# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0000106444-26-000140
**Filing Date:** 2026-3
**Character Count:** 176254
**Document Hash:** d4ef80706d34de0b1ff19fafe85c5913
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000106444-26-000140.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000106444-26-000140

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUNDS
- **CENTRAL INDEX KEY:** 0000106444

**ORGANIZATION NAME:**
- **EIN:** 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:** 26819641

**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 Active ETF (Series ID: S000095284)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000264003 | ETF Shares   | VGHY            |

## 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 ACTIVE ETF

- **b. EDGAR series identifier (if any):** S000095284

- **c. LEI of Series:** 529900R49XEO8REB6W83

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $194982985.33

**Total Liabilities:** $3595406.92

**Net Assets:** $191387578.41

**Cash Not Reported:** $20240.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -18.67326828 | **1-Year:** -140.24772961 | **5-Year:** -289.87994937 | **10-Year:** -110.85427890 | **30-Year:** 0.00000000

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

- **3-Month:** -732.80770097 | **1-Year:** -13262.71361322 | **5-Year:** -29478.77171545 | **10-Year:** -7342.07226902 | **30-Year:** -374.71480290

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264003 | 0.76%                | 0.78%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2357.22                | $273546.75                                 |
| Month 2  | $-3674.51                | $367515.66                                 |
| Month 3  | $-35395.34               | $-136797.16                                |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. High Yield 2% Issuer Capped Total Return Index

- **Index Identifier:** I05273US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Herc Holdings Inc                                                              | HERC HOLDINGS                  | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75353.16     | 0.04%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                            | GRAPHIC PACKAGIN               | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    914000 | PA      | $912310.54    | 0.48%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                               | HILTON DOMESTIC                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20524.02     | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                 | WYNN MACAU LTD                 | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $419486.21    | 0.22%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                 | NRG ENERGY INC                 | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156028.68    | 0.08%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                      | MGM RESORTS                    | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7983.21      | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                    | ASURION LLC                    | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    448249 | PA      | $449182.45    | 0.23%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | ICE: (CDX.NA.HY.45.V2)         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -5242050 | NC      | $439215.64    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                             | BAUSCH + LOMB CO               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    487600 | PA      | $490342.75    | 0.26%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                               | CSC HOLDINGS LLC               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    580000 | PA      | $423356.24    | 0.22%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| TransAlta Corp                                                                 | TRANSALTA CORP                 | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $195237.42    | 0.10%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                      | CLARIOS GLOBAL                 | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     40000 | PA      | $41844.55     | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings LLC                                                               | UWM HOLDINGS                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131093.09    | 0.07%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1260.34      | 0.00%             |  |  |  | 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        |    383000 | PA      | $377337.01    | 0.20%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                               | WULF COMPUTE LLC               | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $766504.39    | 0.40%             | 2030-10-15      | 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       |    824000 | PA      | $832613.75    | 0.44%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co                                                                    | ACUSHNET                       | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318982.12    | 0.17%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | US 5YR NOTE (CBT) Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -28 | NC      | $-7053.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockies Express Pipeline LLC                                                   | ROCKIES EXPRESS                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209427.02    | 0.11%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    562000 | PA      | $554711.56    | 0.29%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                 | WYNN MACAU LTD                 | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $419974.62    | 0.22%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                           | ONEMAIN FINANCE                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    705000 | PA      | $727912.66    | 0.38%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                    | MIDCONTINENT COM               | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1342767.41   | 0.70%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                       | ALLISON TRANS                  | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177429.38    | 0.09%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                          | WR GRACE HOLDING               | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $965995.12    | 0.50%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1860.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                         | MINERVA MERGER                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    368000 | PA      | $357025.32    | 0.19%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health Inc                                                           | LIFEPOINT HEALTH               | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    188000 | PA      | $198674.97    | 0.10%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                | PERMIAN RESR OPR               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    652000 | PA      | $682847.93    | 0.36%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc                                          | ASURION LLC/CO                 | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151698.95    | 0.08%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                            | GRAPHIC PACKAGIN               | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129146.81    | 0.07%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                         | ADVANCE AUTO PAR               | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    421000 | PA      | $426651.53    | 0.22%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  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        |    335000 | PA      | $326053.42    | 0.17%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                  | GENMAB/GENMAB                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    955000 | PA      | $979909.21    | 0.51%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | TALLGRASS NRG                  | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $702236.45    | 0.37%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                   | ENTEGRIS INC                   | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    385000 | PA      | $382103.61    | 0.20%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                               | CHS/COMMUNITY                  | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    748000 | PA      | $746469.89    | 0.39%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                          | BELRON UK FINANC               | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $448495.51    | 0.23%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                       | BUILDERS FIRSTSO               | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200065.01    | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC    | ARDAGH METAL PAC               | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    450000 | PA      | $427454.04    | 0.22%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                   | TRANSOCEAN LTD                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $158277.22    | 0.08%             | 2032-10-15      | Fixed         | 7.88%                 | 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        |    353000 | PA      | $302679.39    | 0.16%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                  | FREE MTGE HOLD                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372455.28    | 0.19%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC    | ARDAGH METAL PAC               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | N/A       |    700000 | PA      | $845159.44    | 0.44%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                           | SIX FLAGS ENTE                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95985.30     | 0.05%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                                        | VERSANT MEDIA GR               | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245905.00    | 0.13%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                 | ROCKET COS INC                 | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $376902.44    | 0.20%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                          | SS&C TECH INC                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    730000 | PA      | $729406.96    | 0.38%             | 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        |    635000 | PA      | $658042.61    | 0.34%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EURO-SCHATZ FUT   Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -1 | NC      | $-0.70        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                | MPT OP PTNR/FINL               | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $395218.27    | 0.21%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                               | LIGHT & WONDER                 | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     80000 | PA      | $78575.04     | 0.04%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                          | TENET HEALTHCARE               | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98298.44     | 0.05%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                               | AMC NETWORKS INC               | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    827000 | PA      | $891705.86    | 0.47%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Organon & Co                                                                   | ORGANON                        | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    550000 | PA      | $532517.70    | 0.28%             | 2031-05-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                       | LAMB WESTON HLD                | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155469.29    | 0.08%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Atkore Inc                                                                     | ATKORE INC                     | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190758.45    | 0.10%             | 2031-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                          | WR GRACE HOLDING               | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103137.35    | 0.05%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                    | MCAFEE CORP                    | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    383065 | PA      | $331830.34    | 0.17%             | 2029-03-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                           | XPLR INFRAST OP                | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    525000 | PA      | $520233.23    | 0.27%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                      | CAESARS ENT                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    595000 | PA      | $578472.42    | 0.30%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Froneri US Inc                                                                 | FRONERI US INC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    770000 | PA      | $767473.63    | 0.40%             | 2032-09-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                         | ENERGIZER HLDGS                | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110430.23    | 0.06%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                              | CLARIOS GLOBAL L               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    361250 | PA      | $361069.38    | 0.19%             | 2030-05-06      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                               | CHS/COMMUNITY                  | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161603.18    | 0.08%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group Inc                                                        | VERSANT MEDIA GR               | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |     65000 | PA      | $64886.25     | 0.03%             | 2031-01-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                  | CARNIVAL CORP                  | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    340000 | PA      | $343862.07    | 0.18%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                 | SOUTH BOW CANADI               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $544592.58    | 0.28%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                                  | VIRGIN MEDIA VI                | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    235000 | PA      | $233006.27    | 0.12%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                      | MELCO RESORTS                  | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $74994.52     | 0.04%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                      | MELCO RESORTS                  | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    380000 | PA      | $379007.98    | 0.20%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                          | TENET HEALTHCARE               | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1086618.56   | 0.57%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings Inc                                                             | OSAIC HOLDINGS                 | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31073.62     | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                  | JH NORTH AMERICA               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81676.97     | 0.04%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $827674.81    | 0.43%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                 | NRG ENERGY INC                 | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376339.24    | 0.20%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC          | ALBERTSONS COS                 | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $475331.53    | 0.25%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                    | BIOMARIN PHARM                 | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70283.13     | 0.04%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                   | UNIVISION COMM                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    760000 | PA      | $818174.24    | 0.43%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                      | CAESARS ENT                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $979278.03    | 0.51%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                            | CHURCHILL DOWNS                | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19933.02     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  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        |    125000 | PA      | $92406.16     | 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        |    420000 | PA      | $388445.79    | 0.20%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1602000 | PA      | $1529096.49   | 0.80%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                        | TALEN ENERGY SUP               | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456211.17    | 0.24%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FMC Corp                                                                       | FMC CORP                       | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    540000 | PA      | $478566.77    | 0.25%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                   | NCL CORP                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $195460.21    | 0.10%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                | CHEMOURS CO                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    629000 | PA      | $624197.89    | 0.33%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                 | NRG ENERGY INC                 | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95859.52     | 0.05%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                 | SAZERAC CO INC                 | CUSIP: 80583EAP1<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    565000 | PA      | $563705.02    | 0.29%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                          | TENET HEALTHCARE               | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143016.75    | 0.07%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                          | VENTURE GLOBAL                 | CUSIP: 922966AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    674000 | PA      | $738957.65    | 0.39%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                       | HAWAIIAN ELEC CO               | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1024561.64   | 0.54%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings Inc                                                             | OSAIC HOLDINGS                 | CUSIP: 00791GAE7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20739.73     | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                    | MATCH GROUP II                 | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    690000 | PA      | $689860.40    | 0.36%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                           | ONEMAIN FINANCE                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207376.51    | 0.11%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                         | VENTURE GLOBAL L               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1187881.62   | 0.62%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                   | SM ENERGY CO                   | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    980000 | PA      | $982501.35    | 0.51%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                             | OWENS-BROCKWAY                 | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    893000 | PA      | $908243.31    | 0.47%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC  | SIX FLAGS ENTE                 | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $954143.41    | 0.50%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                | FAIR ISAAC CORP                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    493000 | PA      | $484917.78    | 0.25%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                       | SERVICE PROP                   | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    690000 | PA      | $698199.63    | 0.36%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                      | ROGERS COMMUNIC                | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $320055.65    | 0.17%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Lavender US HoldCo 1 Inc                                                       | LAVENDER US HOLD               | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |    200000 | PA      | $200625.00    | 0.10%             | 2032-12-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                      | CLARIOS GLOBAL                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $120146.71    | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC  | HOWDEN UK REF                  | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    843000 | PA      | $860508.12    | 0.45%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                 | OPAL BIDCO                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   1940000 | PA      | $1980719.30   | 1.03%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260203           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-6663.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| X Corp                                                                         | X CORP                         | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380000 | PA      | $392943.56    | 0.21%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                   | TRANSOCEAN LTD                 | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     99000 | PA      | $100719.89    | 0.05%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                      | BLOCK INC                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    228000 | PA      | $232072.05    | 0.12%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                  | TRANSDIGM INC                  | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    763088 | PA      | $762523.58    | 0.40%             | 2032-08-19      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                      | BALL CORP                      | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269535.45    | 0.14%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                      | BALL CORP                      | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73625.04     | 0.04%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                     | FIRST QUANTUM                  | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $521249.58    | 0.27%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery PLC/ Brightstar Global Solutions Corp                       | BRIGHTSTAR/BRIGH               | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     90000 | PA      | $89427.07     | 0.05%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                               | LAMAR MEDIA CORP               | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $206146.85    | 0.11%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                           | XPLR INFRAST OP                | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1287201.12   | 0.67%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                       | VISTRA OPERATION               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210073.42    | 0.11%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                         | CHAMP ACQUISITIO               | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $214070.55    | 0.11%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                      | SUNOCO LP                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392370.39    | 0.21%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                        | STUDIO CITY FIN                | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    760000 | PA      | $735972.97    | 0.38%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC          | ALBERTSONS COS                 | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95344.76     | 0.05%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                      | AADVANTAGE LOYAL               | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    249372 | PA      | $248873.12    | 0.13%             | 2028-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc                                                             | OSAIC HOLDINGS                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331679.08    | 0.17%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                     | DAVITA INC                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $963969.19    | 0.50%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                                 | SNF GROUP SACA                 | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    663000 | PA      | $652805.79    | 0.34%             | 2027-03-15      | Fixed         | 3.12%                 | 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        |    609000 | PA      | $586573.46    | 0.31%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                            | BRANDYWINE OPER                | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1460352.99   | 0.76%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3423.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd                                                 | TRANSOCEAN TITAN               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    233143 | PA      | $238220.78    | 0.12%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $251.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                  | CLEARWAY ENERGY                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    704000 | PA      | $702545.13    | 0.37%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                      | BLOCK INC                      | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76547.12     | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | US LONG BOND(CBT) Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         5 | NC      | $-2486.02     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                | SUNOCO LP/FIN                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $544679.04    | 0.28%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                      | CAESARS ENT                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82630.74     | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EURO-BUND FUTURE  Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -1 | NC      | $-190.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                                       | FMC CORP                       | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40285.07     | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                         | ADVANCE AUTO PAR               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    676000 | PA      | $686676.11    | 0.36%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                            | GRAY MEDIA                     | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $85145.90     | 0.04%             | 2031-11-15      | Fixed         | 5.38%                 | 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        |    950000 | PA      | $853552.31    | 0.45%             | 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        |    583000 | PA      | $574976.17    | 0.30%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                   | ZF NA CAPITAL                  | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76610.08     | 0.04%             | 2030-04-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                           | RANGE RESOURCES                | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512906.29    | 0.27%             | 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       |    130000 | PA      | $123903.76    | 0.06%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Flash Compute LLC                                                              | FLASH COMPUTE                  | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $205716.27    | 0.11%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                | CA BUYER/ATLANTI               | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    340000 | PA      | $339236.81    | 0.18%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                       | ALLISON TRANS                  | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    320000 | PA      | $301561.54    | 0.16%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                         | ADVANCE AUTO PAR               | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99048.64     | 0.05%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc                                                      | QXO BLDG PRODUCT               | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    860000 | PA      | $886993.29    | 0.46%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | TALLGRASS NRG                  | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $265017.53    | 0.14%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                               | LIGHT & WONDER                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472031.16    | 0.25%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                                                  | CABLE ONE INC                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    681000 | PA      | $496211.91    | 0.26%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                 | TEVA PHARMACEUTI               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104706.78    | 0.05%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                      | BETCLIC EVEREST                | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |    125000 | PA      | $149585.76    | 0.08%             | 2031-12-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd                                                     | ARDONAGH GROUP                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   1218000 | PA      | $1255679.24   | 0.66%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                       | CLD SFTWR GRP IN               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346002.59    | 0.18%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                               | CHS/COMMUNITY                  | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    368000 | PA      | $396483.22    | 0.21%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                | GENESIS ENERGY                 | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $371190.60    | 0.19%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                            | MEDLINE BORROWER               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    702000 | PA      | $687184.70    | 0.36%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                           | FLUTTER TREASURY               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1145000 | PA      | $1164024.52   | 0.61%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                      | JETBLUE AIRW/LOY               | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1039000 | PA      | $1043799.65   | 0.55%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                         | CREDIT ACCEPTANC               | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $434822.45    | 0.23%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2948000 | PA      | $2964237.02   | 1.55%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                            | GRAY MEDIA                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    643000 | PA      | $662716.19    | 0.35%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                  | TEVA PHARMACEUCI               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    293000 | PA      | $303284.96    | 0.16%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                              | AMER AXLE & MFG                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76545.28     | 0.04%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                   | NCL CORP                       | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1056000 | PA      | $1079165.82   | 0.56%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                          | VENTURE GLOBAL                 | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77203.59     | 0.04%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                               | AMERITEX HOLDCO                | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $830989.77    | 0.43%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                         | VENTURE GLOBAL L               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1252195.66   | 0.65%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                     | DAVITA INC                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260132.39    | 0.14%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                | MPT OP PTNR/FINL               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    700000 | PA      | $864858.98    | 0.45%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                          | CIVITAS RESOURCE               | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    411000 | PA      | $449429.53    | 0.23%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                           | ONEMAIN FINANCE                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1005694.70   | 0.53%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                 | ROCKET COS INC                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $512084.17    | 0.27%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                                 | SNF GROUP SACA                 | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    530000 | PA      | $498095.91    | 0.26%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp                                                        | SBA COMMUNICATIO               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    273000 | PA      | $271057.38    | 0.14%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                      | PANTHER ESCROW                 | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1584257.41   | 0.83%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                     | PERFORMANCE FOOD               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1328466.11   | 0.69%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                     | RHP HOTEL PPTY                 | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41403.14     | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                            | GRAPHIC PACKAGIN               | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217286.38    | 0.11%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                               | HILTON DOMESTIC                | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35823.46     | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc                                                           | BWX TECHNOLOGIES               | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    704000 | PA      | $690168.53    | 0.36%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                         | FRONERI LUX FINC               | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |   1058000 | PA      | $1070887.90   | 0.56%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                   | CCO HOLDINGS LLC               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $168979.82    | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                           | BOOTS GROUP FINC               | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    195000 | PA      | $195487.50    | 0.10%             | 2032-08-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                  | UNITED WHOLESALE               | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70109.68     | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                   | ENTEGRIS INC                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38549.81     | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                           | ONEMAIN FINANCE                | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308869.23    | 0.16%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                  | TOPBUILD CORP                  | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126049.46    | 0.07%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                   | NOVELIS CORP                   | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73240.05     | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                 | NRG ENERGY INC                 | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181808.17    | 0.09%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-46.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                   | RIVERS LLC/CORP                | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $218298.91    | 0.11%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                        | DARLING INGREDIE               | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    860000 | PA      | $860266.07    | 0.45%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                            | CHURCHILL DOWNS                | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82514.73     | 0.04%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                 | NISSAN MOTOR ACC               | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216646.58    | 0.11%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                             | BURFORD CAPITAL                | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396019.42    | 0.21%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies Inc                                                           | BWX TECHNOLOGIES               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739123.70    | 0.39%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                               | ALTICE FRANCE                  | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1298402 | PA      | $1268469.43   | 0.66%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                              | NEWELL RUBBERMAI               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72424.86     | 0.04%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                               | AMC NETWORKS INC               | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    505000 | PA      | $441019.76    | 0.23%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                   | CHARLES RIVER LA               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    355000 | PA      | $342591.29    | 0.18%             | 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        |    100000 | PA      | $95020.52     | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                 | BOMBARDIER INC                 | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $515036.56    | 0.27%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                      | BETCLIC EVEREST                | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | LON              | CORP              | FR        |     40000 | PA      | $40083.32     | 0.02%             | 2031-12-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                  | GOODYEAR TIRE                  | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401747.88    | 0.21%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                         | ENERGIZER HLDGS                | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1527475.81   | 0.80%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                  | TRANSDIGM INC                  | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40708.47     | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                             | RYAN SPECIALTY G               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204642.83    | 0.11%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                   | BREAD FINANCIAL                | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    530000 | PA      | $545342.38    | 0.28%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                 | NRG ENERGY INC                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196451.43    | 0.10%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                          | VENTURE GLOBAL                 | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $125821.86    | 0.07%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EW Scripps Co/The                                                              | EW SCRIPPS                     | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258916.18    | 0.14%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                   | FOCUS FINANCIAL                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81913.12     | 0.04%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                              | NEWELL BRANDS I                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212435.12    | 0.11%             | 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        |    365000 | PA      | $360144.35    | 0.19%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                          | QUIKRETE HOLDING               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    593000 | PA      | $615497.16    | 0.32%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                   | UNITED AIRLINES                | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65659.38     | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                           | EXCELERATE ENERG               | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $727399.41    | 0.38%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $703609.38    | 0.37%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                        | TALEN ENERGY SUP               | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143481.94    | 0.07%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1518.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc                                          | ASURION LLC/CO                 | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1238822.90   | 0.65%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | US ULTRA BOND CBT Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         2 | NC      | $-1663.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                                                | CHEMOURS CO                    | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    484000 | PA      | $485127.09    | 0.25%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Gates Corp/DE                                                                  | GATES CORP/DE                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    960000 | PA      | $997622.41    | 0.52%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                     | RHP HOTEL PPTY                 | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $458326.12    | 0.24%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | US 2YR NOTE (CBT) Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        31 | NC      | $437.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                  | FREE MTGE HOLD                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    674000 | PA      | $714061.21    | 0.37%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                         | ASCENT RESOUR/AR               | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77634.30     | 0.04%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                              | NEWELL BRANDS I                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370530.70    | 0.19%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                          | FREEDOM MORTGAGE               | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369985.05    | 0.19%             | 2027-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Men's Wearhouse LLC/The                                                        | MEN'S WEARHOUSE                | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244408.06    | 0.13%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                   | HUDSON PACIFIC                 | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206661.05    | 0.11%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp                                                           | JETBLUE AIRWAYS                | CUSIP: N/A<br>LEI: 54930070J9H97ZO93T57       | Long             | LON              | CORP              | US        |    398990 | PA      | $381633.84    | 0.20%             | 2029-08-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                  | CARNIVAL CORP                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    749000 | PA      | $774387.61    | 0.40%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                          | QUIKRETE HOLDING               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222990.85    | 0.12%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2715.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                       | CLD SFTWR GRP IN               | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    114712 | PA      | $110926.99    | 0.06%             | 2031-03-24      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                          | AMERICAN AIRLINE               | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432858.17    | 0.23%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hopper Merger Sub Inc                                                          | HOPPER MERGER SU               | CUSIP: N/A<br>LEI: 9845009E9B4548A5N478       | Long             | LON              | CORP              | US        |    605000 | PA      | $600160.00    | 0.31%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                      | SUNOCO LP                      | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539495.49    | 0.28%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                           | COMMERCIAL METAL               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163482.58    | 0.09%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  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        |    394090 | NS      | $394089.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp                                                           | ONEMAIN FINANCE                | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112427.70    | 0.06%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                             | CNX RESOURCES CO               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    675000 | PA      | $679170.70    | 0.35%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                          | WR GRACE HOLDING               | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99513.74     | 0.05%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                   | WYNDHAM HOTELS &               | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29662.99     | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                         | MIWD HLD/MIWD FI               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $169792.89    | 0.09%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    543000 | PA      | $538503.28    | 0.28%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7000 | PA      | $7041.56      | 0.00%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                              | HERC HOLDINGS                  | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236554.88    | 0.12%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                            | CLYDESDALE ACQUI               | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      2960 | PA      | $2941.51      | 0.00%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd                                                          | TRANSOCEAN AQUIL               | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     54231 | PA      | $55732.07     | 0.03%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                          | TENET HEALTHCARE               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    329000 | PA      | $341870.53    | 0.18%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                             | OWENS-BROCKWAY                 | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165000.02    | 0.09%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                   | BMRN 7/30/2033                 | CUSIP: 09075UAD6<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |     25000 | PA      | $25015.63     | 0.01%             | 2033-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                  | TRANSDIGM INC                  | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269314.85    | 0.14%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM | EF/ELLINGTON 5                 | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    190000 | PA      | $192543.58    | 0.10%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                          | L BRANDS INC                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    573000 | PA      | $586350.99    | 0.31%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1015000 | PA      | $1016268.75   | 0.53%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                          | CIVITAS RESOURCE               | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1078858.90   | 0.56%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                          | HUB INTL LTD                   | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115250.62    | 0.06%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                 | TEVA PHARMACEUCI               | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $163643.94    | 0.09%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                          | QNITY ELECTRONIC               | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458203.99    | 0.24%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                       | WARNERMEDIA HLDG               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    559000 | PA      | $394923.39    | 0.21%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                        | UKG INC                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    815000 | PA      | $814559.42    | 0.43%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp                                                                 | WHIRLPOOL CORP                 | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    904000 | PA      | $891705.06    | 0.47%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                               | CSC HOLDINGS LLC               | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29972.61     | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                            | GRAPHIC PACKAGIN               | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101757.90    | 0.05%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                 | BOMBARDIER INC                 | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $289860.98    | 0.15%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                   | HILTON WORLDWIDE               | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145045.50    | 0.08%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                    | ALLIED UNIVERSAL               | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    520000 | PA      | $546378.16    | 0.29%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2231625.00   | 1.17%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                          | DIRECTV FINANCIN               | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1115571.16   | 0.58%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Chobani LLC                                                                    | CHOBANI LLC                    | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     65000 | PA      | $65162.50     | 0.03%             | 2032-10-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1313.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                           | COMMERCIAL METAL               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194468.55    | 0.10%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                         | FRONERI LUX FINC               | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $238783.64    | 0.12%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                  | TRANSDIGM INC                  | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     40000 | PA      | $39971.36     | 0.02%             | 2032-01-20      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                   | NAVIENT CORP                   | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    760000 | PA      | $742983.74    | 0.39%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC          | ALBERTSONS COS                 | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81299.43     | 0.04%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                           | XPLR INFRAST OP                | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178533.55    | 0.09%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                         | CREDIT ACCEPTANC               | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $482015.40    | 0.25%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Orion US Finco Inc                                                             | ORION US FINCO                 | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $199900.00    | 0.10%             | 2032-10-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                | AMERICAN AIRLINE               | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     16667 | PA      | $16689.24     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                     | DAVITA INC                     | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76908.56     | 0.04%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                    | MCAFEE CORP                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    646000 | PA      | $514310.68    | 0.27%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                           | SPRINGLEAF FIN                 | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307911.36    | 0.16%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                              | NEWELL BRANDS I                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    328000 | PA      | $344110.54    | 0.18%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                | SEALED AIR CORP                | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458328.19    | 0.24%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    397000 | PA      | $402799.92    | 0.21%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                               | CSC HOLDINGS LLC               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    840000 | PA      | $510554.84    | 0.27%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                          | LIMITED BRANDS                 | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109704.51    | 0.06%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                          | VENTURE GLOBAL                 | CUSIP: 922966AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $424918.75    | 0.22%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc          | KEHE DIS/FIN/NXT               | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $429842.75    | 0.22%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                              | POST HOLDINGS IN               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66275.91     | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                 | WYNN MACAU LTD                 | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1025000 | PA      | $1038508.91   | 0.54%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                     | AIR CANADA                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    987000 | PA      | $983096.90    | 0.51%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                           | COMMERCIAL METAL               | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233828.11    | 0.12%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                           | CLEVELAND-CLIFFS               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    263000 | PA      | $277376.22    | 0.14%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                                 | DAWN BIDCO LLC                 | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    585000 | PA      | $563689.04    | 0.29%             | 2032-10-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                       | LAMB WESTON HLD                | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    700000 | PA      | $676633.84    | 0.35%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                    | ALLIED UNIVERSAL               | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $166589.09    | 0.09%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                            | NISSAN MOTOR CO                | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    710000 | PA      | $759115.62    | 0.40%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Graham Packaging Co Inc                                                        | GRAHAM PKG CO IN               | CUSIP: 38469EAH6<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |     95000 | PA      | $94813.42     | 0.05%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                   | TRANSOCEAN LTD                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $559928.98    | 0.29%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                   | UNIVISION COMM                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172188.56    | 0.09%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                  | OLYMPUS WTR HLDG               | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1340793.74   | 0.70%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                | PERMIAN RESR OPR               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211439.58    | 0.11%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                       | CLD SFTWR GRP IN               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99384.09     | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                            | GRAY MEDIA                     | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11570.93     | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                          | TENET HEALTHCARE               | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75019.80     | 0.04%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Boyne USA Inc                                                                  | BOYNE USA                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $207288.42    | 0.11%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                            | ROCKET SOFTWARE                | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1011401.00   | 0.53%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp                                                              | DISH NETWORK                   | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1039286.59   | 0.54%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                   | PHOENIX AVIATION               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |   1075000 | PA      | $1127495.37   | 0.59%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                  | GOODYEAR TIRE                  | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38117.68     | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                            | BRANDYWINE OPER                | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    395000 | PA      | $382675.47    | 0.20%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                   | PATTERN ENERGY                 | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $722795.58    | 0.38%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco Inc                                                        | FIRST STUDENT BI               | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    164839 | PA      | $164485.39    | 0.09%             | 2030-08-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                      | CARPENTER TECH                 | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127001.87    | 0.07%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                              | CLEAN HARBORS IN               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    867000 | PA      | $868514.95    | 0.45%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                 | NISSAN MOTOR ACC               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    860000 | PA      | $857639.76    | 0.45%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                   | COTIVITI                       | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    475000 | PA      | $444125.00    | 0.23%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                 | DIAMOND FRGN/FIN               | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    824000 | PA      | $876447.81    | 0.46%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    296000 | PA      | $299237.50    | 0.16%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                       | DIRECTV FIN/DTV                | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $618132.92    | 0.32%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                | FAIR ISAAC CORP                | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119969.92    | 0.06%             | 2026-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                       | CLD SFTWR GRP IN               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    765000 | PA      | $773714.99    | 0.40%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                               | HILTON DOMESTIC                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457159.27    | 0.24%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA SECURITY                 | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102120.73    | 0.05%             | 2028-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                  | FREE MTGE HOLD                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73187.06     | 0.04%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                         | ENERGIZER HLDGS                | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    276000 | PA      | $272786.95    | 0.14%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                   | TRANSOCEAN LTD                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $46924.12     | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                   | CCO HOLDINGS LLC               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $89082.89     | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Tailored Brands Inc                                                            | TAILORED BRANDS                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10000 | PA      | $9991.70      | 0.01%             | 2031-01-22      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                               | ORGANON & CO/ORG               | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $552404.38    | 0.29%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                        | VZ SECURED FINAN               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $117423.67    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                              | NEWELL RUBBERMAI               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    762000 | PA      | $643040.68    | 0.34%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC    | ARDAGH METAL PAC               | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    545000 | PA      | $560157.70    | 0.29%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                               | ALTICE FRANCE                  | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    259487 | PA      | $253965.10    | 0.13%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                             | CLEAR CHANNEL OU               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    636000 | PA      | $637165.68    | 0.33%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA SECURITY                 | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    671000 | PA      | $688565.53    | 0.36%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp                                                                 | WHIRLPOOL CORP                 | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175625.37    | 0.09%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                              | CHORD ENERGY                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316185.06    | 0.17%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC  | HOWDEN UK REF                  | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    398000 | PA      | $411588.65    | 0.22%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                          | SCRIPPS ESCROW                 | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    468000 | PA      | $432529.25    | 0.23%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                    | STARWOOD PROP TR               | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129048.75    | 0.07%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                    | BEACH ACQUISITIO               | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    996075 | PA      | $1096226.70   | 0.57%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                                               | AMC NETWORKS INC               | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    480000 | PA      | $500504.98    | 0.26%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                   | SM ENERGY CO                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520674.70    | 0.27%             | 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        |     75000 | PA      | $80131.99     | 0.04%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Magnera Corp                                                                   | MAGNERA CORP                   | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    704000 | PA      | $666945.76    | 0.35%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    792000 | PA      | $762423.75    | 0.40%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                   | CCO HOLDINGS LLC               | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $403817.42    | 0.21%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  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        |   1702000 | PA      | $1703747.36   | 0.89%             | 2026-07-15      | Fixed         | 6.62%                 | 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        |    250000 | PA      | $238616.23    | 0.12%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                             | CIPHER COMPUTE                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $685109.65    | 0.36%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                   | ZF NA CAPITAL                  | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $2143059.56   | 1.12%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                              | POST HOLDINGS IN               | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495065.77    | 0.26%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                           | HOWARD MIDSTREAM               | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $276935.86    | 0.14%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                  | TRANSDIGM INC                  | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314307.67    | 0.16%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl   | ATLAS LUXCO 4                  | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     75000 | PA      | $73987.16     | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | 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        |    630000 | PA      | $575588.90    | 0.30%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                 | NISSAN MOTOR ACC               | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35118.65     | 0.02%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                       | COMPOSECURE HOLD               | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49875.00     | 0.03%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                     | DAVITA INC                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154347.47    | 0.08%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                   | UNIVISION COMM                 | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124197.40    | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | TALLGRASS NRG                  | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $177593.44    | 0.09%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                       | SERVICE PROP                   | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    313000 | PA      | $284063.81    | 0.15%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                               | CSC HOLDINGS LLC               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $145628.28    | 0.08%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                           | FRONTIER COMMUNI               | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $230206.38    | 0.12%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                 | NRG ENERGY INC                 | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148707.94    | 0.08%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                           | FRONTIER COMMUNI               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461000 | PA      | $463044.69    | 0.24%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                        | MITR BRDN / MIWD               | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    549000 | PA      | $564411.71    | 0.29%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                     | ALCOA NEDERLAND                | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1740000 | PA      | $1741818.60   | 0.91%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $301781.25    | 0.16%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp                                                              | IMOLA MERGER                   | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1190464.76   | 0.62%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                      | IQVIA INC                      | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1865169.06   | 0.97%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                   | TALLGRASS NRG                  | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $533734.52    | 0.28%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                  | GOODYEAR TIRE                  | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196350.89    | 0.10%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                   | UNIVISION COMM                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    620000 | PA      | $647209.67    | 0.34%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                           | CLEVELAND-CLIFFS               | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2256000 | PA      | $2220982.30   | 1.16%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                   | NOVELIS CORP                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1564838.41   | 0.82%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                               | CSC HOLDINGS LLC               | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    405000 | PA      | $323465.49    | 0.17%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                           | 1011778 BC ULC /               | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    345000 | PA      | $353739.71    | 0.18%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                   | ZF NA CAPITAL                  | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34886.70     | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions Inc                                                          | ELEMENT SOLN INC               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263338.49    | 0.14%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Science Applications International Corp                                        | SCIENCE APP                    | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166379.98    | 0.09%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Holdings US Inc                                              | GFL ENVIRON HOL                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $210512.79    | 0.11%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                      | CLARIOS GLOBAL                 | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    571000 | PA      | $591706.81    | 0.31%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco Inc                                                        | FIRST STUDENT BI               | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     30161 | PA      | $30104.81     | 0.02%             | 2030-08-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                         | ASCENT RESOUR/AR               | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    969000 | PA      | $975078.89    | 0.51%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                 | ALLIANT HOLDINGS               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $215651.01    | 0.11%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp                                                      | CALIFORNIA RESOU               | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    645000 | PA      | $650982.79    | 0.34%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | US 10YR NOTE (CBT)Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -20 | NC      | $4272.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $704063.67    | 0.37%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The                                                          | ADT SEC CORP                   | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380339.28    | 0.20%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                              | CLEAN HARBORS IN               | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219802.38    | 0.11%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA SECURITY                 | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $363960.63    | 0.19%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA SECURITY                 | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $73923.27     | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health Inc                                                           | LIFEPOINT HEALTH               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    194020 | PA      | $193373.43    | 0.10%             | 2031-05-19      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                          | TENET HEALTHCARE               | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196961.69    | 0.10%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC          | ALBERTSONS COS                 | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $363781.78    | 0.19%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                       | WARNERMEDIA HLDG               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    555000 | PA      | $488297.61    | 0.26%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                   | CCO HOLDINGS LLC               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2510440.87   | 1.31%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                          | L BRANDS INC                   | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    785000 | PA      | $793976.38    | 0.41%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                  | TRANSDIGM INC                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1199472.14   | 0.63%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                              | POST HOLDINGS IN               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630145.14    | 0.33%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                          | WR GRACE HOLDING               | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    799000 | PA      | $815474.23    | 0.43%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                       | HOSPITALITY PROP               | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    418000 | PA      | $369094.90    | 0.19%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                   | SM ENERGY CO                   | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30342.64     | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                              | CLEAN HARBORS IN               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122870.61    | 0.06%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EUR/USD FWD 20260318           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1280.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                 | 1261229 BC LTD                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1426000 | PA      | $1463589.47   | 0.76%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Valaris Ltd                                                                    | VALARIS                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    335000 | PA      | $350142.79    | 0.18%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                       | ENDO FINANCE                   | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    857828 | PA      | $857674.73    | 0.45%             | 2031-04-23      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | US TREASURY N/B                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    474000 | PA      | $478740.00    | 0.25%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                  | OLYMPUS WTR HLDG               | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    714000 | PA      | $731966.97    | 0.38%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                            | EURO-BOBL FUTURE  Mar26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -10 | NC      | $-4843.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries Inc/NY                                                     | STANDRD INDS NY                | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125543.06    | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer