# EDGAR Filing Document

**Accession Number:** 0000896923
**File Stem:** 0001752724-23-010141
**Filing Date:** 2023-1
**Character Count:** 121474
**Document Hash:** 0f8a74a8f0e2a420d58d3a060e6ccb8e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-010141.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-010141

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE INVESTMENTS DIVIDEND & INCOME FUND, INC
- **CENTRAL INDEX KEY:** 0000896923
- **IRS NUMBER:** 232713064
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07460
- **FILM NUMBER:** 23549178

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 18005231918

**MAIL ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE INVESTMENTS DIVIDEND & INCOME FUND INC
- **DATE OF NAME CHANGE:** 20020319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP DIVIDEND & INCOME FUND INC
- **DATE OF NAME CHANGE:** 19930714

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Delaware Investments Dividend & Income Fund, Inc

- **b. Investment Company Act file number:** 811-07460

- **c. CIK number of Registrant:** 0000896923

- **d. LEI of Registrant:** M2GG85LT8NFXNQIB0573

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 800-523-1918

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

- **a. Name of Series:** Delaware Investments Dividend & Income Fund, Inc

- **b. EDGAR series identifier (if any):** S000000000

- **c. LEI of Series:** M2GG85LT8NFXNQIB0573

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**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:** $72133723.70

**Total Liabilities:** $200748.56

**Net Assets:** $71932975.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7.44816000 | **1-Year:** 358.82518000 | **5-Year:** 609.37326000 | **10-Year:** 256.75775000 | **30-Year:** 16.80831000

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

- **3-Month:** 9.42567000 | **1-Year:** 1640.67630000 | **5-Year:** 6209.72395000 | **10-Year:** 1061.61379000 | **30-Year:** 26.76974000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -14.60%              | 11.24%               | 6.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $964.37                  | $-6428706.30                               |
| Month 2  | $38180.32                | $6999299.77                                |
| Month 3  | $312887.24               | $3219284.50                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Conagra Brands Inc                             | Conagra Brands Inc                                                        | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     51663 | NS      | $1962160.74   | 2.73%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI INC                                        | ATI Inc                                                                   | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84625.81     | 0.12%             | 2031-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                | Sealed Air Corp                                                           | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139651.50    | 0.19%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                      | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80413.90     | 0.11%             | 2025-03-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                       | Cheplapharm Arzneimittel GmbH                                             | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $166550.72    | 0.23%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LEVERAGE SEC DI                                | LEVERAGE SEC DI                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | DBT              | CORP              | US        | -24000000 | PA      | $-24000000.07 | -33.36%           | 2023-06-09      | Floating      | 1.10%                 | No            | N/A                | On Loan: No      |
| WP Carey Inc                                   | WP Carey Inc                                                              | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       610 | NS      | $48068.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co                           | Lamar Advertising Co                                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       240 | NS      | $24033.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                     | Cigna Corp                                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      5208 | NS      | $1712859.12   | 2.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                         | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      3094 | NS      | $70914.48     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CONMED CORP                                    | CONMED Corp                                                               | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |    228000 | PA      | $203262.00    | 0.28%             | 2027-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp                     | Raytheon Technologies Corp                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     19814 | NS      | $1956038.08   | 2.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                 | Public Storage                                                            | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       860 | NS      | $256245.60    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109482.98    | 0.15%             | 2030-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| INTERDIGITAL INC                               | InterDigital Inc                                                          | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $263266.00    | 0.37%             | 2027-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                       | Integra LifeSciences Holdings Corp                                        | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203385.00    | 0.28%             | 2025-08-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Kite Realty Group Trust                        | Kite Realty Group Trust                                                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2542 | NS      | $57957.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SERVICE CORP INTL                              | Service Corp International/US                                             | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    285000 | PA      | $244527.15    | 0.34%             | 2031-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                          | Encompass Health Corp                                                     | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118885.54    | 0.17%             | 2025-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                  | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    330000 | PA      | $312287.51    | 0.43%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| 1375209 BC LTD                                 | 1375209 BC Ltd                                                            | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     52000 | PA      | $51350.00     | 0.07%             | 2028-01-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| STORE Capital Corp                             | STORE Capital Corp                                                        | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      2229 | NS      | $71105.10     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| REPAY HOLDINGS                                 | Repay Holdings Corp                                                       | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $217715.20    | 0.30%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LIBERTY BROADBAND CORP                         | Liberty Broadband Corp                                                    | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    316000 | PA      | $302965.00    | 0.42%             | 2050-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                       | LSF9 Atlantis Holdings LLC / Victra Finance Corp                          | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $180227.78    | 0.25%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                    | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    300000 | PA      | $227445.00    | 0.32%             | 2027-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $192753.60    | 0.27%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                      | Block Inc                                                                 | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123637.50    | 0.17%             | 2025-03-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3300 | NS      | $1818399.00   | 2.53%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     17500 | NS      | $1782900.00   | 2.48%             |  |  |  | No            | 1                  | On Loan: No      |
| CALLON PETROLEUM                               | Callon Petroleum Co                                                       | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197827.00    | 0.28%             | 2028-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                          | SS&C Technologies Inc                                                     | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $258472.78    | 0.36%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CP ATLAS BUYER INC                             | CP Atlas Buyer Inc                                                        | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58664.00     | 0.08%             | 2028-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Inc                           | Invitation Homes Inc                                                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4276 | NS      | $139525.88    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| NESCO HOLDINGS II INC                          | NESCO Holdings II Inc                                                     | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127739.93    | 0.18%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                        | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114902.14    | 0.16%             | 2027-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                          | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180777.50    | 0.25%             | 2031-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                             | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    163000 | PA      | $169194.00    | 0.24%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                          | Sotheby's/Bidfair Holdings Inc                                            | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $166770.70    | 0.23%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JAZZ INVESTMENTS I LTD                         | Jazz Investments I Ltd                                                    | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     93000 | PA      | $110495.63    | 0.15%             | 2026-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                          | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78049.00     | 0.11%             | 2026-04-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                | TJX Cos Inc/The                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     22900 | NS      | $1833145.00   | 2.55%             |  |  |  | No            | 1                  | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                      | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40082.18     | 0.06%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Douglas Emmett Inc                             | Douglas Emmett Inc                                                        | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       870 | NS      | $15068.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                       | Digital Realty Trust Inc                                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1338 | NS      | $150471.48    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| LEVI STRAUSS & CO                              | Levi Strauss & Co                                                         | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    143000 | PA      | $117576.29    | 0.16%             | 2031-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CUMULUS MEDIA NEW HLDGS                        | Cumulus Media New Holdings Inc                                            | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113346.00    | 0.16%             | 2026-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                       | Elanco Animal Health Inc                                                  | CUSIP: 28414H202<br>LEI: 549300SHPNDCE059M934 | Long             | EP               | CORP              | US        |      2890 | NS      | $59938.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent                                                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      1505 | NS      | $49770.35     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      7100 | NS      | $1932620.00   | 2.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3400 | NS      | $1813186.00   | 2.52%             |  |  |  | No            | 1                  | On Loan: No      |
| CMG MEDIA CORPORATION                          | CMG Media Corp                                                            | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $110472.60    | 0.15%             | 2027-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| AvalonBay Communities Inc                      | AvalonBay Communities Inc                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       742 | NS      | $129775.80    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| KAMAN CORP                                     | Kaman Corp                                                                | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186100.00    | 0.26%             | 2024-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Trust Inc                    | Healthcare Realty Trust Inc                                               | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      2740 | NS      | $56252.20     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Communities Inc                            | Sun Communities Inc                                                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       700 | NS      | $102830.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                               | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114221.57    | 0.16%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                          | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75254.83     | 0.10%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                  | Cable One Inc                                                             | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    266000 | PA      | $191254.00    | 0.27%             | 2028-03-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                       | Digicel International Finance Ltd/Digicel international Holdings Ltd      | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $175276.00    | 0.24%             | 2024-05-25      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Kilroy Realty Corp                             | Kilroy Realty Corp                                                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       665 | NS      | $28741.30     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                          | Truist Financial Corp                                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     38200 | NS      | $1788142.00   | 2.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Essential Properties Realty Tr                 | Essential Properties Realty Trust Inc                                     | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      1905 | NS      | $44215.05     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $156526.84    | 0.22%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                             | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $223500.00    | 0.31%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83560.00     | 0.12%             | 2030-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Medical Properties Trust Inc                   | Medical Properties Trust Inc                                              | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      4020 | NS      | $52742.40     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Outfront Media Inc                             | Outfront Media Inc                                                        | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       570 | NS      | $10425.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $118129.05    | 0.16%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                      | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $247728.00    | 0.34%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SPRINT LLC                                     | Sprint LLC                                                                | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105362.82    | 0.15%             | 2023-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CHEFS' WAREHOUSE THE                           | Chefs' Warehouse Inc/The                                                  | CUSIP: 163086AB7<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    261000 | PA      | $291145.50    | 0.40%             | 2024-12-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                         | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    305000 | PA      | $255757.75    | 0.36%             | 2031-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                        | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146671.08    | 0.20%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| American International Group I                 | American International Group Inc                                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     31500 | NS      | $1987965.00   | 2.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Highwoods Properties Inc                       | Highwoods Properties Inc                                                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      1693 | NS      | $50451.40     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                        | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127515.38    | 0.18%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                       | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    325000 | PA      | $287566.50    | 0.40%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Dover Corp                                     | Dover Corp                                                                | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     13295 | NS      | $1887225.25   | 2.62%             |  |  |  | No            | 1                  | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                     | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $10076.40     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            | 2                  | On Loan: No      |
| OLIN CORP                                      | Olin Corp                                                                 | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183022.13    | 0.25%             | 2027-09-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                               | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81386.39     | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                         | Goodyear Tire & Rubber Co/The                                             | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    155000 | PA      | $133055.88    | 0.18%             | 2031-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                       | Altice France Holding SA                                                  | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $205092.83    | 0.29%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84138.00     | 0.12%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                            | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    208000 | PA      | $237536.00    | 0.33%             | 2048-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Piedmont Office Realty Trust I                 | Piedmont Office Realty Trust Inc                                          | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2491 | NS      | $25931.31     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51261.39     | 0.07%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                  | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    145000 | PA      | $122290.83    | 0.17%             | 2031-11-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Mid-America Apartment Communit                 | Mid-America Apartment Communities Inc                                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       499 | NS      | $82275.12     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Edge Properties                          | Urban Edge Properties                                                     | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $13071.63     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                 | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183837.60    | 0.26%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Chatham Lodging Trust                          | Chatham Lodging Trust                                                     | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3288 | NS      | $43960.56     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     24500 | NS      | $2034235.00   | 2.83%             |  |  |  | No            | 1                  | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                              | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $246826.16    | 0.34%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GO DADDY OPCO/FINCO                            | Go Daddy Operating Co LLC / GD Finance Co Inc                             | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $135412.58    | 0.19%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Agree Realty Corp                              | Agree Realty Corp                                                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $34975.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HUB INTERNATIONAL LTD                          | HUB International Ltd                                                     | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188648.44    | 0.26%             | 2029-12-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| OLIN CORP                                      | Olin Corp                                                                 | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159032.13    | 0.22%             | 2030-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                         | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58565.40     | 0.08%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VICI Properties Inc                            | VICI Properties Inc                                                       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      4068 | NS      | $139125.60    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthpeak Properties Inc                      | Healthpeak Properties Inc                                                 | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      2300 | NS      | $60398.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                          | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57588.35     | 0.08%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Apple Hospitality REIT Inc                     | Apple Hospitality REIT Inc                                                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      6429 | NS      | $109678.74    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                    | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103555.10    | 0.14%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                          | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126711.96    | 0.18%             | 2031-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORP                          | ON Semiconductor Corp                                                     | CUSIP: 682189AP0<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     71000 | PA      | $257410.50    | 0.36%             | 2023-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                 | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81639.00     | 0.11%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        96 | NS      | $116973.12    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                       | New Mountain Finance Corp                                                 | CUSIP: 647551AD2<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57962.48     | 0.08%             | 2025-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                              | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46044.84     | 0.06%             | 2026-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PARATEK PHARMACEUTICALS                        | Paratek Pharmaceuticals Inc                                               | CUSIP: 699374AB0<br>LEI: 5493007V5QDIWECEYV79 | Long             | DBT              | CORP              | US        |    319000 | PA      | $282921.10    | 0.39%             | 2024-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SPIRIT AIRLINES INC                            | Spirit Airlines Inc                                                       | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173670.00    | 0.24%             | 2026-05-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                        | BioMarin Pharmaceutical Inc                                               | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     89000 | PA      | $94058.11     | 0.13%             | 2024-08-01      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| Ventas Inc                                     | Ventas Inc                                                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       741 | NS      | $34478.73     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                     | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39550.41     | 0.05%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp                            | Dollar General Corp                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      7175 | NS      | $1834504.00   | 2.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International Inc                       | Baxter International Inc                                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     31900 | NS      | $1803307.00   | 2.51%             |  |  |  | No            | 1                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                          | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    475000 | PA      | $400168.98    | 0.56%             | 2031-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CASTLELAKE AVIATION FIN                        | Castlelake Aviation Finance DAC                                           | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |    230000 | PA      | $195883.13    | 0.27%             | 2027-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| 2020 MANDATORY EXCHANGE                        | 2020 Mandatory Exchangeable Trust                                         | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        95 | NS      | $96709.05     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Plymouth Industrial REIT Inc                   | Plymouth Industrial REIT Inc                                              | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $17802.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WOLFSPEED INC                                  | Wolfspeed Inc                                                             | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     94000 | PA      | $90945.00     | 0.13%             | 2028-02-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| LIBERTY LATIN AMERICA                          | Liberty Latin America Ltd                                                 | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |     76000 | PA      | $67687.50     | 0.09%             | 2024-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                | Madison IAQ LLC                                                           | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $118558.40    | 0.16%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     38200 | NS      | $1733898.00   | 2.41%             |  |  |  | No            | 1                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                  | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $218062.90    | 0.30%             | 2026-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information                  | Fidelity National Information Services Inc                                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     19139 | NS      | $1389108.62   | 1.93%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                             | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124543.75    | 0.17%             | 2026-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| INEOS QUATTRO FINANCE 2                        | INEOS Quattro Finance 2 Plc                                               | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178036.00    | 0.25%             | 2026-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                        | VZ Secured Financing BV                                                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $165752.00    | 0.23%             | 2032-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                          | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66055.05     | 0.09%             | 2031-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                   | CUSIP: 19767QAQ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83346.98     | 0.12%             | 2025-09-15      | Fixed         | 7.58%                 | No            | 2                  | On Loan: No      |
| COLLEGIUM PHARMA INC                           | Collegium Pharmaceutical Inc                                              | CUSIP: 19459JAA2<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148656.17    | 0.21%             | 2026-02-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| CHEESECAKE FACTORY (THE)                       | Cheesecake Factory Inc/The                                                | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    311000 | PA      | $259879.38    | 0.36%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| SITE Centers Corp                              | SITE Centers Corp                                                         | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      3096 | NS      | $42074.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                           | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $200755.80    | 0.28%             | 2028-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                       | USA Compression Partners LP / USA Compression Finance Corp                | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $93723.77     | 0.13%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                     | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $55310.73     | 0.08%             | 2025-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                   | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166432.38    | 0.23%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UDR Inc                                        | UDR Inc                                                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       775 | NS      | $32139.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International Inc                    | Honeywell International Inc                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      8924 | NS      | $1959264.20   | 2.72%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                     | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82473.98     | 0.11%             | 2027-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services                                               | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     17600 | NS      | $1907136.00   | 2.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc                                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     11600 | NS      | $1743364.00   | 2.42%             |  |  |  | No            | 1                  | On Loan: No      |
| LXP Industrial Trust                           | LXP Industrial Trust                                                      | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      5276 | NS      | $56769.76     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| National Storage Affiliates Tr                 | National Storage Affiliates Trust                                         | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       880 | NS      | $35032.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                             | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    310963 | NS      | $310963.00    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| BOYD GAMING CORP                               | Boyd Gaming Corp                                                          | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    289000 | PA      | $269262.75    | 0.37%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WHITE CAP PARENT LLC                           | White Cap Parent LLC                                                      | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1705.57      | 0.00%             | 2026-03-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                               | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    448000 | PA      | $366199.68    | 0.51%             | 2028-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ORMAT TECHNOLOGIES INC                         | Ormat Technologies Inc                                                    | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    149000 | PA      | $177459.00    | 0.25%             | 2027-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                       | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150718.70    | 0.21%             | 2027-04-28      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| IONIS PHARMACEUTICALS IN                       | Ionis Pharmaceuticals Inc                                                 | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    151000 | PA      | $137860.75    | 0.19%             | 2024-12-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Gaming and Leisure Properties                  | Gaming and Leisure Properties Inc                                         | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      1140 | NS      | $59975.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                    | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $153500.65    | 0.21%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                 | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $231840.15    | 0.32%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |    310963 | NS      | $310963.00    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| MODIVCARE ESCROW ISSUER                        | ModivCare Escrow Issuer Inc                                               | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $126414.00    | 0.18%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                       | Consolidated Communications Inc                                           | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52982.38     | 0.07%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                    | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78530.06     | 0.11%             | 2026-11-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13838.70     | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                               | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    310963 | NS      | $310963.00    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                       | Consolidated Communications Inc                                           | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $136174.50    | 0.19%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CareTrust REIT Inc                             | CareTrust REIT Inc                                                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      2570 | NS      | $50886.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                     | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150292.75    | 0.21%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equitie                 | Alexandria Real Estate Equities Inc                                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       840 | NS      | $130712.40    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     18200 | NS      | $2004184.00   | 2.79%             |  |  |  | No            | 1                  | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    245000 | PA      | $209007.81    | 0.29%             | 2030-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                         | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $140763.75    | 0.20%             | 2030-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                    | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23625.00     | 0.03%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                             | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      2254 | NS      | $160101.62    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                  | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    305000 | PA      | $287419.80    | 0.40%             | 2026-08-01      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                         | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171995.40    | 0.24%             | 2028-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                          | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    149000 | PA      | $128369.46    | 0.18%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co/The                             | Walt Disney Co/The                                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     15279 | NS      | $1495355.73   | 2.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Essex Property Trust Inc                       | Essex Property Trust Inc                                                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       500 | NS      | $110190.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                     | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    104000 | PA      | $90375.70     | 0.13%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                    | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    106000 | PA      | $87052.50     | 0.12%             | 2030-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                           | Aramark Services Inc                                                      | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    345000 | PA      | $323128.73    | 0.45%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                              | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173616.94    | 0.24%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMG CAPITAL TRUST II                           | AMG Capital Trust II                                                      | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1374 | NS      | $71063.28     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                     | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $106774.80    | 0.15%             | 2026-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Terreno Realty Corp                            | Terreno Realty Corp                                                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       610 | NS      | $35770.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Spirit Realty Capital Inc                      | Spirit Realty Capital Inc                                                 | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      1358 | NS      | $56248.36     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     44948 | NS      | $1646894.72   | 2.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Cousins Properties Inc                         | Cousins Properties Inc                                                    | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      1866 | NS      | $49225.08     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                      | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22276.00     | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                   | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404522.91    | 0.56%             | 2025-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                       | Univar Solutions USA Inc/Washington                                       | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134890.70    | 0.19%             | 2027-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| GRAY TELEVISION INC                            | Gray Television Inc                                                       | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    290000 | PA      | $215049.50    | 0.30%             | 2030-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                         | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    241000 | PA      | $156650.00    | 0.22%             | 2026-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                  | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57926.75     | 0.08%             | 2030-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Brixmor Property Group Inc                     | Brixmor Property Group Inc                                                | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      3795 | NS      | $87968.10     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                        | Bloomin' Brands Inc / OSI Restaurant Partners LLC                         | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $129782.25    | 0.18%             | 2029-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CubeSmart                                      | CubeSmart                                                                 | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       778 | NS      | $32201.42     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| TEREX CORP                                     | Terex Corp                                                                | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163078.20    | 0.23%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                        | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    435000 | PA      | $429456.97    | 0.60%             | 2025-11-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                      | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130187.25    | 0.18%             | 2031-04-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                      | CUSIP: 16115QAD2<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     83000 | PA      | $204055.50    | 0.28%             | 2024-11-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                  | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    160000 | PA      | $135552.80    | 0.19%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                        | Summit Hotel Properties Inc                                               | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |     76000 | PA      | $69806.00     | 0.10%             | 2026-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage Inc                        | Extra Space Storage Inc                                                   | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $149602.39    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                      | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $168362.84    | 0.23%             | 2030-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                           | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261812.05    | 0.36%             | 2028-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                     | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145018.40    | 0.20%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62388.34     | 0.09%             | 2029-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                          | Hightower Holding LLC                                                     | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83344.00     | 0.12%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                       | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    206000 | PA      | $213091.55    | 0.30%             | 2026-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| F-TECH INC                                     | CENTURY COMM TRACKING                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EL PASO ENERGY CAP TRST                        | El Paso Energy Capital Trust I                                            | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3327 | NS      | $152542.95    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Hologic Inc                                    | Hologic Inc                                                               | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     24459 | NS      | $1862797.44   | 2.59%             |  |  |  | No            | 1                  | On Loan: No      |
| PDC ENERGY INC                                 | PDC Energy Inc                                                            | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167373.50    | 0.23%             | 2026-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WHITE CAP BUYER LLC                            | White Cap Buyer LLC                                                       | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $145036.67    | 0.20%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                               | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174788.00    | 0.24%             | 2029-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HELIX ENERGY SOLUTIONS                         | Helix Energy Solutions Group Inc                                          | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    259000 | PA      | $329914.20    | 0.46%             | 2026-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co                      | Archer-Daniels-Midland Co                                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     19800 | NS      | $1930500.00   | 2.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Life Storage Inc                               | Life Storage Inc                                                          | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       937 | NS      | $100718.13    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                 | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70260.40     | 0.10%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY PARTNERS                        | NextEra Energy Partners LP                                                | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     74000 | PA      | $81511.00     | 0.11%             | 2025-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PALO ALTO NETWORKS                             | Palo Alto Networks Inc                                                    | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $230760.00    | 0.32%             | 2023-07-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                             | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    215000 | PA      | $181557.83    | 0.25%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      1196 | NS      | $142850.24    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential                             | Equity Residential                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     24963 | NS      | $1619100.18   | 2.25%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                    | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41198.71     | 0.06%             | 2027-10-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $71070.00     | 0.10%             | 2028-09-30      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                             | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59294.70     | 0.08%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RBC BEARINGS INC                               | RBC Bearings Inc                                                          | CUSIP: 75524B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       623 | NS      | $72137.17     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                        | Sensata Technologies BV                                                   | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $52297.31     | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    310963 | NS      | $310963.00    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| LYONDELLBASELL ADVANCED                        | Lyondellbasell Advanced Polymers Inc                                      | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |       133 | NS      | $113050.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197347.98    | 0.27%             | 2025-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $70738.75     | 0.10%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     25864 | NS      | $1983768.80   | 2.76%             |  |  |  | No            | 1                  | On Loan: No      |
| COHERUS BIOSCIENCES INC                        | Coherus Biosciences Inc                                                   | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |    163000 | PA      | $112486.30    | 0.16%             | 2026-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                               | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85904.66     | 0.12%             | 2025-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Equinix Inc                                    | Equinix Inc                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       466 | NS      | $321842.90    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| LAREDO PETROLEUM INC                           | Laredo Petroleum Inc                                                      | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128925.00    | 0.18%             | 2029-07-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $147654.50    | 0.21%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                      | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $57099.09     | 0.08%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179151.74    | 0.25%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                        | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276131.04    | 0.38%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                       | Midcap Financial Issuer Trust                                             | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $174747.00    | 0.24%             | 2028-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Prologis Inc                                   | Prologis Inc                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5520 | NS      | $650200.80    | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                 | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291953.39    | 0.41%             | 2025-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions                 | Cognizant Technology Solutions Corp                                       | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     24782 | NS      | $1541688.22   | 2.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SEASPAN CORP                                   | Seaspan Corp                                                              | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    225000 | PA      | $173623.50    | 0.24%             | 2029-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                       | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    113000 | PA      | $109701.53    | 0.15%             | 2026-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI                       | PetSmart Inc / PetSmart Finance Corp                                      | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $231558.75    | 0.32%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CHEGG INC                                      | Chegg Inc                                                                 | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |    253000 | PA      | $201605.81    | 0.28%             | 2026-09-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      2330 | NS      | $146953.10    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| USI INC/NY                                     | USI Inc/NY                                                                | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $289517.66    | 0.40%             | 2025-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $113713.80    | 0.16%             | 2027-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| KOPPERS INC                                    | Koppers Inc                                                               | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200568.13    | 0.28%             | 2025-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286362.50    | 0.40%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CNX MIDSTREAM PART LP                          | CNX Midstream Partners LP                                                 | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $70990.17     | 0.10%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DANIMER SCIENTIFIC INC                         | Danimer Scientific Inc                                                    | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |     53000 | PA      | $23378.79     | 0.03%             | 2026-12-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UGI CORP                                       | UGI Corp                                                                  | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |      1715 | NS      | $151348.75    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                          | DuPont de Nemours Inc                                                     | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     27932 | NS      | $1969485.32   | 2.74%             |  |  |  | No            | 1                  | On Loan: No      |
| FTI CONSULTING INC                             | FTI Consulting Inc                                                        | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |    149000 | PA      | $255460.50    | 0.36%             | 2023-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                               | AMC Networks Inc                                                          | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    370000 | PA      | $276227.20    | 0.38%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                          | Directv Financing LLC / Directv Financing Co-Obligor Inc                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $146999.20    | 0.20%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     14979 | NS      | $1850056.29   | 2.57%             |  |  |  | No            | 1                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                           | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $152919.44    | 0.21%             | 2027-01-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR US NEWCO INC                       | TK Elevator US Newco Inc                                                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272698.50    | 0.38%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                             | Murphy Oil USA Inc                                                        | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    145000 | PA      | $118915.38    | 0.17%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MID PARTNER LP                       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp        | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $173625.52    | 0.24%             | 2029-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33052.80     | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                       | USA Compression Partners LP / USA Compression Finance Corp                | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19181.30     | 0.03%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                 | EPR Properties                                                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       225 | NS      | $9362.25      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142500 | PA      | $141964.91    | 0.20%             | 2027-06-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                    | Chemours Co/The                                                           | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136322.50    | 0.19%             | 2028-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SEMTECH CORP                                   | Semtech Corp                                                              | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     94000 | PA      | $98606.00     | 0.14%             | 2027-11-01      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     89108 | PA      | $83049.95     | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Four Corners Property Trust In                 | Four Corners Property Trust Inc                                           | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1611 | NS      | $43722.54     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| IVANHOE MINES LTD                              | Ivanhoe Mines Ltd                                                         | CUSIP: 46579RAA2<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $109874.61    | 0.15%             | 2026-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust                                                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       583 | NS      | $70152.39     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     10400 | NS      | $1851200.00   | 2.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                           | Edison International                                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     25600 | NS      | $1706496.00   | 2.37%             |  |  |  | No            | 1                  | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                     | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139008.80    | 0.19%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                         | Blackstone Mortgage Trust Inc                                             | CUSIP: 09257WAC4<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    211000 | PA      | $212055.00    | 0.29%             | 2023-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     38000 | NS      | $1889360.00   | 2.63%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131631.00    | 0.18%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Equity LifeStyle Properties In                 | Equity LifeStyle Properties Inc                                           | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1300 | NS      | $86346.00     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| National Retail Properties Inc                 | National Retail Properties Inc                                            | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       755 | NS      | $35001.80     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                     | Verizon Communications Inc                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     37300 | NS      | $1453954.00   | 2.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                      | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166097.63    | 0.23%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| QUOTIENT TECHNOLOGY INC                        | Quotient Technology Inc                                                   | CUSIP: 749119AB9<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116571.90    | 0.16%             | 2022-12-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR &                                | Algonquin Power & Utilities Corp                                          | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |      3449 | NS      | $90363.80     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Retail Opportunity Investments                 | Retail Opportunity Investments Corp                                       | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3914 | NS      | $59688.50     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Host Hotels & Resorts Inc                      | Host Hotels & Resorts Inc                                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       720 | NS      | $13636.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                       | Connect Finco SARL / Connect US Finco LLC                                 | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $189327.00    | 0.26%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Regency Centers Corp                           | Regency Centers Corp                                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1065 | NS      | $70747.95     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Delaware Investments Dividend & Income Fund, Inc

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

**Title:** Division Director - Head of US Fund Administration