Classes Contracts Data

### Vanguard High-Yield Corporate Fund (Series ID: S000002584)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000007092 | Investor Shares | VWEHX           |
| C000007093 | Admiral Shares  | VWEAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD FIXED INCOME SECURITIES FUNDS

- **b. Investment Company Act file number:** 811-02368

- **c. CIK number of Registrant:** 0000106444

- **d. LEI of Registrant:** 549300F3N7VQKU6I4K64

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD HIGH-YIELD CORPORATE FUND

- **b. EDGAR series identifier (if any):** S000002584

- **c. LEI of Series:** MSRINVBKWZXRZ70AVU36

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $23899609634.03

**Total Liabilities:** $366644401.36

**Net Assets:** $23532965232.67

**Delayed Delivery Securities:** $37091167.90

**Cash Not Reported:** $21834325.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6790.25740244 | **1-Year:** -85323.86488440 | **5-Year:** -238896.92051979 | **10-Year:** -265673.57424390 | **30-Year:** -184760.41162852

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

- **3-Month:** -39019.76269421 | **1-Year:** -1294627.24493119 | **5-Year:** -4824957.38596852 | **10-Year:** -2014020.82039924 | **30-Year:** -249181.67983917

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007092 | 2.63%                | -0.50%               | 3.38%                |
| Class ID C000007093 | 2.63%                | -0.49%               | 3.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-109446915.92           | $626462315.69                              |
| Month 2  | $-37907158.43            | $-160620002.93                             |
| Month 3  | $-64815814.70            | $722623542.28                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $7572088.23   | 0.03%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO               | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   73149000 | PA      | $58303585.28  | 0.25%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   13025000 | PA      | $12683366.75  | 0.05%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                      | GRIFOLS SA                     | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |   42955000 | PA      | $40600352.11  | 0.17%             | 2027-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   86750000 | PA      | $83795363.53  | 0.36%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230228           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $331956.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                    | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  113400000 | PA      | $112975467.82 | 0.48%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD               | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6694035.31   | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CDX-NAHYS39V1-5Y.Dec.2027      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -50000000 | NC      | $1318000.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10345000 | PA      | $10515180.73  | 0.04%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | COLUMBIA/HCA                   | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2924698.64   | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   45184000 | PA      | $42952692.54  | 0.18%             | 2025-03-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                      | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |   41670000 | PA      | $39406838.57  | 0.17%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   87840000 | PA      | $78392165.02  | 0.33%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc                                                                   | FIRSTCASH INC                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $8376797.82   | 0.04%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | CEMEX SAB                      | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |   11710000 | PA      | $11305419.50  | 0.05%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   26810000 | PA      | $22637212.24  | 0.10%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings LLC                                                  | EARTHSTONE HOL                 | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |   30495000 | PA      | $29745557.62  | 0.13%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean Pontus Ltd                                                           | TRANSOCEAN                     | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   23068080 | PA      | $23719787.40  | 0.10%             | 2025-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2362994.77   | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAB SELAS                                                                       | CAB                            | CUSIP: N/A<br>LEI: 9695008EGX5O9K1MS743       | Long             | DBT              | CORP              | FR        |   25620000 | PA      | $23203308.01  | 0.10%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /               | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   48119000 | PA      | $43981006.11  | 0.19%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                            | PETSMART INC/PE                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26610000 | PA      | $26236293.68  | 0.11%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE               | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   50655000 | PA      | $49038341.62  | 0.21%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CCN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155875000 | PA      | $152343464.83 | 0.65%             | 2023-07-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   44190000 | PA      | $42459999.06  | 0.18%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS                | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    5658000 | PA      | $5247770.05   | 0.02%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3662381.95   | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   13575000 | PA      | $13478515.82  | 0.06%             | 2025-08-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xerox Corp                                                                      | XEROX CORP                     | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   17717000 | PA      | $12088014.46  | 0.05%             | 2035-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   27090000 | PA      | $26392052.97  | 0.11%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   41455000 | PA      | $39368977.35  | 0.17%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3626846.81   | 0.02%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397XZ1<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   11846000 | PA      | $11757523.06  | 0.05%             | 2023-05-04      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1329 | NC      | $595644.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $3740219.85   | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQT MIDSTREAM PT               | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   30727000 | PA      | $28347512.18  | 0.12%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | SOUTHWESTERN ENE               | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   36707000 | PA      | $32354967.42  | 0.14%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   69329000 | PA      | $61011518.75  | 0.26%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                                | CIRSA FINANCE IN               | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    7990000 | PA      | $7636533.21   | 0.03%             | 2027-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | MINERVA MERGER                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   65098000 | PA      | $53722370.57  | 0.23%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Darling Global Finance BV                                                       | DARLING GLBL FIN               | CUSIP: AS3446547<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |   12945000 | PA      | $13550900.24  | 0.06%             | 2026-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                 | SEALED AIR CORP                | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    9840000 | PA      | $9931691.88   | 0.04%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   56531000 | PA      | $55676059.08  | 0.24%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10159071.30  | 0.04%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                 | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24357721 | PA      | $19647601.26  | 0.08%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   11463000 | PA      | $10083021.13  | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                  | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   61370000 | PA      | $52317440.18  | 0.22%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12535000 | PA      | $13188984.30  | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   14605000 | PA      | $15338926.22  | 0.07%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   63863000 | PA      | $55411881.48  | 0.24%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17800000 | PA      | $13912651.59  | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   61070000 | PA      | $59729465.87  | 0.25%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP               | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $3568277.83   | 0.02%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc / First Transit Parent Inc                              | FRST STU BIDCO                 | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  100262000 | PA      | $83727280.23  | 0.36%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                  | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2253719.73   | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   34838000 | PA      | $30386031.43  | 0.13%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                          | CHESAPEAKE ENRGY               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $2994050.96   | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   19482593 | PA      | $14493428.05  | 0.06%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | STANDARD INDS IN               | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   72685000 | PA      | $57825354.92  | 0.25%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   15865000 | PA      | $16166460.07  | 0.07%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                           | FREEDOM MORTGAGE               | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   10473000 | PA      | $9985379.84   | 0.04%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS                | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2909413.36   | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   81630000 | PA      | $81599653.23  | 0.35%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SASU                                                              | ILIAD HOLDING                  | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   17850000 | PA      | $16895192.25  | 0.07%             | 2026-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                   | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   67165000 | PA      | $60791486.14  | 0.26%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDD9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   27250000 | PA      | $26861531.36  | 0.11%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                  | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   13260000 | PA      | $11643696.83  | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                   | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   65605000 | PA      | $57442559.73  | 0.24%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TMNL Holding BV                                                                 | TMNL HOLD                      | CUSIP: N/A<br>LEI: 7245000O9YOLPPM9YB33       | Long             | DBT              | CORP              | NL        |   33365000 | PA      | $32286784.64  | 0.14%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                 | CUSIP: 69073TAS2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   42000000 | PA      | $41184129.00  | 0.18%             | 2025-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP                  | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10480000 | PA      | $10407651.42  | 0.04%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                        | BUILDERS FIRSTSO               | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   37760000 | PA      | $32492473.96  | 0.14%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   35170000 | PA      | $31263803.85  | 0.13%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL               | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14020000 | PA      | $10903513.41  | 0.05%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc                                                           | PRESIDIO HLDGS                 | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17560000 | PA      | $16883497.67  | 0.07%             | 2028-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cedar Fair LP                                                                   | CEDAR FAIR LP                  | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   51686000 | PA      | $47549729.64  | 0.20%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | UNITI/UNITI/CSL                | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8290000 | PA      | $8179854.17   | 0.03%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    7825000 | PA      | $7062095.52   | 0.03%             | 2032-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   21628000 | PA      | $19845641.71  | 0.08%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                       | NOKIA OYJ                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   88154000 | PA      | $89871681.58  | 0.38%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397ZC0<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5093963.08   | 0.02%             | 2023-02-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty Ltd                                               | FMG RES AUG 2006               | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   21375000 | PA      | $20843038.67  | 0.09%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C               | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32550000 | PA      | $32764599.87  | 0.14%             | 2025-06-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |  147721000 | PA      | $142007680.56 | 0.60%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   13525000 | PA      | $13176220.82  | 0.06%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                      | ADIENT GLOBAL HO               | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   14507000 | PA      | $13765774.12  | 0.06%             | 2026-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES               | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $6183756.66   | 0.03%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                         | DARLING INGREDIE               | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   13430000 | PA      | $13365973.95  | 0.06%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   16188000 | PA      | $14640469.61  | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                   | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   28360000 | PA      | $25676596.65  | 0.11%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                 | SKYMILES IP LTD                | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   58975089 | PA      | $60932707.77  | 0.26%             | 2027-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    8420000 | PA      | $6893261.77   | 0.03%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $6425338.16   | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | ZAYO GROUP HOLDI               | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $3870785.87   | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   27970000 | PA      | $24893391.46  | 0.11%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US FOODS INC                   | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   18913000 | PA      | $17028387.83  | 0.07%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                  | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   69275000 | PA      | $64448193.02  | 0.27%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36620000 | PA      | $32969128.09  | 0.14%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4234959.43   | 0.02%             | 2026-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION               | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   15774000 | PA      | $13884505.42  | 0.06%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp V                              | CROWN AMER/CAP                 | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10184000 | PA      | $9740298.09   | 0.04%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                             | JAZZ SECURITIES                | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   68260000 | PA      | $62359161.92  | 0.26%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods Inc                                                                   | B&G FOODS INC                  | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   60337000 | PA      | $55075387.33  | 0.23%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O               | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   19334000 | PA      | $18212608.67  | 0.08%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     910000 | PA      | $865156.02    | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP               | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   75500000 | PA      | $67187369.98  | 0.29%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | ARAMARK SERV INC               | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   50304441 | PA      | $49575608.63  | 0.21%             | 2025-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean Proteus Ltd                                                          | TRANSOCEAN                     | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |   13836800 | PA      | $13978712.36  | 0.06%             | 2024-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44430000 | PA      | $45346368.75  | 0.19%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN               | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   28456061 | PA      | $27934376.50  | 0.12%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc                                                       | BEACON ROOFING S               | CUSIP: 07368RAF8<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |          0 | PA      | $0.02         | 0.00%             | 2028-05-19      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC / CRC Finco Inc                                   | CAESARS RESORT                 | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61786738 | PA      | $61823661.76  | 0.26%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  119670000 | PA      | $88166446.48  | 0.37%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PENNYMAC FIN SVC               | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   29800000 | PA      | $24492148.86  | 0.10%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                                  | ASHTON WOODS USA               | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $328950.11    | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FirstCash Inc                                                                   | FIRSTCASH INC                  | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   12375000 | PA      | $11122200.05  | 0.05%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                             | SILGAN HOLDINGS                | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8224659.70   | 0.03%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   90662000 | PA      | $76797720.36  | 0.33%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15275000 | PA      | $14589417.83  | 0.06%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAP9<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   97435000 | PA      | $64372969.59  | 0.27%             | 2028-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| News Corp                                                                       | NEWS CORP                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   20140000 | PA      | $18043081.40  | 0.08%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| APX Group Inc                                                                   | APX GROUP INC                  | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2028-07-09      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2356900 | PA      | $2185288.22   | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   53020000 | PA      | $46676643.72  | 0.20%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BJ3<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   33350000 | PA      | $31128940.36  | 0.13%             | 2027-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   27616000 | PA      | $27447490.76  | 0.12%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                        | SENSATA TECHNOLO               | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   43118000 | PA      | $36807144.75  | 0.16%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                    | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   29292199 | PA      | $28953522.92  | 0.12%             | 2024-11-03      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                         | RBC TRIPARTY MTGE              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |  120900000 | PA      | $120900000.00 | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | SLM CORP                       | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6186117.46   | 0.03%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   34405000 | PA      | $27146308.79  | 0.12%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                   | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1243470.92   | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                 | SYMANTEC CORP                  | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |  107805000 | PA      | $105705376.88 | 0.45%             | 2025-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |   46269754 | PA      | $46046687.97  | 0.20%             | 2026-04-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                | BOYD GAMING CORP               | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |  123715000 | PA      | $117649124.89 | 0.50%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNKNOWN                                                                         | WMG Acquis Corp 144A           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   18490000 | PA      | $17978602.06  | 0.08%             | 2028-07-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP                  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32005000 | PA      | $30970648.01  | 0.13%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECH BV                | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   13135000 | PA      | $13178984.13  | 0.06%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   29500000 | PA      | $26699161.44  | 0.11%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   43470000 | PA      | $42279731.41  | 0.18%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP               | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   59108000 | PA      | $50271666.68  | 0.21%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   46265000 | PA      | $39522425.88  | 0.17%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   14672000 | PA      | $12452223.68  | 0.05%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   12020000 | PA      | $12200140.86  | 0.05%             | 2027-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   23783000 | PA      | $24235279.41  | 0.10%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Teleflex Inc                                                                    | TELEFLEX INC                   | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   34312000 | PA      | $31694351.93  | 0.13%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                          | OPEN TEXT HLDING               | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34880000 | PA      | $28352676.44  | 0.12%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   85720000 | PA      | $73289156.47  | 0.31%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP               | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   17185000 | PA      | $16421387.45  | 0.07%             | 2027-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC               | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   26400000 | PA      | $23162971.66  | 0.10%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   11690000 | PA      | $10936195.60  | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   20412000 | PA      | $20500897.53  | 0.09%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   16070000 | PA      | $14967528.90  | 0.06%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | SQUARE INC                     | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   50437000 | PA      | $45855526.36  | 0.19%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                 | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   55597000 | PA      | $45832949.78  | 0.19%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp                                                            | WMG ACQUISITION                | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   58405000 | PA      | $51465768.79  | 0.22%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CommScope Inc                                                                   | COMMSCOPE INC                  | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   31089665 | PA      | $30360985.38  | 0.13%             | 2026-04-04      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL               | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17340000 | PA      | $12217129.01  | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SEC               | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   42595000 | PA      | $36703273.23  | 0.16%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2447459.18   | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   95524000 | PA      | $84245460.31  | 0.36%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     975000 | PA      | $799145.21    | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   11570000 | PA      | $11086846.06  | 0.05%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                     | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   18470000 | PA      | $17277105.63  | 0.07%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   63975000 | PA      | $62138280.31  | 0.26%             | 2030-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | WYNN LAS VEGAS                 | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   75561000 | PA      | $73529548.56  | 0.31%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   14635000 | PA      | $13335535.52  | 0.06%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7300000 | PA      | $8110984.74   | 0.03%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTI               | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    8850000 | PA      | $8224826.80   | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   17210000 | PA      | $14411628.36  | 0.06%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Xerox Corp                                                                      | XEROX CORP                     | CUSIP: 984121CQ4<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   20104000 | PA      | $20030156.80  | 0.09%             | 2023-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | QUICKEN LOANS                  | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12180000 | PA      | $9919764.59   | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Transocean Guardian Ltd                                                         | TRANSOCEAN                     | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   28019285 | PA      | $28414824.86  | 0.12%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48650000 | PA      | $48771625.00  | 0.21%             | 2031-03-03      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   88628000 | PA      | $81305646.81  | 0.35%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                 | HANESBRANDS INC                | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   29520000 | PA      | $29025296.16  | 0.12%             | 2024-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2271000 | PA      | $2670933.21   | 0.01%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   20735000 | PA      | $18111656.32  | 0.08%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   19070000 | PA      | $16569529.02  | 0.07%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                   | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   13030000 | PA      | $12828970.03  | 0.05%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                       | QORVO INC                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   30250000 | PA      | $27382262.19  | 0.12%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Griffon Corp                                                                    | GRIFFON CORP                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   11490000 | PA      | $10878955.48  | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   32367000 | PA      | $30064855.05  | 0.13%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   10705000 | PA      | $9427942.21   | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | WYNN RESORTS FIN               | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11202991 | PA      | $11240965.78  | 0.05%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   56825000 | PA      | $49135177.90  | 0.21%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | SPRINGLEAF FIN                 | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   12466000 | PA      | $12651339.63  | 0.05%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC / Speedway Funding II Inc                              | SPEEDWAY MOTORSP               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33461000 | PA      | $31416388.35  | 0.13%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Diamond BC BV                                                                   | DIAMOND BC BV                  | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    8520000 | PA      | $7158615.10   | 0.03%             | 2029-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                  | CUSIP: 78466DBF0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   17432673 | PA      | $17396360.63  | 0.07%             | 2025-04-16      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                        | ZIGGO BV                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |   66840000 | PA      | $58307859.29  | 0.25%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods Inc                                                                   | B&G FOODS INC                  | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   55340000 | PA      | $44734849.92  | 0.19%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAG9<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    7848000 | PA      | $7818054.07   | 0.03%             | 2024-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48242000 | PA      | $48161312.36  | 0.20%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                  | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   30213000 | PA      | $27581298.14  | 0.12%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                      | VIRGIN MEDIA IV                | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   38325000 | PA      | $34776265.97  | 0.15%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Banijay Entertainment SASU                                                      | BANIJAY ENTERTAI               | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   25380000 | PA      | $24484430.67  | 0.10%             | 2025-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE                  | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   19790000 | PA      | $16427642.78  | 0.07%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | TRIVIUM PACK FIN               | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   59455000 | PA      | $57123997.16  | 0.24%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    6085000 | PA      | $5426353.15   | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG               | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   11505000 | PA      | $11266498.59  | 0.05%             | 2027-10-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3902981.90   | 0.02%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                   | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   23774000 | PA      | $21077221.99  | 0.09%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA               | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   43614000 | PA      | $40416305.70  | 0.17%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                           | VALEANT PHARMA                 | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   51675000 | PA      | $43791350.38  | 0.19%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS                    | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   51486000 | PA      | $50810345.10  | 0.22%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                 | YUM! BRANDS INC                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   67357000 | PA      | $57827256.87  | 0.25%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2457045.68   | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD               | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   90104000 | PA      | $80378693.24  | 0.34%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2516028.86   | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                        | ACADIA HEALTH                  | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   23232000 | PA      | $21730305.82  | 0.09%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP               | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27359496.60  | 0.12%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4618201.06   | 0.02%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20795000 | PA      | $19566795.31  | 0.08%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Belo Corp                                                                       | BELO CORP                      | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19847000 | PA      | $18877297.80  | 0.08%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    8515000 | PA      | $7054878.62   | 0.03%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5547668.58   | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | TRIVIUM PACK FIN               | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |   16095000 | PA      | $16294982.78  | 0.07%             | 2026-08-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   14610634 | PA      | $14487634.67  | 0.06%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                 | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   13308000 | PA      | $10900364.42  | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   34140000 | PA      | $29933225.50  | 0.13%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty Ltd                                               | FMG RES AUG 2006               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   21227000 | PA      | $20697782.23  | 0.09%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   38654000 | PA      | $36277901.13  | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   41280000 | PA      | $32090605.95  | 0.14%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                             | CLYDESDALE ACQUI               | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   24725000 | PA      | $24360007.82  | 0.10%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SPCM SA                                                                         | SPCM SA                        | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |   15244600 | PA      | $13440670.50  | 0.06%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C               | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21296000 | PA      | $19713034.46  | 0.08%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | QUICKEN LOANS                  | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4870000 | PA      | $4109258.71   | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   50560000 | PA      | $45503314.91  | 0.19%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd                                                  | TRANSOCEAN TITAN               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    6286000 | PA      | $6523305.87   | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   10349000 | PA      | $8696890.92   | 0.04%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   20830000 | PA      | $21500373.97  | 0.09%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   18731000 | PA      | $17661496.62  | 0.08%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                      | CUSIP: BJ9491801<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   61595000 | PA      | $59434417.95  | 0.25%             | 2028-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    8625000 | PA      | $5100581.00   | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                | BOYD GAMING CORP               | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    6005000 | PA      | $5393466.83   | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  121302000 | PA      | $110076056.68 | 0.47%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | MILEAGE PLUS HOL               | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   30139389 | PA      | $31410909.72  | 0.13%             | 2027-06-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16475000 | PA      | $15953876.97  | 0.07%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3277490.89   | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                                               | OWENS & MINOR                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   37933000 | PA      | $33574131.11  | 0.14%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Presidio Holdings Inc                                                           | PRESIDIO HLDGS                 | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  104677000 | PA      | $97521998.37  | 0.41%             | 2027-02-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | SUNOCO LP/FIN                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   70255000 | PA      | $70221260.74  | 0.30%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   53360000 | PA      | $43903719.55  | 0.19%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   92585000 | PA      | $94346173.16  | 0.40%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Park Aerospace Holdings Ltd                                                     | PARK AEROSPACE                 | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    9370000 | PA      | $9304279.01   | 0.04%             | 2024-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                       | LOXAM SAS                      | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |   18395000 | PA      | $18680545.30  | 0.08%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15724000 | PA      | $14531955.70  | 0.06%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                   | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   20770000 | PA      | $19847430.67  | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   17476000 | PA      | $16858217.10  | 0.07%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAF1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    9725000 | PA      | $7248708.24   | 0.03%             | 2025-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1675000 | PA      | $1510902.26   | 0.01%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   26420000 | PA      | $22910785.96  | 0.10%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17834758.00  | 0.08%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                                     | VIRGIN MEDIA VFN               | CUSIP: 92771EAA1<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |   37010000 | PA      | $38185206.85  | 0.16%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                 | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2881000 | PA      | $2831367.51   | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                | NATIONSTAR MTG                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   91994000 | PA      | $74525629.16  | 0.32%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  136793000 | PA      | $113283820.68 | 0.48%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC               | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    6822000 | PA      | $6006085.80   | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP               | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1101293.28   | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                              | SCIENTIFIC GAMES               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   20020000 | PA      | $19853209.38  | 0.08%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                             | XEROX HOLDINGS C               | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |   92830000 | PA      | $79153582.61  | 0.34%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                            | RANGE RESOURCES                | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   60146000 | PA      | $54091500.95  | 0.23%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                     | CANPACK SA                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4800000 | PA      | $3984032.98   | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                  | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1461000 | PA      | $1243122.65   | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   24195000 | PA      | $24900586.93  | 0.11%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | CENTENNIAL RESOU               | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2503766.08   | 0.01%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   99655000 | PA      | $89337460.74  | 0.38%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nokia of America Corp                                                           | LUCENT TECH                    | CUSIP: 549463AE7<br>LEI: 529900BF8WCYOHYGIJ13 | Long             | DBT              | CORP              | US        |   88747000 | PA      | $84803180.05  | 0.36%             | 2029-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59500000 | PA      | $53996250.00  | 0.23%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                                         | PTC INC                        | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |   12620000 | PA      | $11760231.96  | 0.05%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                                                        | TRANSOCEAN PHNX2               | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   12012000 | PA      | $12174931.81  | 0.05%             | 2024-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HDGS                    | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   50695000 | PA      | $50103980.46  | 0.21%             | 2024-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                    | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   56361000 | PA      | $57620599.03  | 0.24%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                                          | OCI NV                         | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |   22514000 | PA      | $21931689.80  | 0.09%             | 2025-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   87235000 | PA      | $73801551.50  | 0.31%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   48530000 | PA      | $47638588.83  | 0.20%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230228           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-230061.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   32100000 | PA      | $26549675.67  | 0.11%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   36420000 | PA      | $34366529.68  | 0.15%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dana Inc                                                                        | DANA INC                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    3718000 | PA      | $3513510.00   | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA               | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   24970000 | PA      | $22078185.60  | 0.09%             | 2031-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   24300000 | PA      | $20963706.96  | 0.09%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB HOLDING CORP               | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   67349971 | PA      | $66634377.32  | 0.28%             | 2027-12-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                        | SENSATA TECH INC               | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   12765000 | PA      | $11555932.39  | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Trans Union LLC                                                                 | TRANS UNION LLC                | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   14689847 | PA      | $14646438.17  | 0.06%             | 2028-12-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | CEMEX SAB                      | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1250000 | PA      | $1207201.96   | 0.01%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                             | SILGAN HOLDINGS                | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |   43070000 | PA      | $40328138.51  | 0.17%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  183760000 | PA      | $157232220.80 | 0.67%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                             | XEROX HOLDINGS C               | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $2987448.71   | 0.01%             | 2025-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C               | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   86818000 | PA      | $74593660.10  | 0.32%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4974963.55   | 0.02%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | MELCO RESORTS                  | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   15575000 | PA      | $14695655.44  | 0.06%             | 2025-06-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                  | KFC HLD/PIZZA HU               | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32810000 | PA      | $32017836.02  | 0.14%             | 2027-06-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |   11415000 | PA      | $11438658.09  | 0.05%             | 2025-02-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                     | CANPACK SA                     | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2730000 | PA      | $2478981.85   | 0.01%             | 2025-11-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD                  | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3874012.77   | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS                    | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   45571000 | PA      | $45595192.73  | 0.19%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2474 | NC      | $-2189299.81  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   11275000 | PA      | $10114368.30  | 0.04%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   75495000 | PA      | $64697130.58  | 0.27%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    9320000 | PA      | $8575584.38   | 0.04%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                                                | UNDER ARMOUR INC               | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |   42005000 | PA      | $38338863.67  | 0.16%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                | RADIAN GROUP INC               | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6207907.60   | 0.03%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   29562000 | PA      | $24706108.93  | 0.10%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                     | HOLOGIC INC                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   48275000 | PA      | $42506916.66  | 0.18%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                       | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   10965000 | PA      | $9597885.77   | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United Natural Foods Inc                                                        | UNITED NATURAL                 | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   24899000 | PA      | $24041090.02  | 0.10%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   38160000 | PA      | $30415466.92  | 0.13%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2220000 | PA      | $2097900.00   | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   50975000 | PA      | $46511013.23  | 0.20%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                       | TELECOM ITALIA                 | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    6555000 | PA      | $6379044.53   | 0.03%             | 2024-05-30      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQT MIDSTREAM PT               | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3631725.76   | 0.02%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE                  | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   85970000 | PA      | $67516961.61  | 0.29%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC                                                              | CROWN AMERICAS L               | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   25415000 | PA      | $24461823.39  | 0.10%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    5940000 | PA      | $5417663.25   | 0.02%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAB SELAS                                                                       | CAB                            | CUSIP: N/A<br>LEI: 9695008EGX5O9K1MS743       | Long             | DBT              | CORP              | FR        |   31883000 | PA      | $28875529.64  | 0.12%             | 2028-02-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOB                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   33700000 | PA      | $29331589.31  | 0.12%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                          | CHESAPEAKE ENRGY               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    4435000 | PA      | $4248597.30   | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP II                 | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5038375.68   | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd            | HAWAIIAN BRAND                 | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   76960000 | PA      | $73557603.78  | 0.31%             | 2026-01-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SR FIN II                  | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   33459818 | PA      | $33397080.54  | 0.14%             | 2025-04-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   15585000 | PA      | $14880213.89  | 0.06%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   96710000 | PA      | $93330075.44  | 0.40%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Olin Corp                                                                       | OLIN CORP                      | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5117995.84   | 0.02%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer Inc                                                           | CDI ESCROW ISS                 | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24058000 | PA      | $22806068.11  | 0.10%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Gartner Inc                                                                     | GARTNER GROUP                  | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   12435000 | PA      | $11163886.96  | 0.05%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | MELCO RESORTS                  | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   18825000 | PA      | $16229969.23  | 0.07%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP II                 | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   14026000 | PA      | $12044554.27  | 0.05%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   11185000 | PA      | $9761156.88   | 0.04%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26960000 | PA      | $26378675.00  | 0.11%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | HOWMET AEROSPACE               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     935000 | PA      | $815917.10    | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME                        | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   33745000 | PA      | $28353990.59  | 0.12%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                  | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   25390000 | PA      | $20463892.12  | 0.09%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   58106000 | PA      | $52520371.32  | 0.22%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   48100000 | PA      | $47178605.54  | 0.20%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | CALPINE CORP                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5402692.44   | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES               | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   53005000 | PA      | $47907037.93  | 0.20%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                    | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   74280000 | PA      | $75394200.00  | 0.32%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44250000 | PA      | $41816250.00  | 0.18%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   26865000 | PA      | $23204659.06  | 0.10%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS               | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48850000 | PA      | $45933036.07  | 0.20%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP               | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    6490000 | PA      | $4946365.51   | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | UNITED WHOLESALE               | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   24350000 | PA      | $21865908.94  | 0.09%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN & HAM               | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   15535000 | PA      | $13955908.73  | 0.06%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp                                                                     | AVIENT CORP                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   57080000 | PA      | $57750678.59  | 0.25%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   27465000 | PA      | $23510316.02  | 0.10%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Camelot Return Merger Sub Inc                                                   | CAMELOT RETURN                 | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8770000 | PA      | $8245562.77   | 0.04%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                   | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   38904000 | PA      | $32792652.34  | 0.14%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PENNYMAC FIN SVC               | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   38913000 | PA      | $36294647.74  | 0.15%             | 2025-10-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                   | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     910000 | PA      | $898971.79    | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG               | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4044605.22   | 0.02%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                 | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   41525000 | PA      | $37905756.99  | 0.16%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                         | DARLING INGREDIE               | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   12745000 | PA      | $12428161.73  | 0.05%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | PANTHER BF AGG 2               | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   30723000 | PA      | $30542505.45  | 0.13%             | 2026-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   12655000 | PA      | $13570729.47  | 0.06%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP               | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    5065000 | PA      | $5058897.13   | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/The                                                            | MICHAELS COS INC               | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   48585000 | PA      | $40728102.48  | 0.17%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM NV                 | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   19025000 | PA      | $18756049.29  | 0.08%             | 2026-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                            | RANGE RESOURCES                | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   14335000 | PA      | $14763488.63  | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   29906000 | PA      | $27116882.70  | 0.12%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40000000 | PA      | $38592853.60  | 0.16%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397WK5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     210000 | PA      | $208762.64    | 0.00%             | 2023-08-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2349276.53   | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | SPRINGLEAF FIN                 | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   99246000 | PA      | $98702097.18  | 0.42%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TD Securities (USA) LLC                                                         | TD TRIPARTY MORTGAGE           | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Long             | RA               | CORP              | US        |  179600000 | PA      | $179600000.00 | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING                | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   63390000 | PA      | $59744471.53  | 0.25%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGE                | CUSIP: 38869PAM6<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   23440000 | PA      | $23065994.17  | 0.10%             | 2024-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Prestige Brands Inc                                                             | PRESTIGE BRANDS                | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    5398000 | PA      | $4579696.88   | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | ARAMARK SERV INC               | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   12470000 | PA      | $12469058.89  | 0.05%             | 2025-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   26470000 | PA      | $15826778.55  | 0.07%             | 2031-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   24860000 | PA      | $22190256.50  | 0.09%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   62200000 | PA      | $55483435.63  | 0.24%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | UNITED WHOLESALE               | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   17200000 | PA      | $16128699.37  | 0.07%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8551100 | PA      | $8553772.22   | 0.04%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                  | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   19915000 | PA      | $17563044.28  | 0.07%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   24365000 | PA      | $23385654.43  | 0.10%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   91816000 | PA      | $79588271.06  | 0.34%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   84324000 | PA      | $70766582.07  | 0.30%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                    | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   53661000 | PA      | $55695825.12  | 0.24%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                 | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   34665000 | PA      | $34561244.19  | 0.15%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         10 | NC      | $26516.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   25380000 | PA      | $21094379.65  | 0.09%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     172000 | PA      | $152112.50    | 0.00%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                   | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    9301000 | PA      | $8228124.81   | 0.03%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 89364MBU7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     925000 | PA      | $926541.98    | 0.00%             | 2027-02-22      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   19436000 | PA      | $17934035.87  | 0.08%             | 2029-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Gartner Inc                                                                     | GARTNER GROUP                  | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   38129000 | PA      | $33778709.11  | 0.14%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI               | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    5832949 | PA      | $5499637.26   | 0.02%             | 2028-07-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                                    | AMERIGAS PARTNER               | CUSIP: 030981AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46910000 | PA      | $46213872.02  | 0.20%             | 2024-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD                  | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3246278.22   | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                  | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   73925000 | PA      | $65427959.22  | 0.28%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    7083000 | PA      | $7121247.85   | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MTGE LLC                | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1734942.92   | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                  | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2765767.68   | 0.01%             | 2027-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | WYNN LAS VEGAS                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50065000 | PA      | $47286432.05  | 0.20%             | 2027-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2761538.61   | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                   | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    2983000 | PA      | $2938236.57   | 0.01%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                 | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   15750000 | PA      | $14723270.26  | 0.06%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   34740730 | PA      | $29015185.33  | 0.12%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2018868.00   | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                         | LORCA TELECOM                  | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |   55975000 | PA      | $55723621.35  | 0.24%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O               | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   33229000 | PA      | $32539989.04  | 0.14%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | SUNOCO LP/FIN                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51930000 | PA      | $46290313.19  | 0.20%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                              | BLUE RACER MID/F               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9330000 | PA      | $9473417.77   | 0.04%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                  | OPEN TEXT CORP                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   38015000 | PA      | $31642562.66  | 0.13%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /               | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   45540000 | PA      | $39957778.30  | 0.17%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $837588.10    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   11360000 | PA      | $9852281.71   | 0.04%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                  | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   53180000 | PA      | $51247239.38  | 0.22%             | 2030-06-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Dun & Bradstreet Corp/The                                                       | DUN & BRADSTREET               | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   53545202 | PA      | $53401754.32  | 0.23%             | 2026-02-08      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |  190442000 | PA      | $182411571.24 | 0.78%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        143 | NC      | $5628.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   22217000 | PA      | $22522991.63  | 0.10%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                  | OPEN TEXT CORP                 | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   61342000 | PA      | $53315330.60  | 0.23%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECH BV                | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   52750000 | PA      | $52158891.94  | 0.22%             | 2025-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX Corp                                                                     | ROBLOX CORP                    | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   83290000 | PA      | $70195127.04  | 0.30%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                 | TAYLOR MORRISON                | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   23832000 | PA      | $21784748.50  | 0.09%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   66256000 | PA      | $64185966.44  | 0.27%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   21485000 | PA      | $21466783.51  | 0.09%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17035000 | PA      | $13979294.41  | 0.06%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | UNITED WHOLESALE               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3268215.27   | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                       | TELECOM IT CAP                 | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    6520000 | PA      | $5517263.25   | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Finco BV                                                          | UPC BROAD FINCO                | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   57164000 | PA      | $50275683.12  | 0.21%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | ARAMARK SERV INC               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   28267000 | PA      | $26667663.60  | 0.11%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole                                                                 | CREDIT AGRICOLE TRIPARTY TSY   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | RA               | CORP              | US        |   82500000 | PA      | $82500000.00  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                                                  | TEMPUR SEALY INT               | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    5213000 | PA      | $4300511.58   | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2809661.52   | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PTC Inc                                                                         | PTC INC                        | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |   15330000 | PA      | $14703616.05  | 0.06%             | 2025-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   23220000 | PA      | $21002320.03  | 0.09%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                               | UNTD AIR 20-1 A                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21821104 | PA      | $22039679.01  | 0.09%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                                   | II-VI INC                      | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   61155000 | PA      | $55913197.63  | 0.24%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   28150000 | PA      | $27141495.29  | 0.12%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  207182792 | NS      | $207162073.93 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MTGE LLC                | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $773019.80    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                    | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   31740000 | PA      | $29390097.99  | 0.12%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4505289.26   | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | COVANTA HOLDING                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   34675000 | PA      | $30303176.00  | 0.13%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | ADVANCED DRAINAG               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   14291000 | PA      | $14196544.21  | 0.06%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | SPRINT CAP CORP                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4938723.36   | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   87348000 | PA      | $82682773.01  | 0.35%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25560000 | PA      | $27175636.87  | 0.12%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                             | Q-PARK HOLDING                 | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |   27330000 | PA      | $27526175.25  | 0.12%             | 2025-03-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90070000 | PA      | $91885468.93  | 0.39%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   29438000 | PA      | $29535321.14  | 0.13%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | SPRINGLEAF FIN                 | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   27155000 | PA      | $26934130.46  | 0.11%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -10 | NC      | $-27480.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP               | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4566252.78   | 0.02%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   15110000 | PA      | $14623740.56  | 0.06%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                   | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  121695000 | PA      | $106383473.83 | 0.45%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTL LTD                   | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   19965000 | PA      | $17955210.10  | 0.08%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR BROADC                 | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   12325000 | PA      | $11096747.32  | 0.05%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | ACRISURE LLC                   | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   94570000 | PA      | $78511163.82  | 0.33%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                 | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   26440000 | PA      | $25992678.30  | 0.11%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | SUNOCO LP/FIN                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32920000 | PA      | $29844527.35  | 0.13%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP               | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    9592000 | PA      | $7924711.65   | 0.03%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   14014000 | PA      | $14890616.90  | 0.06%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | SOUTHWESTERN ENE               | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   25600000 | PA      | $24067101.44  | 0.10%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                | RADIAN GROUP INC               | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   22275000 | PA      | $21182023.44  | 0.09%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10245000 | PA      | $9474635.73   | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   50875000 | PA      | $49713542.57  | 0.21%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                                | CIRSA FINANCE IN               | CUSIP: AT2561211<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    7063651 | PA      | $7638475.67   | 0.03%             | 2023-12-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.HY.39.V1)         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       | -751490000 | NC      | $19809276.40  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |   68205000 | PA      | $65625642.43  | 0.28%             | 2027-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3070279.65   | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  100690000 | PA      | $83863702.16  | 0.36%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 89364MBV5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    6650000 | PA      | $6636148.05   | 0.03%             | 2025-05-30      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   37715000 | PA      | $36213516.82  | 0.15%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gap Inc/The                                                                     | GAP INC/THE                    | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   19660000 | PA      | $14716230.74  | 0.06%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUCI               | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   58280000 | PA      | $52263182.71  | 0.22%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3978000 | PA      | $3923911.14   | 0.02%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                   | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3683784.77   | 0.02%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                 | HANESBRANDS INC                | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   93794000 | PA      | $87697892.74  | 0.37%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34590000 | PA      | $32453035.68  | 0.14%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5417463.00   | 0.02%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   74555000 | PA      | $67030319.67  | 0.28%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   14205000 | PA      | $13187522.42  | 0.06%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |     960000 | PA      | $960299.52    | 0.00%             | 2027-01-15      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   19045000 | PA      | $16751782.98  | 0.07%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22200000 | PA      | $23358562.50  | 0.10%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   16020000 | PA      | $13229958.24  | 0.06%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6820000 | PA      | $8020498.34   | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING                | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | DBT              | CORP              | US        |   77060000 | PA      | $80354701.29  | 0.34%             | 2025-11-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   48631000 | PA      | $52816555.89  | 0.22%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   17205000 | PA      | $16758631.42  | 0.07%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp                                                            | WMG ACQUISITION                | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   62070000 | PA      | $51396661.90  | 0.22%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | LADDER CAP FINAN               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21410000 | PA      | $17790157.78  | 0.08%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                                  | ASHTON WOODS USA               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20184000 | PA      | $16855322.34  | 0.07%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                     | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   25585000 | PA      | $22980649.13  | 0.10%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL PRODUCTS INC                                            | BOMREC 12/8/2029               | CUSIP: N/A<br>LEI: 549300DZZJW11IMTMJ24       | Long             | LON              | CORP              | CA        |   14423850 | PA      | $14333700.94  | 0.06%             | 2029-12-08      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | CENTENNIAL RESOU               | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    9695000 | PA      | $9506359.34   | 0.04%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   21270000 | PA      | $20204416.18  | 0.09%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   45822000 | PA      | $47871745.45  | 0.20%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                 | BOA-MTG TRIPARTY REPO          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |  110200000 | PA      | $110200000.00 | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   34925000 | PA      | $33210656.09  | 0.14%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC             | PACTIV EVERGREEN               | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15475000 | PA      | $13901778.23  | 0.06%             | 2027-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP               | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     982000 | PA      | $889030.36    | 0.00%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    8740000 | PA      | $7821907.92   | 0.03%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   33483000 | PA      | $29003860.22  | 0.12%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: EK3302669<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  175795000 | PA      | $154607254.89 | 0.66%             | 2250-12-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL               | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    5355000 | PA      | $5494080.06   | 0.02%             | 2028-04-20      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50837000 | PA      | $47136387.18  | 0.20%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14375000 | PA      | $13405667.59  | 0.06%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                       | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1170416.67   | 0.00%             | 2031-11-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                   | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   61990000 | PA      | $54875110.77  | 0.23%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40625000 | PA      | $33319258.38  | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O               | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    3532000 | PA      | $3286189.65   | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   12245000 | PA      | $11039586.89  | 0.05%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG               | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   29118000 | PA      | $24341804.16  | 0.10%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME                        | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   15825000 | PA      | $14215454.91  | 0.06%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                   | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    5589000 | PA      | $5612796.29   | 0.02%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   22145000 | PA      | $20666534.69  | 0.09%             | 2025-10-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   28240000 | PA      | $27230284.45  | 0.12%             | 2027-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   22880000 | PA      | $19484342.36  | 0.08%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE               | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   29720000 | PA      | $29146500.00  | 0.12%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10630000 | PA      | $10931635.29  | 0.05%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   19538000 | PA      | $20342054.74  | 0.09%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | VERTICAL US NEWC               | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   35331000 | PA      | $32645829.51  | 0.14%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                    | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  141704000 | PA      | $143807167.93 | 0.61%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   41247000 | PA      | $34108766.54  | 0.14%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL                | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   25115000 | PA      | $22895769.28  | 0.10%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   33440000 | PA      | $28767095.40  | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | LADDER CAP FINAN               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14704000 | PA      | $12957706.64  | 0.06%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $4016046.76   | 0.02%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   26350000 | PA      | $27970493.12  | 0.12%             | 2027-08-15      | Fixed         | 11.62%                | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD                  | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   12395000 | PA      | $12566285.14  | 0.05%             | 2028-04-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                 | SEALED AIR CORP                | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   10803000 | PA      | $9990767.16   | 0.04%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                                                    | SLM CORP                       | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    6576000 | PA      | $5148001.15   | 0.02%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                       | OLIN CORP                      | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   10425000 | PA      | $10121758.96  | 0.04%             | 2027-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $7383908.56   | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4007097.60   | 0.02%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  139449000 | PA      | $126473260.78 | 0.54%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   84978000 | PA      | $62382855.41  | 0.27%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | ATHENAHEALTH GRP               | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   28180631 | PA      | $26648308.90  | 0.11%             | 2029-02-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Xerox Corp                                                                      | XEROX CORP                     | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   19292000 | PA      | $15141927.34  | 0.06%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   62265000 | PA      | $53702338.99  | 0.23%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   45780000 | PA      | $42357304.08  | 0.18%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9788877.40   | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                         | BROWN GROUP HOLD               | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   20785618 | PA      | $20658950.75  | 0.09%             | 2028-06-07      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                    | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   44523871 | PA      | $41629819.21  | 0.18%             | 2029-03-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   27144000 | PA      | $26353969.26  | 0.11%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39000000 | PA      | $39670312.50  | 0.17%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Global Aviation Trust                                                    | AERCAP GLOBAL                  | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |  134805000 | PA      | $131786551.59 | 0.56%             | 2045-06-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                                               | OWENS & MINOR                  | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $11983200.39  | 0.05%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty Ltd                                               | FMG RES AUG 2006               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   44053000 | PA      | $38668664.37  | 0.16%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   24734000 | PA      | $25722379.79  | 0.11%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                  | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |          0 | PA      | $0.04         | 0.00%             | 2025-04-16      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Crown European Holdings SA                                                      | CROWN EUROPEAN                 | CUSIP: AQ8640411<br>LEI: 85OKW2SW05RZFQS1W718 | Long             | DBT              | CORP              | FR        |   31200000 | PA      | $32382171.87  | 0.14%             | 2026-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| William Carter Co/The                                                           | WILLIAM CARTER                 | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   12968000 | PA      | $12653093.13  | 0.05%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Gates Global LLC / Gates Corp                                                   | GATES GLOBAL LLC               | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23814000 | PA      | $23460142.30  | 0.10%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                      | AXALTA COATING                 | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   54059000 | PA      | $46478837.83  | 0.20%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NMG Holding Co Inc / Neiman Marcus Group LLC                                    | NMG HLD/NEIMAN                 | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9402109.32   | 0.04%             | 2026-04-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CGE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4749000 | PA      | $4749000.00   | 0.02%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                       | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   41980000 | PA      | $42680182.74  | 0.18%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | CINEMARK USA                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   42940000 | PA      | $35212903.63  | 0.15%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O               | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |  104720000 | PA      | $97591617.45  | 0.41%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   21255000 | PA      | $18692620.48  | 0.08%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc                               | IRON MTN INFORM                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     429000 | PA      | $372324.12    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   24345000 | PA      | $23888531.25  | 0.10%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                      | MUELLER WATER                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $5558116.69   | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     315000 | PA      | $308798.48    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                             | Q-PARK HOLDING                 | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |   34995000 | PA      | $32175136.57  | 0.14%             | 2027-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Wolverine World Wide Inc                                                        | WOLVERINE WORLD                | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $4980931.08   | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3458955.17   | 0.01%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  139640000 | PA      | $110886167.65 | 0.47%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   26855000 | PA      | $26144860.08  | 0.11%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Holdings Inc                                               | CLOUD SOFTWARE                 | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15460000 | PA      | $13565261.05  | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                       | LOXAM SAS                      | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    5520000 | PA      | $5969158.47   | 0.03%             | 2024-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    8670000 | PA      | $8345947.13   | 0.04%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK                   | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   67388000 | PA      | $69888910.19  | 0.30%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                                    | AMERIGAS PARTNER               | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46910000 | PA      | $45311348.48  | 0.19%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                | CUSIP: 14879EAG3<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   45735000 | PA      | $41179946.43  | 0.17%             | 2028-03-01      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Nokia Oyj                                                                       | NOKIA OYJ                      | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   36755000 | PA      | $35406832.85  | 0.15%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP/Suburban Energy Finance Corp                       | SUBURBAN PROPANE               | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12970000 | PA      | $11323641.77  | 0.05%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | CINEMARK USA                   | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $6583168.98   | 0.03%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $7686507.73   | 0.03%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   23875000 | PA      | $21888383.22  | 0.09%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    9740458 | PA      | $9453755.80   | 0.04%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | ATHENAHEALTH GRP               | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    3453227 | PA      | $3129486.56   | 0.01%             | 2029-02-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   88191000 | PA      | $79611335.92  | 0.34%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | WYNN RESORTS FIN               | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2872000 | PA      | $2562643.35   | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                  | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   11555000 | PA      | $9777431.38   | 0.04%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $3770363.24   | 0.02%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   53203000 | PA      | $46525298.34  | 0.20%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2903763.00   | 0.01%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp                                                                  | TRANSALTA CORP                 | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    2750000 | PA      | $2839024.60   | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16240000 | PA      | $15497238.43  | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MGIC Investment Corp                                                            | MGIC INVT CORP                 | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   14730000 | PA      | $13880276.68  | 0.06%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN & HAM               | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   14995000 | PA      | $13542909.24  | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Viacom Inc                                                                      | VIACOM INC                     | CUSIP: 92553PBC5<br>LEI: X0ST5BPF0CZG9FE5OV61 | Long             | DBT              | CORP              | US        |   33146000 | PA      | $28714836.88  | 0.12%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL               | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2509666.09   | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   22880000 | PA      | $20831926.31  | 0.09%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   36273000 | PA      | $38631603.94  | 0.16%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                  | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2247169.60   | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   77456000 | PA      | $67664412.16  | 0.29%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                 | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   29319000 | PA      | $28445348.34  | 0.12%             | 2025-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Radian Group Inc                                                                | RADIAN GROUP INC               | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   45300000 | PA      | $43980762.98  | 0.19%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                        | ACADIA HEALTH                  | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   26060000 | PA      | $25093032.75  | 0.11%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7400000 | PA      | $7786958.80   | 0.03%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   25851000 | PA      | $24872142.06  | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | CINEMARK USA                   | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3551644.31   | 0.02%             | 2025-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   24775000 | PA      | $19349069.62  | 0.08%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -65 | NC      | $-379502.59   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                                            | WW INTERNATIONAL               | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |    4741000 | PA      | $2544736.06   | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| 180 Medical Inc                                                                 | 180 MEDICAL INC                | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2649524.17   | 0.01%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                       | LOXAM SAS                      | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |   19380000 | PA      | $19302240.74  | 0.08%             | 2026-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                     | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   76280000 | PA      | $76376467.50  | 0.32%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP               | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    5964000 | PA      | $4350870.40   | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE                  | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $562330.17    | 0.00%             | 2027-02-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | TRIVIUM PACK FIN               | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    1178000 | PA      | $1133810.37   | 0.00%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $28875000.00  | 0.12%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd                                                   | WEATHERFORD INTE               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   55350000 | PA      | $55794202.02  | 0.24%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM SE                 | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   45200000 | PA      | $38628484.55  | 0.16%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                 | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    3670000 | PA      | $3717996.63   | 0.02%             | 2028-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor Inc                                                               | OWENS & MINOR                  | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |    4769450 | PA      | $4754545.47   | 0.02%             | 2029-03-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   59581000 | PA      | $53324822.81  | 0.23%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Michaels Cos Inc/The                                                            | MICHAELS COS INC               | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   34950000 | PA      | $26549575.28  | 0.11%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                  | TRANSOCEAN INC                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   62323000 | PA      | $64349768.27  | 0.27%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ALBERTA ENERGY                 | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   43158000 | PA      | $48045882.17  | 0.20%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   17300000 | PA      | $17027639.35  | 0.07%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51977000 | PA      | $49529409.83  | 0.21%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                            | PETSMART INC/PE                | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   88961000 | PA      | $82500993.79  | 0.35%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44240000 | PA      | $45083325.00  | 0.19%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230228           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2455.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   54450000 | PA      | $51413587.04  | 0.22%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C               | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10100000 | PA      | $8692242.30   | 0.04%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | SUNOCO LP/FIN                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11360000 | PA      | $11135694.64  | 0.05%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                              | ILIAD HOLDING                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   16550000 | PA      | $15539364.15  | 0.07%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31050000 | PA      | $31151881.26  | 0.13%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                 | NORTHRIVER MIDST               | CUSIP: N/A<br>LEI: 549300SOLNLY3BL6GF18       | Long             | LON              | CORP              | CA        |   22692750 | PA      | $22644119.44  | 0.10%             | 2025-10-01      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ SECURED FINAN               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   58570000 | PA      | $50156629.18  | 0.21%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        297 | NC      | $-20911.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL RUBBERMAI               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    4166000 | PA      | $3957316.44   | 0.02%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  400000000 | PA      | $395562480.00 | 1.68%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co LLC / GD Finance Co Inc                                   | GO DADDY OP/FIN                | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   72140000 | PA      | $62401856.03  | 0.27%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Belo Corp                                                                       | BELO CORP                      | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29475000 | PA      | $28480218.75  | 0.12%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp VI                             | CROWN AMER/CAP                 | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12455000 | PA      | $12153022.67  | 0.05%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tronox Inc                                                                      | TRONOX INC                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   52820000 | PA      | $45161100.00  | 0.19%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                  | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  105830000 | PA      | $91228279.31  | 0.39%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Embarq Corp                                                                     | EMBARQ CORP                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30150000 | PA      | $14529285.60  | 0.06%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   27875000 | PA      | $27252470.69  | 0.12%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BC8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    1011000 | PA      | $747277.56    | 0.00%             | 2044-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                 | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   57485000 | PA      | $48223346.76  | 0.20%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                          | COMPASS GRP LLC                | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   11230000 | PA      | $10112048.22  | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230228           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2122.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   56180000 | PA      | $52320899.17  | 0.22%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                 | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   51536000 | PA      | $42970233.91  | 0.18%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | SOUTHWESTERN ENE               | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   71313000 | PA      | $66456914.88  | 0.28%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61182000 | PA      | $61373193.75  | 0.26%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd                                                   | CARNIVAL HLD BM                | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13530000 | PA      | $14609382.00  | 0.06%             | 2028-05-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14848180.37  | 0.06%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                 | YUM! BRANDS INC                | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   39610000 | PA      | $37130379.54  | 0.16%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES               | CUSIP: 16115EAQ0<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    3880000 | PA      | $3853325.00   | 0.02%             | 2029-12-08      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   79365000 | PA      | $66871422.02  | 0.28%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   26830000 | PA      | $23705857.92  | 0.10%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16820000 | PA      | $13667136.41  | 0.06%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                 | YUM! BRANDS INC                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   18090000 | PA      | $16478104.12  | 0.07%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1264587.51   | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                       | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   20930000 | PA      | $17982885.84  | 0.08%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTI               | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   43910000 | PA      | $44134698.01  | 0.19%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87090000 | PA      | $85293768.75  | 0.36%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS               | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20095000 | PA      | $20597081.21  | 0.09%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $2992070.54   | 0.01%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51985000 | PA      | $51093242.04  | 0.22%             | 2026-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   22330000 | PA      | $18528570.73  | 0.08%             | 2029-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| KAR Auction Services Inc                                                        | KAR AUCTION                    | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |   18656000 | PA      | $18336246.61  | 0.08%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTL LTD                   | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   35211631 | PA      | $35167616.31  | 0.15%             | 2025-04-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| TIBCO Software Inc                                                              | TIBCO SOFTWARE                 | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   13655000 | PA      | $12576255.00  | 0.05%             | 2029-03-30      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | PERMIAN RESR OPR               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   23474000 | PA      | $22049966.93  | 0.09%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SLM Corp                                                                        | SLM CORP                       | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |   10475000 | PA      | $9249235.82   | 0.04%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                                    | AMERIGAS PARTNER               | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34064202 | PA      | $32103360.93  | 0.14%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                              | BLUE RACER MID/F               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11960000 | PA      | $11824593.19  | 0.05%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22140000 | PA      | $20053546.55  | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Nokia of America Corp                                                           | LUCENT TECH                    | CUSIP: 549463AC1<br>LEI: 529900BF8WCYOHYGIJ13 | Long             | DBT              | CORP              | US        |   56315000 | PA      | $55135598.90  | 0.23%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc                                                       | BEACON ROOFING S               | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   21290000 | PA      | $18344877.65  | 0.08%             | 2029-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   48454000 | PA      | $42897512.84  | 0.18%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | COMMSCOPE FINANC               | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4166216.18   | 0.02%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  133629000 | PA      | $113706613.19 | 0.48%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                    | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2757000 | PA      | $3008652.29   | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                        | DANA INC                       | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $4105655.16   | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                 | TAYLOR MORRISON                | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    5967000 | PA      | $5869363.35   | 0.02%             | 2027-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Moog Inc                                                                        | MOOG INC                       | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    6260000 | PA      | $5806164.21   | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                      | GRIFOLS SA                     | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |   27965000 | PA      | $28528507.05  | 0.12%             | 2025-02-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   41996000 | PA      | $39892752.55  | 0.17%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AN1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4705254.37   | 0.02%             | 2024-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 08576PAA9<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   36204000 | PA      | $35155325.80  | 0.15%             | 2026-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SEC               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   43280000 | PA      | $40104546.83  | 0.17%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | AIRCASTLE LTD                  | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    6795000 | PA      | $6652729.28   | 0.03%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                            | KAISER ALUMINUM                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2672148.76   | 0.01%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman International Inc                                             | WILLIAMS SCOTSM                | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |   16235000 | PA      | $15046694.44  | 0.06%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Masonite International Corp                                                     | MASONITE INTL                  | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    7695000 | PA      | $6401767.99   | 0.03%             | 2030-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5948308.52   | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   43680000 | PA      | $36773195.66  | 0.16%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | CALPINE CORP                   | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1566002.42   | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Securities LLC                                                        | JPM TRIPARTY TREASURY          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   14600000 | PA      | $14600000.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                          | CREDIT ACCEPTANC               | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1692681.22   | 0.01%             | 2026-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Stericycle Inc                                                                  | STERICYCLE INC                 | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $4643266.37   | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                 | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   21118000 | PA      | $21138989.60  | 0.09%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                            | WESTERN DIGITAL                | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   63443000 | PA      | $61278954.83  | 0.26%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    7990000 | PA      | $8111277.57   | 0.03%             | 2025-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER               | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   46097306 | PA      | $44725911.07  | 0.19%             | 2028-10-21      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                  | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  139740000 | PA      | $110394600.00 | 0.47%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                    | HILTON WORLDWIDE               | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |    6436154 | PA      | $6424453.14   | 0.03%             | 2026-06-21      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI               | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    2167052 | PA      | $2043219.69   | 0.01%             | 2028-07-21      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   82190000 | PA      | $57328840.86  | 0.24%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                            | KAISER ALUMINUM                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5029000 | PA      | $4255898.87   | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM SE                 | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   22629000 | PA      | $21415084.04  | 0.09%             | 2028-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22182000 | PA      | $19010571.80  | 0.08%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    7545000 | PA      | $6675309.05   | 0.03%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   58744000 | PA      | $61410597.52  | 0.26%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17900000 | PA      | $18224437.50  | 0.08%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4900633.35   | 0.02%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN               | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   43980000 | PA      | $42424660.94  | 0.18%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp                                                               | IMOLA MERGER                   | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  253700000 | PA      | $220807592.04 | 0.94%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   43581000 | PA      | $42026206.86  | 0.18%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                          | OPEN TEXT HLDING               | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   68120000 | PA      | $57257871.59  | 0.24%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | PERMIAN RESR OPR               | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2540620.17   | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                      | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   46310000 | PA      | $45138463.05  | 0.19%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230228           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2832909.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                       | TELECOM IT CAP                 | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   22450000 | PA      | $18018284.69  | 0.08%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   75603000 | PA      | $61713219.87  | 0.26%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                      | VMED O2 UK FIN                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   94695000 | PA      | $79448200.66  | 0.34%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   16305000 | PA      | $15915828.84  | 0.07%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL               | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15210000 | PA      | $12861235.30  | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3531000 | PA      | $3927249.35   | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   57610000 | PA      | $46734743.69  | 0.20%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   62108000 | PA      | $56761747.09  | 0.24%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   71420000 | PA      | $63369397.61  | 0.27%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44384000 | PA      | $38584704.89  | 0.16%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   28386000 | PA      | $25102954.15  | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4993889.40   | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   23970000 | PA      | $19889480.95  | 0.08%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Century Communities Inc                                                         | CENTURY COMMUNIT               | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    9993000 | PA      | $9891263.87   | 0.04%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                                    | AMERIGAS PARTNER               | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31675994 | PA      | $30823400.72  | 0.13%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                       | TELECOM IT CAP                 | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   22295000 | PA      | $19233678.01  | 0.08%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | STANDARD INDS IN               | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   31779000 | PA      | $29767612.07  | 0.13%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   23820000 | PA      | $22747725.55  | 0.10%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL ESC               | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9093226.84   | 0.04%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | ADVANCED DRAINAG               | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2323790.21   | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3853624.94   | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22735000 | PA      | $14458219.58  | 0.06%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UPC Holding BV                                                                  | UPC HOLDING BV                 | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |   87652000 | PA      | $79560208.40  | 0.34%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Century Communities Inc                                                         | CENTURY COMMUNIT               | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   34362000 | PA      | $28912861.67  | 0.12%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                       | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $3039056.87   | 0.01%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912828R28<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  170250000 | PA      | $168973125.00 | 0.72%             | 2023-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQT MIDSTREAM PT               | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    8934000 | PA      | $8655368.82   | 0.04%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                                                    | ENERFLEX LTD                   | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |   35885000 | PA      | $36531230.00  | 0.16%             | 2027-10-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP II                 | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   12425000 | PA      | $9971489.67   | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   46530000 | PA      | $38444136.65  | 0.16%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive Inc                                                          | GROUP 1 AUTO                   | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    2504000 | PA      | $2199495.45   | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Black Knight InfoServ LLC                                                       | BLACK KNIGHT INF               | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   51266000 | PA      | $45615798.30  | 0.19%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC ROLLED P               | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    7205000 | PA      | $6944243.41   | 0.03%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       2019 | NC      | $1343624.78   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30463100 | PA      | $30920046.50  | 0.13%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | SQUARE INC                     | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $3964378.81   | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                 | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1441179.63   | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   10405000 | PA      | $9257559.59   | 0.04%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   65315000 | PA      | $46957424.37  | 0.20%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Grifols Escrow Issuer SA                                                        | GRIFOLS ESCROW                 | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   14355000 | PA      | $12481335.30  | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Peraton Corp                                                                    | PERATON CORP                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   16603684 | PA      | $16482128.73  | 0.07%             | 2028-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    5565000 | PA      | $5106850.19   | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -630 | NC      | $-1071308.30  | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                                                                 | CEMEX SAB                      | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |   11035000 | PA      | $11343980.00  | 0.05%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | STANDARD INDS IN               | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   14735000 | PA      | $14031636.27  | 0.06%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                       | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   55270000 | PA      | $50398466.83  | 0.21%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   18435000 | PA      | $15758243.90  | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                             | NOVA CHEMICALS                 | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   34594000 | PA      | $32149520.85  | 0.14%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   13391000 | PA      | $13641158.75  | 0.06%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Gap Inc/The                                                                     | GAP INC/THE                    | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   21580000 | PA      | $16580111.46  | 0.07%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes Sarl                                           | TELENET FIN LUX                | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |   96200000 | PA      | $89526125.00  | 0.38%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                          | TK ELEVATOR MID                | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |   20249000 | PA      | $19875471.42  | 0.08%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   36090000 | PA      | $33485818.14  | 0.14%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | ZAYO GROUP HOLDI               | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   10230000 | PA      | $8524147.50   | 0.04%             | 2027-03-09      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     700000 | PA      | $632872.84    | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings Inc                                          | AXALTA COATING S               | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |   14560000 | PA      | $14530093.76  | 0.06%             | 2029-12-20      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   12165000 | PA      | $11569438.22  | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd                                                                      | GOEASY LTD                     | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   29748000 | PA      | $26638964.83  | 0.11%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   96080000 | PA      | $85949088.44  | 0.37%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Enact Holdings Inc                                                              | GENWORTH MTGE                  | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45900000 | PA      | $45210442.46  | 0.19%             | 2025-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                      | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   97192000 | PA      | $94489033.13  | 0.40%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | STANDARD INDS IN               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   53906000 | PA      | $46218183.95  | 0.20%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    8810000 | PA      | $8687022.10   | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-30

**Name of Applicant:** VANGUARD FIXED INCOME SECURITIES FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer