# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0001752724-23-050260
**Filing Date:** 2023-3
**Character Count:** 300636
**Document Hash:** 2bacb6e41385f7b5d0c5d09c5c1e6ce3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050260.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050260

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUNDS
- **CENTRAL INDEX KEY:** 0000857490
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 23693835

**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 VARIABLE INSURANCE FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND INC
- **DATE OF NAME CHANGE:** 19910505

## Series and Classes Contracts Data

### High-Yield Bond Portfolio (Series ID: S000004402)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000012158 | High-Yield Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD VARIABLE INSURANCE FUNDS

- **b. Investment Company Act file number:** 811-05962

- **c. CIK number of Registrant:** 0000857490

- **d. LEI of Registrant:** 549300N9FZ0B1IR95761

- **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:** HIGH-YIELD BOND PORTFOLIO

- **b. EDGAR series identifier (if any):** S000004402

- **c. LEI of Series:** 4D0OP9VY0PK1J6L3W040

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $629714479.47

**Total Liabilities:** $1990983.85

**Net Assets:** $627723495.62

**Delayed Delivery Securities:** $1376487.00

**Cash Not Reported:** $1510513.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -190.28565432 | **1-Year:** -2764.79716484 | **5-Year:** -5666.75819778 | **10-Year:** -6136.86066835 | **30-Year:** -3819.40583656

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

- **3-Month:** -910.67771841 | **1-Year:** -33969.88041503 | **5-Year:** -129474.37205265 | **10-Year:** -52917.62879705 | **30-Year:** -6515.47005945

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012158 | 2.71%                | 2.49%                | -0.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3746074.13             | $16333108.29                               |
| Month 2  | $-2779524.64             | $16164089.91                               |
| Month 3  | $-768073.19              | $-4538785.51                               |

### Schedule of Portfolio Investments

| Name                                                                            | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192917.46    | 0.03%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO               | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $1736426.80   | 0.28%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                      | GRIFOLS SA                     | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |   1325000 | PA      | $1232766.97   | 0.20%             | 2027-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Quebecor Media Inc                                                              | QUEBECOR MEDIA                 | CUSIP: 74819RAP1<br>LEI: 5493006O1E1TBNKPQW25 | Long             | DBT              | CORP              | CA        |   2810000 | PA      | $2809295.50   | 0.45%             | 2023-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         2 | NC      | $-4924.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1956460.09   | 0.31%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                    | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2534459.99   | 0.40%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46656.74     | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD               | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200288.53    | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CDX-NAHYS39V1-5Y.Dec.2027      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -8050000 | NC      | $48493.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281790.39    | 0.04%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | COLUMBIA/HCA                   | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83910.47     | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1560351.03   | 0.25%             | 2025-03-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                      | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1126530.13   | 0.18%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1988632.75   | 0.32%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc                                                                   | FIRSTCASH INC                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218820.14    | 0.03%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | CEMEX SAB                      | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    365000 | PA      | $350117.13    | 0.06%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $534280.06    | 0.09%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings LLC                                                  | EARTHSTONE HOL                 | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    835000 | PA      | $796114.93    | 0.13%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean Pontus Ltd                                                           | TRANSOCEAN                     | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    479360 | PA      | $471760.59    | 0.08%             | 2025-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60600.57     | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAB SELAS                                                                       | CAB                            | CUSIP: N/A<br>LEI: 9695008EGX5O9K1MS743       | Long             | DBT              | CORP              | FR        |    650000 | PA      | $556436.21    | 0.09%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /               | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1185000 | PA      | $1067312.97   | 0.17%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                            | PETSMART INC/PE                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $629705.64    | 0.10%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE               | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1345000 | PA      | $1230486.90   | 0.20%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CCN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4175000 | PA      | $4064754.12   | 0.65%             | 2023-07-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1981607.78   | 0.32%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $923188.30    | 0.15%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS                | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    287000 | PA      | $262060.80    | 0.04%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68095.77     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $387181.00    | 0.06%             | 2025-08-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Xerox Corp                                                                      | XEROX CORP                     | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    447000 | PA      | $291511.74    | 0.05%             | 2035-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    550000 | PA      | $531068.61    | 0.08%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    735000 | PA      | $673957.40    | 0.11%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88783.52     | 0.01%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        44 | NC      | $5164.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79827.07     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQT MIDSTREAM PT               | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    766000 | PA      | $684269.17    | 0.11%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | SOUTHWESTERN ENE               | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    235000 | PA      | $200650.56    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $1741867.47   | 0.28%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                                | CIRSA FINANCE IN               | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    140000 | PA      | $128389.49    | 0.02%             | 2027-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | MINERVA MERGER                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1428318.43   | 0.23%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Darling Global Finance BV                                                       | DARLING GLBL FIN               | CUSIP: AS3446547<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    395000 | PA      | $410663.52    | 0.07%             | 2026-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1534857.68   | 0.24%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                 | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    642279 | PA      | $516900.89    | 0.08%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    414000 | PA      | $347531.96    | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                  | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1050193.61   | 0.17%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306058.88    | 0.05%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1491648.00   | 0.24%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $147895.41    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1634840.46   | 0.26%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP               | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83612.64     | 0.01%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc / First Transit Parent Inc                              | FRST STU BIDCO                 | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2182000 | PA      | $1823806.70   | 0.29%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                  | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56336.88     | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $846236.15    | 0.13%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                          | CHESAPEAKE ENRGY               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9737.74      | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    517407 | PA      | $378532.58    | 0.06%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $999218.80    | 0.16%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | STANDARD INDS IN               | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1618020.06   | 0.26%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405996.84    | 0.06%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                           | FREEDOM MORTGAGE               | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203650.58    | 0.03%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS                | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65593.63     | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1927228.99   | 0.31%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SASU                                                              | ILIAD HOLDING                  | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    455000 | PA      | $422593.20    | 0.07%             | 2026-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                   | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1682497.77   | 0.27%             | 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        |    470000 | PA      | $393393.54    | 0.06%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                   | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1324129.14   | 0.21%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TMNL Holding BV                                                                 | TMNL HOLD                      | CUSIP: N/A<br>LEI: 7245000O9YOLPPM9YB33       | Long             | DBT              | CORP              | NL        |    790000 | PA      | $735783.62    | 0.12%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                 | CUSIP: 69073TAS2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1220754.47   | 0.19%             | 2025-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP                  | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54346.71     | 0.01%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                        | BUILDERS FIRSTSO               | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $903680.01    | 0.14%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $946265.13    | 0.15%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL               | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $286626.33    | 0.05%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc                                                           | PRESIDIO HLDGS                 | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $695051.59    | 0.11%             | 2028-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cedar Fair LP                                                                   | CEDAR FAIR LP                  | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1329903.14   | 0.21%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | UNITI/UNITI/CSL                | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $213521.45    | 0.03%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143905.30    | 0.02%             | 2032-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    163000 | PA      | $145687.86    | 0.02%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                       | NOKIA OYJ                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   2585000 | PA      | $2473675.89   | 0.39%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397ZC0<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254583.85    | 0.04%             | 2023-02-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty Ltd                                               | FMG RES AUG 2006               | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    745000 | PA      | $699492.56    | 0.11%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C               | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $308492.85    | 0.05%             | 2025-06-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3836212.13   | 0.61%             | 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        |    365000 | PA      | $350216.73    | 0.06%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                      | ADIENT GLOBAL HO               | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    540000 | PA      | $502550.54    | 0.08%             | 2026-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES               | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164093.59    | 0.03%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                         | DARLING INGREDIE               | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171514.46    | 0.03%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    416000 | PA      | $362696.85    | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                   | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    865000 | PA      | $775247.53    | 0.12%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                 | SKYMILES IP LTD                | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1645000 | PA      | $1674644.55   | 0.27%             | 2027-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    225000 | PA      | $176671.76    | 0.03%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170705.52    | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | ZAYO GROUP HOLDI               | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96344.77     | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US FOODS INC                   | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    488000 | PA      | $431213.14    | 0.07%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                  | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1771645.94   | 0.28%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1087111.84   | 0.17%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100759.41    | 0.02%             | 2026-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION               | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47454.64     | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Jazz Securities DAC                                                             | JAZZ SECURITIES                | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1685000 | PA      | $1512531.34   | 0.24%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O               | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    555000 | PA      | $510895.13    | 0.08%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13798.06     | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP               | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1676833.32   | 0.27%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | ARAMARK SERV INC               | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1606397 | PA      | $1570658.88   | 0.25%             | 2025-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397A29<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898341.30    | 0.14%             | 2023-01-09      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Transocean Proteus Ltd                                                          | TRANSOCEAN                     | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |    478000 | PA      | $473222.75    | 0.08%             | 2024-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395000 | PA      | $396357.81    | 0.06%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN               | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    716322 | PA      | $694720.95    | 0.11%             | 2027-08-02      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC / CRC Finco Inc                                   | CAESARS RESORT                 | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1678262 | PA      | $1644701.39   | 0.26%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2363000.00   | 0.38%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PENNYMAC FIN SVC               | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $824657.51    | 0.13%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                                  | ASHTON WOODS USA               | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8707.79      | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FirstCash Inc                                                                   | FIRSTCASH INC                  | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263060.15    | 0.04%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                             | SILGAN HOLDINGS                | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    620000 | PA      | $573938.32    | 0.09%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1874673.82   | 0.30%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355082.83    | 0.06%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAP9<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   2565000 | PA      | $1625028.85   | 0.26%             | 2028-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| News Corp                                                                       | NEWS CORP                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    480000 | PA      | $415921.62    | 0.07%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     58500 | PA      | $51306.33     | 0.01%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1350700.93   | 0.22%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BJ3<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1441999.17   | 0.23%             | 2027-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    638000 | PA      | $629949.70    | 0.10%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                        | SENSATA TECHNOLO               | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $944965.74    | 0.15%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                    | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1179425 | PA      | $1143059.77   | 0.18%             | 2024-11-03      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    995000 | PA      | $749773.33    | 0.12%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                   | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28672.87     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                 | SYMANTEC CORP                  | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2739877.32   | 0.44%             | 2025-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | TRIVIUM PACK FIN               | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $974572.22    | 0.16%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |   1372051 | PA      | $1341751.58   | 0.21%             | 2026-04-30      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                | BOYD GAMING CORP               | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3468564.30   | 0.55%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNKNOWN                                                                         | WMG Acquis Corp 144A           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    520000 | PA      | $500757.50    | 0.08%             | 2028-07-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP                  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $740275.08    | 0.12%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECH BV                | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    425000 | PA      | $422712.52    | 0.07%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    635000 | PA      | $551467.63    | 0.09%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1230000 | PA      | $1168788.72   | 0.19%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP               | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1163308.19   | 0.19%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                 | BOA-MTG TRIPARTY REPO          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |  14900000 | PA      | $14900000.00  | 2.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $975838.81    | 0.16%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    387000 | PA      | $313437.92    | 0.05%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250175.51    | 0.04%             | 2027-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Teleflex Inc                                                                    | TELEFLEX INC                   | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1819450.21   | 0.29%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                          | OPEN TEXT HLDING               | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $732553.31    | 0.12%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3415000 | PA      | $2827687.69   | 0.45%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP               | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    455000 | PA      | $424659.90    | 0.07%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC               | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    940000 | PA      | $798966.31    | 0.13%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    310000 | PA      | $277408.53    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    504000 | PA      | $500045.46    | 0.08%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    470000 | PA      | $425714.08    | 0.07%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | SQUARE INC                     | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    825000 | PA      | $737416.65    | 0.12%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                 | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1425000 | PA      | $1074602.28   | 0.17%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp                                                            | WMG ACQUISITION                | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1305600.16   | 0.21%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CommScope Inc                                                                   | COMMSCOPE INC                  | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    827861 | PA      | $778447.46    | 0.12%             | 2026-04-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL               | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $316465.46    | 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        |   1190000 | PA      | $994476.86    | 0.16%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49765.37     | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2071878.92   | 0.33%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20068.72     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    555000 | PA      | $526146.69    | 0.08%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                     | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    635000 | PA      | $585092.37    | 0.09%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1495290.84   | 0.24%             | 2030-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | WYNN LAS VEGAS                 | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1777056.22   | 0.28%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    365000 | PA      | $327739.53    | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $63740.63     | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTI               | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $181099.37    | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    705000 | PA      | $557272.24    | 0.09%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Xerox Corp                                                                      | XEROX CORP                     | CUSIP: 984121CQ4<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194490.94    | 0.03%             | 2023-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | QUICKEN LOANS                  | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $247132.38    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Transocean Guardian Ltd                                                         | TRANSOCEAN                     | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    638869 | PA      | $625915.53    | 0.10%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   2584000 | PA      | $2270365.35   | 0.36%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                 | HANESBRANDS INC                | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    730000 | PA      | $708267.29    | 0.11%             | 2024-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67956.14     | 0.01%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $451505.80    | 0.07%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TDG 2/28/2027                  | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |     25000 | PA      | $24937.50     | 0.00%             | 2027-02-28      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    705000 | PA      | $573513.15    | 0.09%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                   | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311922.64    | 0.05%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Griffon Corp                                                                    | GRIFFON CORP                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274344.51    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    812000 | PA      | $736616.38    | 0.12%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $270093.58    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | WYNN RESORTS FIN               | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297009 | PA      | $295714.12    | 0.05%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    875000 | PA      | $714746.12    | 0.11%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | SPRINGLEAF FIN                 | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382006.18    | 0.06%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                    | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    537993 | PA      | $468860.99    | 0.07%             | 2027-07-31      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC / Speedway Funding II Inc                              | SPEEDWAY MOTORSP               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    853000 | PA      | $758938.67    | 0.12%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Diamond BC BV                                                                   | DIAMOND BC BV                  | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $168489.18    | 0.03%             | 2029-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                  | CUSIP: 78466DBF0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    627668 | PA      | $616683.67    | 0.10%             | 2025-04-16      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                        | ZIGGO BV                       | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |   1779000 | PA      | $1487514.61   | 0.24%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods Inc                                                                   | B&G FOODS INC                  | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2374853.24   | 0.38%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAG9<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $158795.50    | 0.03%             | 2024-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                  | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $959251.32    | 0.15%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | TOLL BR FIN CORP               | CUSIP: 88947EAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $166259.58    | 0.03%             | 2025-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                      | VIRGIN MEDIA IV                | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   1075000 | PA      | $939560.82    | 0.15%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Banijay Entertainment SASU                                                      | BANIJAY ENTERTAI               | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $188736.75    | 0.03%             | 2025-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE                  | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1491753.75   | 0.24%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | TRIVIUM PACK FIN               | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    745000 | PA      | $696386.54    | 0.11%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG               | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286077.07    | 0.05%             | 2027-10-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                   | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    607000 | PA      | $522151.18    | 0.08%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA               | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1426256.80   | 0.23%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                           | VALEANT PHARMA                 | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1290000 | PA      | $1098330.70   | 0.17%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS                    | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1316867.82   | 0.21%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    650000 | PA      | $631902.56    | 0.10%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                 | YUM! BRANDS INC                | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1437182.82   | 0.23%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD               | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1689263.75   | 0.27%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $67482.35     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                        | ACADIA HEALTH                  | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184462.11    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP               | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1489930.72   | 0.24%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187078.27    | 0.03%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    592000 | PA      | $538442.47    | 0.09%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Belo Corp                                                                       | BELO CORP                      | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $501373.04    | 0.08%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153799.87    | 0.02%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION               | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90727.74     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | TRIVIUM PACK FIN               | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |    480000 | PA      | $467803.61    | 0.07%             | 2026-08-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    389366 | PA      | $378824.05    | 0.06%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61776.52     | 0.01%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                 | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $73521.54     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    990000 | PA      | $837553.22    | 0.13%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty Ltd                                               | FMG RES AUG 2006               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    535000 | PA      | $498979.40    | 0.08%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $968426.53    | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $812946.27    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                             | CLYDESDALE ACQUI               | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    645000 | PA      | $618235.33    | 0.10%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SPCM SA                                                                         | SPCM SA                        | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $311523.02    | 0.05%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C               | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    814000 | PA      | $735601.67    | 0.12%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | QUICKEN LOANS                  | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $103150.76    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2007169.17   | 0.32%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    271000 | PA      | $222220.00    | 0.04%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    560000 | PA      | $575638.94    | 0.09%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    571000 | PA      | $529436.15    | 0.08%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                      | CUSIP: BJ9491801<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1336115.09   | 0.21%             | 2028-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $110057.88    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                | BOYD GAMING CORP               | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143610.85    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2412766.42   | 0.38%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | MILEAGE PLUS HOL               | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    788242 | PA      | $810028.64    | 0.13%             | 2027-06-20      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1196232.30   | 0.19%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83212.81     | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                                               | OWENS & MINOR                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    861000 | PA      | $740362.57    | 0.12%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Presidio Holdings Inc                                                           | PRESIDIO HLDGS                 | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2967000 | PA      | $2706974.49   | 0.43%             | 2027-02-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | SUNOCO LP/FIN                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2236339.32   | 0.36%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $884962.24    | 0.14%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Park Aerospace Holdings Ltd                                                     | PARK AEROSPACE                 | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $276555.57    | 0.04%             | 2024-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                       | LOXAM SAS                      | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96054.29     | 0.02%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $416407.64    | 0.07%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                   | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $345599.39    | 0.06%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    453000 | PA      | $431430.07    | 0.07%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22000 | PA      | $18507.50     | 0.00%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $911230.58    | 0.15%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435910.26    | 0.07%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                                     | VIRGIN MEDIA VFN               | CUSIP: 92771EAA1<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    990000 | PA      | $964029.93    | 0.15%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                | NATIONSTAR MTG                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2025440.33   | 0.32%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3836000 | PA      | $3053461.41   | 0.49%             | 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        |    165000 | PA      | $141664.29    | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP               | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26561.69     | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                              | SCIENTIFIC GAMES               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $970520.93    | 0.15%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                             | XEROX HOLDINGS C               | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2167003.65   | 0.35%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                            | RANGE RESOURCES                | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1204961.58   | 0.19%             | 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       |    200000 | PA      | $158356.56    | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                  | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32087.47     | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275399.82    | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | CENTENNIAL RESOU               | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72886.05     | 0.01%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1548728.50   | 0.25%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nokia of America Corp                                                           | LUCENT TECH                    | CUSIP: 549463AE7<br>LEI: 529900BF8WCYOHYGIJ13 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2520363.52   | 0.40%             | 2029-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                               | CHARIOT BUYER                  | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    164328 | PA      | $154912.95    | 0.02%             | 2028-11-03      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                                         | PTC INC                        | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    385000 | PA      | $348458.59    | 0.06%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                                                        | TRANSOCEAN PHNX2               | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    408000 | PA      | $404662.72    | 0.06%             | 2024-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HDGS                    | CUSIP: 05401AAD3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1630000 | PA      | $1603219.10   | 0.26%             | 2024-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                    | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1761065.73   | 0.28%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                                          | OCI NV                         | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    555000 | PA      | $530465.76    | 0.08%             | 2025-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $1978219.31   | 0.32%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO               | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    960000 | PA      | $894490.44    | 0.14%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    860000 | PA      | $670003.90    | 0.11%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    645000 | PA      | $593959.85    | 0.09%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dana Inc                                                                        | DANA INC                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90971.94     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA               | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    650000 | PA      | $562455.03    | 0.09%             | 2031-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    640000 | PA      | $528831.33    | 0.08%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB HOLDING CORP               | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   2292344 | PA      | $2218557.87   | 0.35%             | 2027-12-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                        | SENSATA TECH INC               | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351862.11    | 0.06%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Trans Union LLC                                                                 | TRANS UNION LLC                | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1354148 | PA      | $1338702.11   | 0.21%             | 2028-12-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                             | SILGAN HOLDINGS                | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1196748.26   | 0.19%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $4098299.38   | 0.65%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                             | XEROX HOLDINGS C               | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96647.33     | 0.02%             | 2025-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C               | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2029301.28   | 0.32%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | MELCO RESORTS                  | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    400000 | PA      | $367759.20    | 0.06%             | 2025-06-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                  | KFC HLD/PIZZA HU               | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $976829.88    | 0.16%             | 2027-06-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    585000 | PA      | $551052.62    | 0.09%             | 2025-02-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS                    | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1080000.04   | 0.17%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -34 | NC      | $51134.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $406852.79    | 0.06%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1520097.78   | 0.24%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226294.22    | 0.04%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    271415 | PA      | $209442.31    | 0.03%             | 2029-01-15      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306998.53    | 0.05%             | 2024-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Under Armour Inc                                                                | UNDER ARMOUR INC               | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1258508.08   | 0.20%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                | RADIAN GROUP INC               | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173170.58    | 0.03%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    822000 | PA      | $668336.08    | 0.11%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                     | HOLOGIC INC                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1437893.51   | 0.23%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $136078.13    | 0.02%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                        | UNITED NATURAL                 | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    654000 | PA      | $629052.52    | 0.10%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $915666.04    | 0.15%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $53643.75     | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $999256.94    | 0.16%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                       | TELECOM ITALIA                 | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    445000 | PA      | $422039.80    | 0.07%             | 2024-05-30      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQT MIDSTREAM PT               | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89038.54     | 0.01%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE                  | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $168285.62    | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CAB SELAS                                                                       | CAB                            | CUSIP: N/A<br>LEI: 9695008EGX5O9K1MS743       | Long             | DBT              | CORP              | FR        |   1246000 | PA      | $1066645.39   | 0.17%             | 2028-02-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOB                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    885000 | PA      | $719154.31    | 0.11%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP II                 | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125205.32    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd            | HAWAIIAN BRAND                 | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1960000 | PA      | $1773397.05   | 0.28%             | 2026-01-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SR FIN II                  | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |    897119 | PA      | $893435.02    | 0.14%             | 2025-04-11      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99353.27     | 0.02%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2788144.02   | 0.44%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Olin Corp                                                                       | OLIN CORP                      | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71115.78     | 0.01%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer Inc                                                           | CDI ESCROW ISS                 | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $558972.28    | 0.09%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Gartner Inc                                                                     | GARTNER GROUP                  | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    285000 | PA      | $249827.93    | 0.04%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | MELCO RESORTS                  | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    525000 | PA      | $423609.24    | 0.07%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    285000 | PA      | $243467.17    | 0.04%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    412000 | PA      | $401764.35    | 0.06%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | HOWMET AEROSPACE               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12677.73     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME                        | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    875000 | PA      | $706890.04    | 0.11%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                  | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    455000 | PA      | $343654.60    | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1445361.33   | 0.23%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO                | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1710000 | PA      | $1647735.38   | 0.26%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES               | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1247712.05   | 0.20%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                    | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2059356.86   | 0.33%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    814000 | PA      | $749515.90    | 0.12%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    645000 | PA      | $532099.07    | 0.08%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62000 | PA      | $50849.68     | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS               | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1481824.30   | 0.24%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP               | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    160000 | PA      | $113896.58    | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | UNITED WHOLESALE               | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    505000 | PA      | $434290.06    | 0.07%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN & HAM               | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    405000 | PA      | $358930.22    | 0.06%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp                                                                     | AVIENT CORP                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1463614.18   | 0.23%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    765000 | PA      | $615300.29    | 0.10%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Camelot Return Merger Sub Inc                                                   | CAMELOT RETURN                 | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $210974.10    | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                   | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $833005.71    | 0.13%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PENNYMAC FIN SVC               | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $946808.73    | 0.15%             | 2025-10-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                   | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14326.54     | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG               | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3799.45      | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                 | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1890000 | PA      | $1638397.19   | 0.26%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                         | DARLING INGREDIE               | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    855000 | PA      | $833954.06    | 0.13%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | PANTHER BF AGG 2               | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    547000 | PA      | $535246.69    | 0.09%             | 2026-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    345000 | PA      | $356660.62    | 0.06%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP               | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125335.73    | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/The                                                            | MICHAELS COS INC               | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $868200.99    | 0.14%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM NV                 | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    747000 | PA      | $720291.52    | 0.11%             | 2026-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                            | RANGE RESOURCES                | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412207.71    | 0.07%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $949689.58    | 0.15%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939261.86    | 0.15%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60027.47     | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | SPRINGLEAF FIN                 | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2173572.42   | 0.35%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | AIRCASTLE LTD                  | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    290000 | PA      | $288808.94    | 0.05%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING                | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1666240.85   | 0.27%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGE                | CUSIP: 38869PAM6<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1022019.81   | 0.16%             | 2024-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | ARAMARK SERV INC               | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326751.21    | 0.05%             | 2025-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $335323.95    | 0.05%             | 2031-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    640000 | PA      | $565851.39    | 0.09%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1418350.02   | 0.23%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | UNITED WHOLESALE               | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270936.38    | 0.04%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $59821.87     | 0.01%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                  | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    485000 | PA      | $404562.37    | 0.06%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    735000 | PA      | $686504.26    | 0.11%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    865000 | PA      | $735275.43    | 0.12%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CBG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4075000 | PA      | $4060992.19   | 0.65%             | 2023-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1521208.02   | 0.24%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                    | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1651512.28   | 0.26%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                 | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1024000 | PA      | $1001799.49   | 0.16%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    495000 | PA      | $428576.18    | 0.07%             | 2029-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    663000 | PA      | $532260.14    | 0.08%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $4966.88      | 0.00%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                   | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    248000 | PA      | $203574.69    | 0.03%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $455697.88    | 0.07%             | 2029-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SS&C European Holdings Sarl                                                     | SS&C EUROPEAN HD               | CUSIP: 78466DBE3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    379209 | PA      | $372098.82    | 0.06%             | 2025-04-16      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                     | GARTNER GROUP                  | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1118512.92   | 0.18%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-118264.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                                    | AMERIGAS PARTNER               | CUSIP: 030981AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1824447.83   | 0.29%             | 2024-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                  | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1793269.05   | 0.29%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188643.96    | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MTGE LLC                | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47347.32     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                  | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67849.27     | 0.01%             | 2027-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | WYNN LAS VEGAS                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1140367.22   | 0.18%             | 2027-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                                                | LAMAR MEDIA CORP               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73934.11     | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                   | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74488.04     | 0.01%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                 | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $412678.78    | 0.07%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1799270 | PA      | $1475411.82   | 0.24%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     53000 | PA      | $43655.67     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                         | LORCA TELECOM                  | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |   1335000 | PA      | $1275165.10   | 0.20%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O               | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    983000 | PA      | $955308.55    | 0.15%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | SUNOCO LP/FIN                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $998670.61    | 0.16%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                              | BLUE RACER MID/F               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $258625.85    | 0.04%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corp                                                                  | OPEN TEXT CORP                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1255000 | PA      | $1010275.94   | 0.16%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /               | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $431303.75    | 0.07%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    810000 | PA      | $685539.54    | 0.11%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20497.78     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    295000 | PA      | $238857.44    | 0.04%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                  | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1515000 | PA      | $1238275.22   | 0.20%             | 2030-06-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Dun & Bradstreet Corp/The                                                       | DUN & BRADSTREET               | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   2694528 | PA      | $2664214.67   | 0.42%             | 2026-02-08      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   5837000 | PA      | $5441819.10   | 0.87%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        14 | NC      | $-26484.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    590000 | PA      | $582334.45    | 0.09%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                  | OPEN TEXT CORP                 | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1878000 | PA      | $1611760.32   | 0.26%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                                         | SENSATA TECH BV                | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1625000 | PA      | $1589672.19   | 0.25%             | 2025-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX Corp                                                                     | ROBLOX CORP                    | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2217000 | PA      | $1746352.16   | 0.28%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                 | TAYLOR MORRISON                | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    710000 | PA      | $617782.07    | 0.10%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1823010.76   | 0.29%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    570000 | PA      | $553836.38    | 0.09%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $457146.54    | 0.07%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                       | TELECOM IT CAP                 | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    211000 | PA      | $173566.40    | 0.03%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Finco BV                                                          | UPC BROAD FINCO                | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1415000 | PA      | $1177044.30   | 0.19%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | ARAMARK SERV INC               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    815000 | PA      | $761653.67    | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69191.22     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PTC Inc                                                                         | PTC INC                        | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200304.89    | 0.03%             | 2025-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | BUCKEYE PARTNERS               | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    565000 | PA      | $495164.65    | 0.08%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                               | UNTD AIR 20-1 A                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584884 | PA      | $576128.90    | 0.09%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                                   | II-VI INC                      | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1341106.15   | 0.21%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    720000 | PA      | $668386.65    | 0.11%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  11667321 | NS      | $11666154.58  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MTGE LLC                | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $18700.08     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46149.32     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | IRON MOUNTAIN                  | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116849.46    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | COVANTA HOLDING                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    655000 | PA      | $536371.07    | 0.09%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | ADVANCED DRAINAG               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    370000 | PA      | $358486.99    | 0.06%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | SPRINT CAP CORP                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118956.71    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2300375.24   | 0.37%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $401537.21    | 0.06%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                             | Q-PARK HOLDING                 | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |    805000 | PA      | $787115.17    | 0.13%             | 2025-03-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $80012.50     | 0.01%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    674000 | PA      | $666046.42    | 0.11%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | SPRINGLEAF FIN                 | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    815000 | PA      | $788322.29    | 0.13%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                | CUSIP: N/A<br>LEI: 549300HALRZ339MSTH85       | Long             | DBT              | CORP              | US        |    750000 | PA      | $649146.00    | 0.10%             | 2028-03-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP               | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    601000 | PA      | $597483.33    | 0.10%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    440000 | PA      | $413237.94    | 0.07%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                   | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3236000 | PA      | $2706451.51   | 0.43%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTL LTD                   | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    735000 | PA      | $644567.05    | 0.10%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR BROADC                 | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207920.85    | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | ACRISURE LLC                   | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1888595.87   | 0.30%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                 | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    705000 | PA      | $686173.90    | 0.11%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | SUNOCO LP/FIN                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $747846.37    | 0.12%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP               | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    243000 | PA      | $192064.87    | 0.03%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242822.01    | 0.04%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | SOUTHWESTERN ENE               | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    667000 | PA      | $617792.58    | 0.10%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                | RADIAN GROUP INC               | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160369.21    | 0.03%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90392.52     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1538200.33   | 0.25%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                                | CIRSA FINANCE IN               | CUSIP: AT2561211<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    217194 | PA      | $230182.53    | 0.04%             | 2023-12-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.HY.39.V1)         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       | -20530000 | NC      | $123672.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                      | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |    920000 | PA      | $869909.83    | 0.14%             | 2027-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91638.06     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2155719.91   | 0.34%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1953219.67   | 0.31%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gap Inc/The                                                                     | GAP INC/THE                    | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    470000 | PA      | $331577.00    | 0.05%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUCI               | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1740000 | PA      | $1520839.14   | 0.24%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112396.77    | 0.02%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                 | HANESBRANDS INC                | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   2974000 | PA      | $2674464.67   | 0.43%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $800306.55    | 0.13%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN               | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1739563.75   | 0.28%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL               | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $415329.62    | 0.07%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $224400.00    | 0.04%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    325000 | PA      | $262625.92    | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $203262.62    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING                | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2122918.35   | 0.34%             | 2025-11-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1384733.44   | 0.22%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    430000 | PA      | $407480.62    | 0.06%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp                                                            | WMG ACQUISITION                | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1268174.10   | 0.20%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | LADDER CAP FINAN               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $472334.03    | 0.08%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                                  | ASHTON WOODS USA               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $418499.08    | 0.07%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL PRODUCTS INC                                            | BOMREC 12/8/2029               | CUSIP: N/A<br>LEI: 549300DZZJW11IMTMJ24       | Long             | LON              | CORP              | CA        |    390000 | PA      | $381387.63    | 0.06%             | 2029-12-08      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    630000 | PA      | $588461.55    | 0.09%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    720000 | PA      | $623802.27    | 0.10%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1215000 | PA      | $1221931.40   | 0.19%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $959083.47    | 0.15%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $198268.12    | 0.03%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    975000 | PA      | $799963.96    | 0.13%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                  | CUSIP: EK3302669<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4555000 | PA      | $3564515.25   | 0.57%             | 2250-12-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL               | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    145000 | PA      | $144148.13    | 0.02%             | 2028-04-20      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1904149.94   | 0.30%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $450405.00    | 0.07%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                       | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29122.81     | 0.00%             | 2031-11-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                   | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1340854.46   | 0.21%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $858677.97    | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O               | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    103000 | PA      | $95795.38     | 0.02%             | 2024-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    355000 | PA      | $315196.00    | 0.05%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG               | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    809000 | PA      | $662861.38    | 0.11%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME                        | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    405000 | PA      | $352567.65    | 0.06%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    203000 | PA      | $202302.19    | 0.03%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                    | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    370741 | PA      | $329032.66    | 0.05%             | 2026-12-23      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                   | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111415.66    | 0.02%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $671998.39    | 0.11%             | 2025-10-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1889758.76   | 0.30%             | 2027-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE               | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    780000 | PA      | $750096.90    | 0.12%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    520000 | PA      | $527641.78    | 0.08%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | VERTICAL US NEWC               | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    810000 | PA      | $720528.81    | 0.11%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                    | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   4299000 | PA      | $4363190.90   | 0.70%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Condor Merger Sub Inc                                                           | CONDOR MERGER                  | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    970000 | PA      | $783356.50    | 0.12%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6891.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL                | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    655000 | PA      | $586961.77    | 0.09%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    940000 | PA      | $750882.27    | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | LADDER CAP FINAN               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $336819.92    | 0.05%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $98368.50     | 0.02%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    685000 | PA      | $688631.45    | 0.11%             | 2027-08-15      | Fixed         | 11.62%                | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                 | SEALED AIR CORP                | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    474000 | PA      | $432229.49    | 0.07%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                                                    | SLM CORP                       | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    181000 | PA      | $130151.82    | 0.02%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                       | OLIN CORP                      | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308766.15    | 0.05%             | 2027-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1348939.70   | 0.21%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159661.85    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3326769.39   | 0.53%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $1920566.70   | 0.31%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $94250.00     | 0.02%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | ATHENAHEALTH GRP               | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    778479 | PA      | $700956.03    | 0.11%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Xerox Corp                                                                      | XEROX CORP                     | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1040249.11   | 0.17%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1381026.51   | 0.22%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1074957.14   | 0.17%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240858.42    | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                         | BROWN GROUP HOLD               | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    921637 | PA      | $904027.11    | 0.14%             | 2028-06-07      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    355000 | PA      | $357895.69    | 0.06%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                    | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1301512 | PA      | $1208779.73   | 0.19%             | 2029-03-01      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                                                    | ENLINK MIDSTREAM               | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    716000 | PA      | $676814.00    | 0.11%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $833568.79    | 0.13%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AerCap Global Aviation Trust                                                    | AERCAP GLOBAL                  | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3310702.71   | 0.53%             | 2045-06-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                                               | OWENS & MINOR                  | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119212.00    | 0.02%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty Ltd                                               | FMG RES AUG 2006               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $972246.73    | 0.15%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    570000 | PA      | $577272.64    | 0.09%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                  | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    466447 | PA      | $457700.88    | 0.07%             | 2025-04-16      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Crown European Holdings SA                                                      | CROWN EUROPEAN                 | CUSIP: AQ8640411<br>LEI: 85OKW2SW05RZFQS1W718 | Long             | DBT              | CORP              | FR        |    755000 | PA      | $767347.12    | 0.12%             | 2026-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| William Carter Co/The                                                           | WILLIAM CARTER                 | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    404000 | PA      | $388416.66    | 0.06%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Gates Global LLC / Gates Corp                                                   | GATES GLOBAL LLC               | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    641000 | PA      | $618165.55    | 0.10%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                      | AXALTA COATING                 | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1526929.11   | 0.24%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NMG Holding Co Inc / Neiman Marcus Group LLC                                    | NMG HLD/NEIMAN                 | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $268055.36    | 0.04%             | 2026-04-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | CINEMARK USA                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    920000 | PA      | $683355.70    | 0.11%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | NEXTERA ENERGY O               | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2788062.33   | 0.44%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    595000 | PA      | $496956.53    | 0.08%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc                               | IRON MTN INFORM                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $10847.18     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    905000 | PA      | $838444.54    | 0.13%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                      | MUELLER WATER                  | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153849.08    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9569.03      | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC                                                              | CROWN AMERICAS L               | CUSIP: 228180AA3<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    405000 | PA      | $382255.97    | 0.06%             | 2030-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                             | Q-PARK HOLDING                 | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |    775000 | PA      | $690782.24    | 0.11%             | 2027-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    365000 | PA      | $342171.99    | 0.05%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $2765239.64   | 0.44%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1226525.37   | 0.20%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Holdings Inc                                               | CLOUD SOFTWARE                 | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $342932.70    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                       | LOXAM SAS                      | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    190000 | PA      | $201935.06    | 0.03%             | 2024-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK                   | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1223720.95   | 0.19%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                                    | AMERIGAS PARTNER               | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1679525.21   | 0.27%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                | CUSIP: 14879EAG3<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1133841.67   | 0.18%             | 2028-03-01      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Nokia Oyj                                                                       | NOKIA OYJ                      | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    425000 | PA      | $404075.58    | 0.06%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP/Suburban Energy Finance Corp                       | SUBURBAN PROPANE               | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $312446.50    | 0.05%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | CINEMARK USA                   | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $274536.37    | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $208294.69    | 0.03%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221222.44    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    259542 | PA      | $247049.22    | 0.04%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | ATHENAHEALTH GRP               | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    132609 | PA      | $119182.07    | 0.02%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2340797.79   | 0.37%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | WYNN RESORTS FIN               | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $66891.97     | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                  | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143217.90    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1193496.68   | 0.19%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93070.00     | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1235346.78   | 0.20%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92033.71     | 0.01%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp                                                                  | TRANSALTA CORP                 | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76811.57     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $451393.03    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MGIC Investment Corp                                                            | MGIC INVT CORP                 | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    535000 | PA      | $494110.87    | 0.08%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN & HAM               | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    415000 | PA      | $369996.33    | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Viacom Inc                                                                      | VIACOM INC                     | CUSIP: 92553PBC5<br>LEI: X0ST5BPF0CZG9FE5OV61 | Long             | DBT              | CORP              | US        |    944000 | PA      | $763485.53    | 0.12%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL               | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80106.31     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    745000 | PA      | $656055.00    | 0.10%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    933000 | PA      | $960197.47    | 0.15%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                  | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54585.77     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                  | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   1344000 | PA      | $1136323.68   | 0.18%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                 | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    640000 | PA      | $616122.37    | 0.10%             | 2025-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Radian Group Inc                                                                | RADIAN GROUP INC               | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1786620.92   | 0.28%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                        | ACADIA HEALTH                  | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $498400.08    | 0.08%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    768000 | PA      | $711965.98    | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                        | GREAT OUTDOORS G               | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    445116 | PA      | $427403.93    | 0.07%             | 2028-03-05      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | CINEMARK USA                   | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76125.23     | 0.01%             | 2025-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $506441.93    | 0.08%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -3 | NC      | $4082.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                                            | WW INTERNATIONAL               | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |    134000 | PA      | $66782.34     | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| 180 Medical Inc                                                                 | 180 MEDICAL INC                | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171859.63    | 0.03%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                       | LOXAM SAS                      | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    655000 | PA      | $621116.01    | 0.10%             | 2026-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                     | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1873514.39   | 0.30%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP               | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    167000 | PA      | $111945.51    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3428000 | PA      | $3242673.75   | 0.52%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd                                                   | WEATHERFORD INTE               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    675000 | PA      | $651815.98    | 0.10%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM SE                 | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    855000 | PA      | $696182.55    | 0.11%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor Inc                                                               | OWENS & MINOR                  | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |    318400 | PA      | $318002.00    | 0.05%             | 2029-03-29      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3098260.41   | 0.49%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Michaels Cos Inc/The                                                            | MICHAELS COS INC               | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $741024.02    | 0.12%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ALBERTA ENERGY                 | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1442521.52   | 0.23%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $374752.38    | 0.06%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $261272.61    | 0.04%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                            | PETSMART INC/PE                | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2120452.03   | 0.34%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230131           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9283.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1981981.89   | 0.32%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C               | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $435475.21    | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | SUNOCO LP/FIN                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $402921.54    | 0.06%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                              | ILIAD HOLDING                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $385465.06    | 0.06%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                 | NORTHRIVER MIDST               | CUSIP: N/A<br>LEI: 549300SOLNLY3BL6GF18       | Long             | LON              | CORP              | CA        |    713338 | PA      | $707393.26    | 0.11%             | 2025-10-01      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ SECURED FINAN               | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1505000 | PA      | $1227071.07   | 0.20%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         2 | NC      | $-11627.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL RUBBERMAI               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    112000 | PA      | $105977.08    | 0.02%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7890000 | PA      | $7729734.38   | 1.23%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co LLC / GD Finance Co Inc                                   | GO DADDY OP/FIN                | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1708285.75   | 0.27%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Belo Corp                                                                       | BELO CORP                      | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $897791.72    | 0.14%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp VI                             | CROWN AMER/CAP                 | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1593306.18   | 0.25%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tronox Inc                                                                      | TRONOX INC                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1520462.69   | 0.24%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                  | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2920000 | PA      | $2378897.57   | 0.38%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Embarq Corp                                                                     | EMBARQ CORP                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $402288.59    | 0.06%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    720000 | PA      | $686822.24    | 0.11%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Apache Corp                                                                     | APACHE CORP                    | CUSIP: 037411BC8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10527.86     | 0.00%             | 2044-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                 | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1391246.45   | 0.22%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                          | COMPASS GRP LLC                | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145784.28    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                 | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    740000 | PA      | $596646.04    | 0.10%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | SOUTHWESTERN ENE               | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1678000 | PA      | $1526029.45   | 0.24%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd                                                   | CARNIVAL HLD BM                | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $369534.91    | 0.06%             | 2028-05-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $436160.94    | 0.07%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                 | YUM! BRANDS INC                | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1006538.77   | 0.16%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1722625.40   | 0.27%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    645000 | PA      | $544198.64    | 0.09%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $292629.63    | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                 | YUM! BRANDS INC                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    460000 | PA      | $407851.99    | 0.06%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28916.97     | 0.00%             | 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        |    545000 | PA      | $410137.62    | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTI               | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1325000 | PA      | $1290265.72   | 0.21%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3195000 | PA      | $3101645.93   | 0.49%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS               | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $732137.99    | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE               | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81527.07     | 0.01%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC               | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1295817.18   | 0.21%             | 2026-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    185000 | PA      | $147364.95    | 0.02%             | 2029-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| KAR Auction Services Inc                                                        | KAR AUCTION                    | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    455000 | PA      | $444780.97    | 0.07%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTL LTD                   | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    836491 | PA      | $828126.47    | 0.13%             | 2025-04-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| TIBCO Software Inc                                                              | TIBCO SOFTWARE                 | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    305000 | PA      | $271704.07    | 0.04%             | 2029-03-30      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                                                 | COLGATE ENERGY                 | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    496000 | PA      | $427061.46    | 0.07%             | 2029-07-01      | Fixed         | 5.88%                 | 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        |    475000 | PA      | $459270.70    | 0.07%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $529094.86    | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Nokia of America Corp                                                           | LUCENT TECH                    | CUSIP: 549463AC1<br>LEI: 529900BF8WCYOHYGIJ13 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1314561.34   | 0.21%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc                                                       | BEACON ROOFING S               | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    290000 | PA      | $242074.94    | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTAL NA               | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1014968.02   | 0.16%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | COMMSCOPE FINANC               | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78237.46     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2980000 | PA      | $2419895.71   | 0.39%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                    | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94656.23     | 0.02%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                        | DANA INC                       | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104955.43    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                 | TAYLOR MORRISON                | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433053.55    | 0.07%             | 2027-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Moog Inc                                                                        | MOOG INC                       | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138573.26    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                                      | GRIFOLS SA                     | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    810000 | PA      | $816482.61    | 0.13%             | 2025-02-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1071080.61   | 0.17%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 08576PAA9<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    983000 | PA      | $946656.75    | 0.15%             | 2026-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | VIRGIN MEDIA SEC               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $381934.01    | 0.06%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | AIRCASTLE LTD                  | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1260000 | PA      | $1217866.90   | 0.19%             | 2024-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                            | KAISER ALUMINUM                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $65750.79     | 0.01%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman International Inc                                             | WILLIAMS SCOTSM                | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    480000 | PA      | $436582.66    | 0.07%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Masonite International Corp                                                     | MASONITE INTL                  | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $162192.21    | 0.03%             | 2030-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    960000 | PA      | $763778.39    | 0.12%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE               | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257236.46    | 0.04%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Stericycle Inc                                                                  | STERICYCLE INC                 | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135308.79    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                 | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    626000 | PA      | $621684.45    | 0.10%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                            | WESTERN DIGITAL                | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1414887.91   | 0.23%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10014.27     | 0.00%             | 2025-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER               | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2799059 | PA      | $2654907.25   | 0.42%             | 2028-10-21      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                  | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3625000 | PA      | $2429052.94   | 0.39%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                    | HILTON WORLDWIDE               | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |    130000 | PA      | $129463.75    | 0.02%             | 2026-06-21      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    960000 | PA      | $626255.24    | 0.10%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                            | KAISER ALUMINUM                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $109264.70    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM SE                 | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    790000 | PA      | $730503.05    | 0.12%             | 2028-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $810217.86    | 0.13%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    205000 | PA      | $172449.71    | 0.03%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1498760.64   | 0.24%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1208000 | PA      | $1199506.31   | 0.19%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN               | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1285319.99   | 0.20%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp                                                               | IMOLA MERGER                   | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6635000 | PA      | $5748832.78   | 0.92%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1192319.85   | 0.19%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                          | OPEN TEXT HLDING               | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1098276.95   | 0.17%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                                                 | COLGATE ENERGY                 | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63453.47     | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                       | TELECOM IT CAP                 | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    660000 | PA      | $505389.33    | 0.08%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2252721.38   | 0.36%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                      | VMED O2 UK FIN                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3140000 | PA      | $2543563.47   | 0.41%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1852720.52   | 0.30%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL               | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $328186.11    | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37487.84     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1069283.10   | 0.17%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1254571.69   | 0.20%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1606978.83   | 0.26%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    685000 | PA      | $670871.88    | 0.11%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    751000 | PA      | $641040.80    | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148981.36    | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    631000 | PA      | $450212.41    | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Century Communities Inc                                                         | CENTURY COMMUNIT               | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    288000 | PA      | $275385.07    | 0.04%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                                    | AMERIGAS PARTNER               | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $715804.75    | 0.11%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                       | TELECOM IT CAP                 | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    745000 | PA      | $622337.16    | 0.10%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | STANDARD INDS IN               | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1043869.18   | 0.17%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                  | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    575000 | PA      | $539956.54    | 0.09%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL ESC               | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264545.22    | 0.04%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | ADVANCED DRAINAG               | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61094.84     | 0.01%             | 2027-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT               | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96398.70     | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UPC Holding BV                                                                  | UPC HOLDING BV                 | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |   2250000 | PA      | $2019778.74   | 0.32%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Century Communities Inc                                                         | CENTURY COMMUNIT               | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    903000 | PA      | $709769.65    | 0.11%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                       | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95255.06     | 0.02%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                 | CUSIP: AN8421884<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    160000 | PA      | $133215.31    | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 912828R28<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $4061562.50   | 0.65%             | 2023-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQT MIDSTREAM PT               | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    458000 | PA      | $440713.05    | 0.07%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                                                    | ENERFLEX LTD                   | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    965000 | PA      | $962734.17    | 0.15%             | 2027-10-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP II                 | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    125000 | PA      | $95755.18     | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                   | CATALENT PHARMA                | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $339158.57    | 0.05%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive Inc                                                          | GROUP 1 AUTO                   | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63764.96     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Black Knight InfoServ LLC                                                       | BLACK KNIGHT INF               | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1368163.48   | 0.22%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC ROLLED P               | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178591.28    | 0.03%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        65 | NC      | $-40121.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150937.50    | 0.02%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | SQUARE INC                     | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $387116.64    | 0.06%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2212284.00   | 0.35%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Grifols Escrow Issuer SA                                                        | GRIFOLS ESCROW                 | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    290000 | PA      | $250909.01    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Peraton Corp                                                                    | PERATON CORP                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    391402 | PA      | $381686.77    | 0.06%             | 2028-02-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133344.82    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -12 | NC      | $15122.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                                                    | SLM CORP                       | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998159.96    | 0.16%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                 | CEMEX SAB                      | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    340000 | PA      | $349640.43    | 0.06%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | STANDARD INDS IN               | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    425000 | PA      | $393095.50    | 0.06%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                       | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1512263.96   | 0.24%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    590000 | PA      | $483360.57    | 0.08%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                             | NOVA CHEMICALS                 | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    859000 | PA      | $771674.63    | 0.12%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Gap Inc/The                                                                     | GAP INC/THE                    | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    545000 | PA      | $387831.57    | 0.06%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes Sarl                                           | TELENET FIN LUX                | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |   3200000 | PA      | $2825600.00   | 0.45%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                          | TK ELEVATOR MID                | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $567106.80    | 0.09%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    760000 | PA      | $688545.37    | 0.11%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | ZAYO GROUP HOLDI               | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    270000 | PA      | $217612.44    | 0.03%             | 2027-03-09      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                   | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21914.78     | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings Inc                                          | AXALTA COATING S               | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    390000 | PA      | $389228.19    | 0.06%             | 2029-12-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                            | GTLS 12/8/2029                 | CUSIP: N/A<br>LEI: EM7QGKC1GYOF3LSZSL80       | Long             | LON              | CORP              | US        |    100000 | PA      | $98750.00     | 0.02%             | 2029-12-08      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART               | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    340000 | PA      | $311499.25    | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd                                                                      | GOEASY LTD                     | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    821000 | PA      | $729812.02    | 0.12%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2270000 | PA      | $1909841.98   | 0.30%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Enact Holdings Inc                                                              | GENWORTH MTGE                  | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1366515.09   | 0.22%             | 2025-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                      | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3893000 | PA      | $3714692.46   | 0.59%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | STANDARD INDS IN               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1141902.92   | 0.18%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN               | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    314000 | PA      | $304058.74    | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD VARIABLE INSURANCE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer