# EDGAR Filing Document

**Accession Number:** 0000787836
**File Stem:** 0000869392-23-000231
**Filing Date:** 2023-1
**Character Count:** 253519
**Document Hash:** 2f97c4c82bb5f95d30451fde2af77c29
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000869392-23-000231.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0000869392-23-000231

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM HIGH YIELD FUND
- **CENTRAL INDEX KEY:** 0000787836
- **IRS NUMBER:** 066290063
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04616
- **FILM NUMBER:** 23558947

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6172921000

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PUTNAM HIGH YIELD ADVANTAGE FUND
- **DATE OF NAME CHANGE:** 19920716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PUTNAM HIGH YIELD TRUST II
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### PUTNAM HIGH YIELD FUND (Series ID: S000005762)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000015835 | Class Y Shares  |  |
| C000015836 | Class A Shares  | PHYIX           |
| C000015837 | Class B Shares  | PHYBX           |
| C000015838 | Class M Shares  | PHYMX           |
| C000049232 | Class C         |  |
| C000049233 | Class R         |  |
| C000202776 | Class R6 Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Putnam High Yield Fund

- **b. Investment Company Act file number:** 811-04616

- **c. CIK number of Registrant:** 0000787836

- **d. LEI of Registrant:** 11NLY04Z5B03ML7T7342

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

  - **Street Address 1:** 100 FEDERAL STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 1-800-225-1581

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

- **a. Name of Series:** Putnam High Yield Fund

- **b. EDGAR series identifier (if any):** S000005762

- **c. LEI of Series:** 11NLY04Z5B03ML7T7342

**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:** $963967441.03

**Total Liabilities:** $13296334.90

**Net Assets:** $950671106.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 288.65 | **1-Year:** 6279.84 | **5-Year:** 31205.04 | **10-Year:** 24220.69 | **30-Year:** 3777.52

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

- **3-Month:** 1739.6 | **1-Year:** 36365.19 | **5-Year:** 190187.98 | **10-Year:** 73219.47 | **30-Year:** 2864.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202776 | 2.14%                | 2.56%                | -4.37%               |
| Class ID C000015836 | 1.83%                | 2.69%                | -4.47%               |
| Class ID C000015837 | 2.04%                | 2.29%                | -4.28%               |
| Class ID C000049232 | 1.84%                | 2.31%                | -4.31%               |
| Class ID C000015838 | 2.02%                | 2.48%                | -4.52%               |
| Class ID C000015835 | 1.92%                | 2.54%                | -4.18%               |
| Class ID C000049233 | 2.02%                | 2.48%                | -4.33%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3360544.71             | $16987811.98                               |
| Month 2  | $-3040952.58             | $21395612.73                               |
| Month 3  | $-1635595.96             | $-43367185.35                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BWAY CORP                                                                     | BANK LOAN NOTE                   | CUSIP: 05604XAP1<br>LEI: 549300RY13CUZRBP7216 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1265040.90   | 0.13%             | 2024-04-03      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                          | BANK LOAN NOTE                   | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1077000.00   | 0.11%             | 2029-04-11      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| WERNER FINCO LP                                                               | BANK LOAN NOTE                   | CUSIP: 95075EAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985217 | PA      | $852212.37    | 0.09%             | 2024-07-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ROBERTSHAW US HOLDING CORP                                                    | BANK LOAN NOTE                   | CUSIP: 77051UAH2<br>LEI: 549300NMXRV2JIXFIY04 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $822495.30    | 0.09%             | 2026-02-28      | Floating      | 12.12%                | No            |                  2 | On Loan: No      |
| NOURYON USA LLC                                                               | BANK LOAN NOTE                   | CUSIP: N8232NAB3<br>LEI: 549300K7VB5G6LULFT41 | Long             | DBT              | CORP              | US        |    942133 | PA      | $917166.23    | 0.10%             | 2025-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS INC                                                | BANK LOAN NOTE                   | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   2123995 | PA      | $1179581.70   | 0.12%             | 2026-04-22      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                            | BANK LOAN NOTE                   | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1976752 | PA      | $1804675.46   | 0.19%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                                                          | BANK LOAN NOTE                   | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1129256.25   | 0.12%             | 2028-07-30      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                   | BANK LOAN NOTE                   | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   2025339 | PA      | $1601030.77   | 0.17%             | 2025-10-02      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                        | BANK LOAN NOTE                   | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | DBT              | CORP              | US        |   1665338 | PA      | $1614344.87   | 0.17%             | 2027-12-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                            | BANK LOAN NOTE                   | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   2027830 | PA      | $1781955.75   | 0.19%             | 2027-11-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                | BANK LOAN NOTE                   | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1362126 | PA      | $1263371.95   | 0.13%             | 2026-12-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                                  | BANK LOAN NOTE                   | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1004438 | PA      | $963899.15    | 0.10%             | 2028-01-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| KLOCKNER-PENTAPLAST OF AMERICA INC                                            | BANK LOAN NOTE                   | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | DBT              | CORP              | US        |   1048776 | PA      | $931228.87    | 0.10%             | 2026-02-04      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                   | BANK LOAN NOTE                   | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    913408 | PA      | $789870.00    | 0.08%             | 2027-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                         | BANK LOAN NOTE                   | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1047657.20   | 0.11%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| ONE CALL CORP                                                                 | BANK LOAN NOTE                   | CUSIP: N/A<br>LEI: 549300WUCCV86ZQHG041       | Long             | DBT              | CORP              | US        |   1303488 | PA      | $987391.83    | 0.10%             | 2027-04-22      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | BANK LOAN NOTE                   | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2196550 | PA      | $2165952.06   | 0.23%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                    | BANK LOAN NOTE                   | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   1688229 | PA      | $1587289.73   | 0.17%             | 2028-06-01      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                           | BANK LOAN NOTE                   | CUSIP: 77313DAT8<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1140562 | PA      | $1098738.07   | 0.12%             | 2025-11-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                 | BANK LOAN NOTE                   | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |   2705750 | PA      | $2667193.06   | 0.28%             | 2028-05-27      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                             | BANK LOAN NOTE                   | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | DBT              | CORP              | US        |   2344580 | PA      | $2137225.25   | 0.22%             | 2028-06-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                   | BANK LOAN NOTE                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1393810.60   | 0.15%             | 2029-01-30      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                         | BANK LOAN NOTE                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120300 | PA      | $2027770.11   | 0.21%             | 2027-07-22      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                                         | BANK LOAN NOTE                   | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | DBT              | CORP              | US        |    371250 | PA      | $361319.06    | 0.04%             | 2028-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                        | BANK LOAN NOTE                   | CUSIP: N/A<br>LEI: 254900DIL842DEXPYJ91       | Long             | DBT              | CORP              | US        |   3482444 | PA      | $2809182.86   | 0.30%             | 2028-12-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                                                          | BANK LOAN NOTE                   | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1182600.00   | 0.12%             | 2028-04-24      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                       | BANK LOAN NOTE                   | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | DBT              | CORP              | US        |   1732405 | PA      | $1671043.02   | 0.18%             | 2026-05-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                       | BANK LOAN NOTE                   | CUSIP: 90385KAJ0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1326750.00   | 0.14%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                           | BANK LOAN NOTE                   | CUSIP: N/A<br>LEI: 549300T466HKRLVCD610       | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1330575.00   | 0.14%             | 2029-11-18      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                           | BANK LOAN NOTE                   | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700463 | PA      | $1635215.91   | 0.17%             | 2027-10-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                | BANK LOAN NOTE                   | CUSIP: 74345HAD3<br>LEI: 529900C5FODDK0WSR085 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2268125.00   | 0.24%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                                            | BANK LOAN NOTE                   | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2098385.45   | 0.22%             | 2029-03-30      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                 | BANK LOAN NOTE                   | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   3624685 | PA      | $3188418.20   | 0.34%             | 2024-06-21      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| ONEMAIN HOLDINGS INC                                                          | COMMON STOCK                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     31610 | NS      | $1244169.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT INC                                            | COMMON STOCK                     | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27775 | NS      | $715761.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                                                         | COMMON STOCK                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     63650 | NS      | $2326407.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                                                   | CONV. NOTE                       | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $51313.26     | 0.01%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                 | CONV. NOTE                       | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80886.00     | 0.01%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                         | CONV. NOTE                       | CUSIP: 62957HAB1<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2603600.00   | 0.27%             | 2024-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                                      | CONV. NOTE                       | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82840.00     | 0.01%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UPWORK INC                                                                    | CONV. NOTE                       | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1451818.80   | 0.15%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                                                   | CONV. NOTE                       | CUSIP: 05338GAB2<br>LEI: 549300Q16CMW239SS315 | Long             | DBT              | CORP              | US        |    990000 | PA      | $987525.00    | 0.10%             | 2026-08-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                       | CONV. NOTE                       | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91800.00     | 0.01%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                           | CONV. NOTE                       | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36027.83     | 0.00%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | CONV. NOTE                       | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     57000 | PA      | $81053.02     | 0.01%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                     | CONV. NOTE                       | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $67950.00     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP/THE                                                             | CONV. NOTE                       | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |    870000 | PA      | $1076625.00   | 0.11%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                                        | CONV. NOTE                       | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29605.00     | 0.00%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                                    | CONV. NOTE                       | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     83000 | PA      | $89930.50     | 0.01%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                         | CONV. NOTE                       | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     88000 | PA      | $114224.00    | 0.01%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                         | CONV. NOTE                       | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     58000 | PA      | $65902.50     | 0.01%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                | CONV. NOTE                       | CUSIP: 893830BJ7<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $968009.38    | 0.10%             | 2023-01-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                                                            | CONV. NOTE                       | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1419163.20   | 0.15%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                                                    | CONV. NOTE                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $836867.50    | 0.09%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                                        | CONV. NOTE                       | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $87575.00     | 0.01%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                                                      | CONV. NOTE                       | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89320.00     | 0.01%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                                            | CONV. NOTE                       | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35957.00     | 0.00%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                        | CONV. NOTE                       | CUSIP: 472145AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     60000 | PA      | $58687.50     | 0.01%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY TRIPADVISOR HOLDINGS INC                                              | CONVERTIBLE BONDS                | CUSIP: 531465AA0<br>LEI: 5299006PCRAU736ZJ155 | Long             | DBT              | CORP              | US        |   2083000 | PA      | $1459141.50   | 0.15%             | 2051-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | CONVERTIBLE BONDS                | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     43000 | PA      | $48891.00     | 0.01%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                             | CONVERTIBLE BONDS                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     74000 | PA      | $47915.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                     | CONVERTIBLE PREF                 | CUSIP: G6095L117<br>LEI: N/A                  | Long             | EP               | CORP              | IE        |     11374 | NS      | $1370794.48   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR  AND  CO INC                                                              | CONVERTIBLE PREF                 | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     17828 | NS      | $1126729.60   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                                               | CONVERTIBLE PREF                 | CUSIP: 901375105<br>LEI: 549300QHIJYOHPACPG31 | Long             | EP               | CORP              | US        |      1269 | NS      | $1558864.98   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                  | CONVERTIBLE PREF                 | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |       513 | NS      | $52572.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG AND E CORP                                                                 | CONVERTIBLE PREF                 | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     14350 | NS      | $1998668.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                        | CONVERTIBLE PREF                 | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |       799 | NS      | $90239.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                       | CONVERTIBLE PREF                 | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |      2500 | NS      | $124175.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                  | CONVERTIBLE PREF                 | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |        90 | NS      | $126426.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                 | CONVERTIBLE ZERO                 | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90904.00     | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                                                               | CONVERTIBLE ZERO                 | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   1917000 | PA      | $1311946.88   | 0.14%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                         | CONVERTIBLE ZERO                 | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    991000 | PA      | $1517221.00   | 0.16%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                            | CONVERTIBLE ZERO                 | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     52000 | PA      | $68370.49     | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                                               | CONVERTIBLE ZERO                 | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1478275.50   | 0.16%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                                            | CONVERTIBLE ZERO                 | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1398826.00   | 0.15%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIVERR INTERNATIONAL LTD                                                      | CONVERTIBLE ZERO                 | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |   1460000 | PA      | $1182600.00   | 0.12%             | 2025-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                                                         | CONVERTIBLE ZERO                 | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     77000 | PA      | $61253.50     | 0.01%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                                | CONVERTIBLE ZERO                 | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     78000 | PA      | $62673.00     | 0.01%             | 2026-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                                                     | CONVERTIBLE ZERO                 | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |     62000 | PA      | $48785.38     | 0.01%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                               | CONVERTIBLE ZERO                 | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77350.00     | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                           | CONVERTIBLE ZERO                 | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $66015.00     | 0.01%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                                         | CONVERTIBLE ZERO                 | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |     49000 | PA      | $33687.50     | 0.00%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | CORP. NOTE                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3516418.40   | 0.37%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                                                | CORP. NOTE                       | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2720000 | PA      | $1588588.80   | 0.17%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                             | CORP. NOTE                       | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3384100.00   | 0.36%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                      | CORP. NOTE                       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2511639.20   | 0.26%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                        | CORP. NOTE                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    675000 | PA      | $574629.19    | 0.06%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                | CORP. NOTE                       | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   6020000 | PA      | $5401475.10   | 0.57%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                   | CORP. NOTE                       | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    455000 | PA      | $396987.50    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                        | CORP. NOTE                       | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $1952287.50   | 0.21%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                           | CORP. NOTE                       | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1239423.20   | 0.13%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | CORP. NOTE                       | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1081710.00   | 0.11%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | CORP. NOTE                       | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2049000 | PA      | $1661841.45   | 0.17%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                            | CORP. NOTE                       | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2287800.00   | 0.24%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                         | CORP. NOTE                       | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160462.50    | 0.02%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                          | CORP. NOTE                       | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2551900.00   | 0.27%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | CORP. NOTE                       | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $577192.00    | 0.06%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                       | CORP. NOTE                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1560000 | PA      | $1294800.00   | 0.14%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC            | CORP. NOTE                       | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $850723.00    | 0.09%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                        | CORP. NOTE                       | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $934800.00    | 0.10%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                          | CORP. NOTE                       | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1299425.70   | 0.14%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                              | CORP. NOTE                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $770226.00    | 0.08%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | CORP. NOTE                       | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $984865.00    | 0.10%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                        | CORP. NOTE                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2156837.76   | 0.23%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS INC                                                | CORP. NOTE                       | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    970000 | PA      | $552735.10    | 0.06%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECHNOLOGIES INC                                                     | CORP. NOTE                       | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1541250.00   | 0.16%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                    | CORP. NOTE                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1169301.10   | 0.12%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                  | CORP. NOTE                       | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    895000 | PA      | $792075.00    | 0.08%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                  | CORP. NOTE                       | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    675000 | PA      | $540000.00    | 0.06%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                          | CORP. NOTE                       | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4059000 | PA      | $659725.38    | 0.07%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HOLDINGS LLC                                                    | CORP. NOTE                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $216600.00    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OWENS  AND  MINOR INC                                                         | CORP. NOTE                       | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $919773.45    | 0.10%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                               | CORP. NOTE                       | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    645000 | PA      | $598282.65    | 0.06%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                         | CORP. NOTE                       | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2909000 | PA      | $2698097.50   | 0.28%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                  | CORP. NOTE                       | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $907474.63    | 0.10%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                          | CORP. NOTE                       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1422437.50   | 0.15%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                           | CORP. NOTE                       | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2213017.05   | 0.23%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | CORP. NOTE                       | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    870000 | PA      | $803764.64    | 0.08%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | CORP. NOTE                       | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2842740.00   | 0.30%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                           | CORP. NOTE                       | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   3356000 | PA      | $3193301.12   | 0.34%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                  | CORP. NOTE                       | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2138756.86   | 0.22%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC / CDK GLOBAL INC                                           | CORP. NOTE                       | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1254492.98   | 0.13%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC                   | CORP. NOTE                       | CUSIP: 561233AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3291000 | PA      | $2213197.50   | 0.23%             | 2025-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | CORP. NOTE                       | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2358945.52   | 0.25%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | CORP. NOTE                       | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1355567.49   | 0.14%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                 | CORP. NOTE                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1309500.00   | 0.14%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                   | CORP. NOTE                       | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2240608.50   | 0.24%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                       | CORP. NOTE                       | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1718838.66   | 0.18%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                               | CORP. NOTE                       | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    939000 | PA      | $942521.25    | 0.10%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                             | CORP. NOTE                       | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3537000 | PA      | $3089184.57   | 0.32%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | CORP. NOTE                       | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    460000 | PA      | $470929.60    | 0.05%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                                | CORP. NOTE                       | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    252000 | PA      | $247590.00    | 0.03%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | CORP. NOTE                       | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    447000 | PA      | $343072.50    | 0.04%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | CORP. NOTE                       | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     89000 | PA      | $49377.20     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                          | CORP. NOTE                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3173183.85   | 0.33%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                                         | CORP. NOTE                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1221063.50   | 0.13%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                            | CORP. NOTE                       | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |   2185000 | PA      | $1748000.00   | 0.18%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL  | CORP. NOTE                       | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1570000 | PA      | $1331540.55   | 0.14%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                   | CORP. NOTE                       | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | PA      | $888851.53    | 0.09%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                 | CORP. NOTE                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1126678.85   | 0.12%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | CORP. NOTE                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2228000 | PA      | $1467806.40   | 0.15%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE  AND  DOCK CORP                                            | CORP. NOTE                       | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   3192000 | PA      | $2572426.26   | 0.27%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                    | CORP. NOTE                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $2866500.00   | 0.30%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | CORP. NOTE                       | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1635576.80   | 0.17%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | CORP. NOTE                       | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1124121.00   | 0.12%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                             | CORP. NOTE                       | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1119237.50   | 0.12%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                              | CORP. NOTE                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $1952943.75   | 0.21%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                       | CORP. NOTE                       | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $491322.00    | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | CORP. NOTE                       | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1315000 | PA      | $1291974.35   | 0.14%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                           | CORP. NOTE                       | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2598430.80   | 0.27%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP            | CORP. NOTE                       | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2932000 | PA      | $2397183.79   | 0.25%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | CORP. NOTE                       | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    445000 | PA      | $435169.95    | 0.05%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                        | CORP. NOTE                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2123711.75   | 0.22%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                   | CORP. NOTE                       | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    575000 | PA      | $503634.57    | 0.05%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                               | CORP. NOTE                       | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    570000 | PA      | $492930.30    | 0.05%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                               | CORP. NOTE                       | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $1938092.60   | 0.20%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                           | CORP. NOTE                       | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1635090.35   | 0.17%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | CORP. NOTE                       | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1131801.20   | 0.12%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                         | CORP. NOTE                       | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1305303.75   | 0.14%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                                            | CORP. NOTE                       | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $1847013.32   | 0.19%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET  AND  CO                                                    | CORP. NOTE                       | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $2859637.50   | 0.30%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                                                   | CORP. NOTE                       | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1598369.67   | 0.17%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                         | CORP. NOTE                       | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1723799.75   | 0.18%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                        | CORP. NOTE                       | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1108800.00   | 0.12%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                     | CORP. NOTE                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3168393.75   | 0.33%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                     | CORP. NOTE                       | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2486163.60   | 0.26%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                      | CORP. NOTE                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2720624.70   | 0.29%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                  | CORP. NOTE                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $415507.12    | 0.04%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | CORP. NOTE                       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    720000 | PA      | $621900.00    | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                  | CORP. NOTE                       | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $773775.00    | 0.08%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                                         | CORP. NOTE                       | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1896212.00   | 0.20%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | CORP. NOTE                       | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    784000 | PA      | $680120.00    | 0.07%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                        | CORP. NOTE                       | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2590251.00   | 0.27%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                          | CORP. NOTE                       | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   3166000 | PA      | $2675586.60   | 0.28%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                               | CORP. NOTE                       | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2170593.75   | 0.23%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                                                  | CORP. NOTE                       | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2897437.50   | 0.30%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                        | CORP. NOTE                       | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $3804320.00   | 0.40%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                     | CORP. NOTE                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    815000 | PA      | $682562.50    | 0.07%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                               | CORP. NOTE                       | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $843704.60    | 0.09%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                 | CORP. NOTE                       | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1551552.15   | 0.16%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                 | CORP. NOTE                       | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2453236.00   | 0.26%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                   | CORP. NOTE                       | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    935000 | PA      | $714500.69    | 0.08%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA INC                                              | CORP. NOTE                       | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $2798021.25   | 0.29%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                                         | CORP. NOTE                       | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1295267.00   | 0.14%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                                         | CORP. NOTE                       | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1693345.50   | 0.18%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA/FRANCE                                                       | CORP. NOTE                       | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1505000 | PA      | $1206919.70   | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                                       | CORP. NOTE                       | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   3163000 | PA      | $2902052.50   | 0.31%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                                                       | CORP. NOTE                       | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2346000 | PA      | $1571820.00   | 0.17%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | CORP. NOTE                       | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1479225.00   | 0.16%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                                           | CORP. NOTE                       | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2111790.15   | 0.22%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                               | CORP. NOTE                       | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    945000 | PA      | $805612.50    | 0.08%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                    | CORP. NOTE                       | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1369206.80   | 0.14%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                                 | CORP. NOTE                       | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2298400.00   | 0.24%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                         | CORP. NOTE                       | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    626000 | PA      | $638733.68    | 0.07%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | CORP. NOTE                       | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1072592.51   | 0.11%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                      | CORP. NOTE                       | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   3824000 | PA      | $3183021.12   | 0.33%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                      | CORP. NOTE                       | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | CA        |   1890000 | PA      | $1622565.00   | 0.17%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | CORP. NOTE                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1403392.65   | 0.15%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                              | CORP. NOTE                       | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1123500.00   | 0.12%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZZANINE HOLDINGS LLC                                                | CORP. NOTE                       | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $2235964.50   | 0.24%             | 2026-02-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                              | CORP. NOTE                       | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   1315000 | PA      | $1103288.93   | 0.12%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP                               | CORP. NOTE                       | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6345000 | PA      | $5359431.15   | 0.56%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                           | CORP. NOTE                       | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $4105468.75   | 0.43%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                          | CORP. NOTE                       | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1964304.50   | 0.21%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                          | CORP. NOTE                       | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1678875.00   | 0.18%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                            | CORP. NOTE                       | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1240515.79   | 0.13%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                                        | CORP. NOTE                       | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   2988000 | PA      | $2659917.60   | 0.28%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA HOLDINGS 2 SCA                                                      | CORP. NOTE                       | CUSIP: L5841GAA1<br>LEI: 222100ALG258IKQWWE73 | Long             | DBT              | CORP              | LU        |   1600000 | PA      | $1035122.33   | 0.11%             | 2026-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | CORP. NOTE                       | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1261417.91   | 0.13%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | CORP. NOTE                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2003961.58   | 0.21%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYSTEM INC                                               | CORP. NOTE                       | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $872483.43    | 0.09%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                        | CORP. NOTE                       | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    852000 | PA      | $832105.80    | 0.09%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                          | CORP. NOTE                       | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   3071000 | PA      | $2602672.50   | 0.27%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                   | CORP. NOTE                       | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $2922693.75   | 0.31%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                        | CORP. NOTE                       | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1302924.79   | 0.14%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC   | CORP. NOTE                       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2435000 | PA      | $1948000.00   | 0.20%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHH MORTGAGE CORP                                                             | CORP. NOTE                       | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3079399.73   | 0.32%             | 2026-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                    | CORP. NOTE                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1775443.95   | 0.19%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWENS  AND  MINOR INC                                                         | CORP. NOTE                       | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2141739.90   | 0.23%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                    | CORP. NOTE                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2324416.70   | 0.24%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | CORP. NOTE                       | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1212545.65   | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                              | CORP. NOTE                       | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $936945.50    | 0.10%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                  | CORP. NOTE                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $937937.50    | 0.10%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                  | CORP. NOTE                       | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1917800.00   | 0.20%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                    | CORP. NOTE                       | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    460000 | PA      | $422422.60    | 0.04%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                    | CORP. NOTE                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2434362.60   | 0.26%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                               | CORP. NOTE                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2099291.08   | 0.22%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                               | CORP. NOTE                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2186940.04   | 0.23%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL CORP                                                           | CORP. NOTE                       | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $507825.00    | 0.05%             | 2029-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                       | CORP. NOTE                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $4778396.57   | 0.50%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC               | CORP. NOTE                       | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1935000 | PA      | $1231143.75   | 0.13%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                         | CORP. NOTE                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2045325.75   | 0.22%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                    | CORP. NOTE                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1012692.80   | 0.11%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                             | CORP. NOTE                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5227000 | PA      | $4665097.50   | 0.49%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                                      | CORP. NOTE                       | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1597392.05   | 0.17%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP/DE                                                     | CORP. NOTE                       | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $1927981.12   | 0.20%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORGANON  AND  CO / ORGANON FOREIGN DEBT CO-ISSUER BV                          | CORP. NOTE                       | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3311926.40   | 0.35%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                     | CORP. NOTE                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3070631.25   | 0.32%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | CORP. NOTE                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2316090.55   | 0.24%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA/FRANCE                                                       | CORP. NOTE                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1870000 | PA      | $1473765.70   | 0.16%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | CORP. NOTE                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $828612.43    | 0.09%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | CORP. NOTE                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $792293.17    | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                        | CORP. NOTE                       | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3066000 | PA      | $2736405.00   | 0.29%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                        | CORP. NOTE                       | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $985300.00    | 0.10%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                           | CORP. NOTE                       | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   5187000 | PA      | $4707306.24   | 0.50%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | CORP. NOTE                       | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1320000 | PA      | $1158643.20   | 0.12%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                                                     | CORP. NOTE                       | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    950000 | PA      | $798902.50    | 0.08%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC                                      | CORP. NOTE                       | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   2974000 | PA      | $2845908.81   | 0.30%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS  AND  CONTRACTORS SUPPLY CO INC                             | CORP. NOTE                       | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $997887.00    | 0.10%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | CORP. NOTE                       | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2269232.00   | 0.24%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV        | CORP. NOTE                       | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $435511.74    | 0.05%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                  | CORP. NOTE                       | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2338874.21   | 0.25%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BATH  AND  BODY WORKS INC                                                     | CORP. NOTE                       | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    277000 | PA      | $290433.02    | 0.03%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                         | CORP. NOTE                       | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    899000 | PA      | $703907.36    | 0.07%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC / WATCO FINANCE CORP                                            | CORP. NOTE                       | CUSIP: 941130AB2<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |   5605000 | PA      | $5445986.15   | 0.57%             | 2027-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                | CORP. NOTE                       | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1150000 | PA      | $1051620.08   | 0.11%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC / CRC FINCO INC                                 | CORP. NOTE                       | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4190000 | PA      | $4139112.45   | 0.44%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                        | CORP. NOTE                       | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |   1150000 | PA      | $1050454.53   | 0.11%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                               | CORP. NOTE                       | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   2218000 | PA      | $2190534.22   | 0.23%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOISE CASCADE CO                                                              | CORP. NOTE                       | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1458875.23   | 0.15%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | CORP. NOTE                       | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1192253.80   | 0.13%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                  | CORP. NOTE                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194265.88    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                              | CORP. NOTE                       | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1537110.93   | 0.16%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                      | CORP. NOTE                       | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1139431.65   | 0.12%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CORP. NOTE                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1929154.50   | 0.20%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                     | CORP. NOTE                       | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    607000 | PA      | $612538.88    | 0.06%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                         | CORP. NOTE                       | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $970925.55    | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                     | CORP. NOTE                       | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1922031.25   | 0.20%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC | CORP. NOTE                       | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1410000 | PA      | $1133434.42   | 0.12%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL LLC / BRS FINANCE CORP                                        | CORP. NOTE                       | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1725439.45   | 0.18%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                | CORP. NOTE                       | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518697.50   | 0.16%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                         | CORP. NOTE                       | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3597284.98   | 0.38%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                               | CORP. NOTE                       | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1969368.30   | 0.21%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                          | CORP. NOTE                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1531947.20   | 0.16%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                           | CORP. NOTE                       | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1042969.80   | 0.11%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                         | CORP. NOTE                       | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2253074.64   | 0.24%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                 | CORP. NOTE                       | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1327950.00   | 0.14%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                      | CORP. NOTE                       | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214502.99    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                  | CORP. NOTE                       | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1300782.14   | 0.14%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | CORP. NOTE                       | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5404000 | PA      | $4570973.40   | 0.48%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                    | CORP. NOTE                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $2570231.30   | 0.27%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                         | CORP. NOTE                       | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    452000 | PA      | $387773.06    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                          | CORP. NOTE                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4217452.60   | 0.44%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                            | CORP. NOTE                       | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    945000 | PA      | $691362.00    | 0.07%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                              | CORP. NOTE                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $3585108.70   | 0.38%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                              | CORP. NOTE                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $883949.00    | 0.09%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                        | CORP. NOTE                       | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1296742.25   | 0.14%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                         | CORP. NOTE                       | CUSIP: 62957HAH8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    744000 | PA      | $750614.16    | 0.08%             | 2025-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                           | CORP. NOTE                       | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1160651.42   | 0.12%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                              | CORP. NOTE                       | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $920937.15    | 0.10%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                              | CORP. NOTE                       | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    225000 | PA      | $187726.50    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                          | CORP. NOTE                       | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3383250.00   | 0.36%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                         | CORP. NOTE                       | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1555000 | PA      | $1383141.40   | 0.15%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                         | CORP. NOTE                       | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1168399.25   | 0.12%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                          | CORP. NOTE                       | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1980657.41   | 0.21%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                         | CORP. NOTE                       | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2220900.00   | 0.23%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BATH  AND  BODY WORKS INC                                                     | CORP. NOTE                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1642459.40   | 0.17%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                             | CORP. NOTE                       | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $2813004.48   | 0.30%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                                                   | CORP. NOTE                       | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | US        |    940000 | PA      | $851777.24    | 0.09%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                                            | CORP. NOTE                       | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $970100.00    | 0.10%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                            | CORP. NOTE                       | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1292773.67   | 0.14%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | CORP. NOTE                       | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2718827.70   | 0.29%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | CORP. NOTE                       | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5615000 | PA      | $5285904.85   | 0.56%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / NEW RED FINANCE INC                                          | CORP. NOTE                       | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3205000 | PA      | $2892512.50   | 0.30%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                     | CORP. NOTE                       | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1370512.01   | 0.14%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA/FRANCE                                                       | CORP. NOTE                       | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1625000 | PA      | $1354291.25   | 0.14%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                                                     | CORP. NOTE                       | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1210283.89   | 0.13%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                                      | CORP. NOTE                       | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2762468.13   | 0.29%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                | CORP. NOTE                       | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2551433.15   | 0.27%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                     | CORP. NOTE                       | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   3932000 | PA      | $3214410.00   | 0.34%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                                      | CORP. NOTE                       | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    965000 | PA      | $914633.72    | 0.10%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS  AND  CONTRACTORS SUPPLY CO INC                             | CORP. NOTE                       | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2167498.95   | 0.23%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                     | CORP. NOTE                       | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1992000 | PA      | $1842787.09   | 0.19%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | CORP. NOTE                       | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    164000 | PA      | $154570.00    | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC         | CORP. NOTE                       | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1452391.30   | 0.15%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                            | CORP. NOTE                       | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1020730.00   | 0.11%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                            | CORP. NOTE                       | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3471910.96   | 0.37%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / NEW RED FINANCE INC                                          | CORP. NOTE                       | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2513000 | PA      | $2286553.57   | 0.24%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                              | CORP. NOTE                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1999500.00   | 0.21%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                | CORP. NOTE                       | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    955000 | PA      | $956910.00    | 0.10%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL INC                                            | CORP. NOTE                       | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2616908.25   | 0.28%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                  | CORP. NOTE                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1002654.90   | 0.11%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                              | CORP. NOTE                       | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $812878.69    | 0.09%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                                                     | CORP. NOTE                       | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    810000 | PA      | $790276.51    | 0.08%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                         | CORP. NOTE                       | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1818955.25   | 0.19%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                         | CORP. NOTE                       | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1215000 | PA      | $1169996.40   | 0.12%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                  | CORP. NOTE                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3059849.19   | 0.32%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                | CORP. NOTE                       | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2059600.00   | 0.22%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                  | CORP. NOTE                       | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2456000 | PA      | $2414223.44   | 0.25%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                         | CORP. NOTE                       | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | US        |    985000 | PA      | $946831.25    | 0.10%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                           | CORP. NOTE                       | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1515000 | PA      | $1236058.20   | 0.13%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP            | CORP. NOTE                       | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1958762.50   | 0.21%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                      | CORP. NOTE                       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2087850.00   | 0.22%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP                          | CORP. NOTE                       | CUSIP: 435765AH5<br>LEI: 549300HLPTRASHS0E726 | Long             | DBT              | CORP              | US        |   3104000 | PA      | $2828247.34   | 0.30%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                      | CORP. NOTE                       | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   2575000 | PA      | $1726770.43   | 0.18%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                     | CORP. NOTE                       | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1045000 | PA      | $938504.05    | 0.10%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                           | CORP. NOTE                       | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $2738702.93   | 0.29%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                 | CORP. NOTE                       | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $891035.38    | 0.09%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                           | CORP. NOTE                       | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    890000 | PA      | $789875.00    | 0.08%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                           | CORP. NOTE                       | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $934526.32    | 0.10%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                      | CORP. NOTE                       | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   2340000 | PA      | $1848600.00   | 0.19%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                          | CORP. NOTE                       | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $666409.80    | 0.07%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | CORP. NOTE                       | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2937637.50   | 0.31%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                               | CORP. NOTE                       | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1090073.68   | 0.11%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                      | CORP. NOTE                       | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1545880.40   | 0.16%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                   | CORP. NOTE                       | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1905070.79   | 0.20%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                             | CORP. NOTE                       | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2509398.91   | 0.26%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                 | CORP. NOTE                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1187243.21   | 0.12%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                           | CORP. NOTE                       | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1200500.00   | 0.13%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                              | CORP. NOTE                       | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1609333.50   | 0.17%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                             | CORP. NOTE                       | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1249361.25   | 0.13%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                     | CORP. NOTE                       | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425020.40    | 0.04%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                 | CORP. NOTE                       | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1032282.04   | 0.11%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                               | CORP. NOTE                       | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2163100.00   | 0.23%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | CORP. NOTE                       | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1355339.40   | 0.14%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                                          | CORP. NOTE                       | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2329181.25   | 0.25%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | CORP. NOTE                       | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    178000 | PA      | $179370.60    | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                    | CORP. NOTE                       | CUSIP: G0086CAB9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | US        |    950000 | PA      | $959476.43    | 0.10%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                        | CORP. NOTE                       | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3019000 | PA      | $2783485.52   | 0.29%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                    | CORP. NOTE                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1935000 | PA      | $1906545.69   | 0.20%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                               | CORP. NOTE                       | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    565000 | PA      | $557271.59    | 0.06%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                               | CORP. NOTE                       | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1259250.00   | 0.13%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTERNATIONAL FINANCE SARL                                            | CORP. NOTE                       | CUSIP: L63149AB1<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1752435.00   | 0.18%             | 2025-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                                    | CORP. NOTE                       | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1971982.97   | 0.21%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                                                              | CORP. NOTE                       | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $635325.60    | 0.07%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP       | CORP. NOTE                       | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2520962.10   | 0.27%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC                | CORP. NOTE                       | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $839378.75    | 0.09%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WERNER FINCO LP / WERNER FINCO INC                                            | CORP. NOTE                       | CUSIP: 95076PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1497600.00   | 0.16%             | 2025-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP            | CORP. NOTE                       | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $570156.00    | 0.06%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                | CORP. NOTE                       | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    542000 | PA      | $519924.34    | 0.05%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                         | CORP. NOTE                       | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1500520.00   | 0.16%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                       | CORP. NOTE                       | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |   3745000 | PA      | $3666879.30   | 0.39%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                               | CORP. NOTE                       | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2594146.46   | 0.27%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                         | CORP. NOTE                       | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1291200.00   | 0.14%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                             | CORP. NOTE                       | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2319222.57   | 0.24%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                    | CORP. NOTE                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2603036.70   | 0.27%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                    | CORP. NOTE                       | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3045000 | PA      | $2936080.35   | 0.31%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP                    | CORP. NOTE                       | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2134267.50   | 0.22%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                 | CORP. NOTE                       | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1469387.97   | 0.15%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                         | CORP. NOTE                       | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    849000 | PA      | $756866.52    | 0.08%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                         | CORP. NOTE                       | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2363273.22   | 0.25%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | CORP. NOTE                       | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $803066.45    | 0.08%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                          | CORP. NOTE                       | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1210993.75   | 0.13%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                | CORP. NOTE                       | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1240000 | PA      | $1222777.33   | 0.13%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                | CORP. NOTE                       | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3200000 | PA      | $3149808.00   | 0.33%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                    | CORP. NOTE                       | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69130.44     | 0.01%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PONTUS LTD                                                         | CORP. NOTE                       | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    842240 | PA      | $821184.00    | 0.09%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | CORP. NOTE                       | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    990000 | PA      | $970200.00    | 0.10%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                      | CORP. NOTE                       | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2506418.76   | 0.26%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | CORP. NOTE                       | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2314476.17   | 0.24%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                      | CORP. NOTE                       | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3555590.50   | 0.37%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC                                                        | CORP. NOTE                       | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2171000 | PA      | $2189258.11   | 0.23%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC         | CORP. NOTE                       | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2180821.80   | 0.23%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                       | CORP. NOTE                       | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1607375 | PA      | $1563172.19   | 0.16%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | CORP. NOTE                       | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4548000 | PA      | $4525896.72   | 0.48%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                 | CORP. NOTE                       | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1064206.00   | 0.11%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                 | CORP. NOTE                       | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1419801.87   | 0.15%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP                    | CORP. NOTE                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1054943.50   | 0.11%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | CORP. NOTE                       | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2001000 | PA      | $1968463.74   | 0.21%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                              | CORP. NOTE                       | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1029022.35   | 0.11%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                               | CORP. NOTE                       | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3444300.00   | 0.36%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | CORP. NOTE                       | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   6040000 | PA      | $5388495.40   | 0.57%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL CORP                                                           | CORP. NOTE                       | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $474760.80    | 0.05%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                         | CORP. NOTE                       | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1030501.08   | 0.11%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                          | CORP. NOTE                       | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1089607.50   | 0.11%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | CORP. NOTE                       | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   4045667 | PA      | $3600643.63   | 0.38%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | CORP. NOTE                       | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2244200.00   | 0.24%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                      | CORP. NOTE                       | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1342303.95   | 0.14%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIATE INC                                                 | CORP. PIK BOND                   | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $458044.68    | 0.05%             | 2027-04-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                | CORP. PIK BOND                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    870223 | PA      | $643965.02    | 0.07%             | 2027-06-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING HOLDCO ISSUER LP                                        | CORP. PIK BOND                   | CUSIP: 45827CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1385000 | PA      | $976425.00    | 0.10%             | 2026-01-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                   | CORPORATE BONDS                  | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $506295.60    | 0.05%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                    | CORPORATE BONDS                  | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3238000 | PA      | $3317139.99   | 0.35%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                   | CORPORATE BONDS                  | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $405557.47    | 0.04%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | CORPORATE BONDS                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5108000 | PA      | $5479679.89   | 0.58%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                              | CORPORATE BONDS                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3165000 | PA      | $3202179.26   | 0.34%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                   | CORPORATE BONDS                  | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1016610.00   | 0.11%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                             | CORPORATE BONDS                  | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2615216.68   | 0.28%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                          | CORPORATE BONDS                  | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1354702.16   | 0.14%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                           | CORPORATE BONDS                  | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $822555.20    | 0.09%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                             | CORPORATE BONDS                  | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429234.94    | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | CORPORATE BONDS                  | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1771536.72   | 0.19%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                    | CORPORATE BONDS                  | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    804000 | PA      | $753468.60    | 0.08%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                             | CORPORATE BONDS                  | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3367795.20   | 0.35%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                               | CORPORATE BONDS                  | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1051050.00   | 0.11%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | CORPORATE BONDS                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $871104.00    | 0.09%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BATH  AND  BODY WORKS INC                                                     | CORPORATE BONDS                  | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1041450.32   | 0.11%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                  | CORPORATE BONDS                  | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    975000 | PA      | $955500.00    | 0.10%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                              | CORPORATE BONDS                  | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   2215000 | PA      | $2043337.50   | 0.21%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                           | CORPORATE BONDS                  | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    922000 | PA      | $813665.00    | 0.09%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                    | CORPORATE BONDS                  | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2908026.15   | 0.31%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                  | CORPORATE BONDS                  | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1354410.00   | 0.14%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP                              | CORPORATE BONDS                  | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2247193.30   | 0.24%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP                  | CORPORATE BONDS                  | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3299214.10   | 0.35%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                  | CORPORATE BONDS                  | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2301390.00   | 0.24%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION                                                          | CORPORATE BONDS                  | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    460000 | PA      | $426544.76    | 0.04%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                   | CORPORATE BONDS                  | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    975000 | PA      | $947183.25    | 0.10%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                   | CORPORATE BONDS                  | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1832524.32   | 0.19%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC                                | CORPORATE BONDS                  | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6003620.00   | 0.63%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                  | CORPORATE BONDS                  | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1089612.03   | 0.11%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                    | CORPORATE BONDS                  | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    230000 | PA      | $208452.45    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                          | CORPORATE BONDS                  | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    900000 | PA      | $841653.00    | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CORPORATE BONDS                  | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2757038.90   | 0.29%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                   | CORPORATE BONDS                  | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3591000 | PA      | $3627664.11   | 0.38%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                   | CORPORATE BONDS                  | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   3198000 | PA      | $2870205.00   | 0.30%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | CORPORATE BONDS                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1058059.94   | 0.11%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                 | CORPORATE BONDS                  | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3177805.68   | 0.33%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                    | CORPORATE BONDS                  | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    610000 | PA      | $591453.38    | 0.06%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                  | CORPORATE BONDS                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7192000 | PA      | $6526524.24   | 0.69%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                           | CORPORATE BONDS                  | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1247674.00   | 0.13%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                              | CORPORATE BONDS                  | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3259000 | PA      | $3015878.60   | 0.32%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CORPORATE BONDS                  | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $862827.00    | 0.09%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                               | CORPORATE BONDS                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2310375.00   | 0.24%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                           | CORPORATE BONDS                  | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $917931.75    | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                          | CORPORATE BONDS                  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1625231.89   | 0.17%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                  | CORPORATE BONDS                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4380000 | PA      | $3765586.56   | 0.40%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                     | CORPORATE BONDS                  | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5843000 | PA      | $5857607.50   | 0.62%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                     | CORPORATE BONDS                  | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6844000 | PA      | $6689804.68   | 0.70%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                   | CORPORATE BONDS                  | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    514000 | PA      | $485496.15    | 0.05%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                          | CORPORATE BONDS                  | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $1778140.80   | 0.19%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | CORPORATE BONDS                  | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1762037.33   | 0.19%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                         | CORPORATE BONDS                  | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1402700.00   | 0.15%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                  | CORPORATE BONDS                  | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1827096.94   | 0.19%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                      | CORPORATE BONDS                  | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1393977.63   | 0.15%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC         | CORPORATE BONDS                  | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $602262.00    | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                   | CORPORATE BONDS                  | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    621000 | PA      | $518535.00    | 0.05%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | CORPORATE BONDS                  | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $2724519.90   | 0.29%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                      | CORPORATE BONDS                  | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1406373.72   | 0.15%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                  | CORPORATE BONDS                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1778446.08   | 0.19%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | CORPORATE BONDS                  | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $511087.84    | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                      | CORPORATE BONDS                  | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   2080000 | PA      | $1730768.00   | 0.18%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                    | CORPORATE BONDS                  | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1201300.00   | 0.13%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                  | CORPORATE BONDS                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2101000 | PA      | $1705591.80   | 0.18%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                          | CORPORATE BONDS                  | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1036742.36   | 0.11%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                  | CORPORATE BONDS                  | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $393341.45    | 0.04%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                 | CORPORATE BONDS                  | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1540125.00   | 0.16%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                    | CORPORATE BONDS                  | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    855000 | PA      | $655476.86    | 0.07%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                     | CORPORATE BONDS                  | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1528339.28   | 0.16%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                               | CORPORATE BONDS                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1079706.25   | 0.11%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                   | CORPORATE BONDS                  | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2132225.00   | 0.22%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BATH  AND  BODY WORKS INC                                                     | CORPORATE BONDS                  | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1493207.10   | 0.16%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / NEW RED FINANCE INC                                          | CORPORATE BONDS                  | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1475000 | PA      | $1242186.00   | 0.13%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | CORPORATE BONDS                  | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1262403.00   | 0.13%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION                                                          | CORPORATE BONDS                  | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $2872316.30   | 0.30%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC/OK                                                  | CORPORATE BONDS                  | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2083000 | PA      | $1950327.69   | 0.21%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                     | CORPORATE BONDS                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    580000 | PA      | $588465.10    | 0.06%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                         | CORPORATE BONDS                  | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1191215.14   | 0.13%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                  | CORPORATE BONDS                  | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1457537.50   | 0.15%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | CORPORATE BONDS                  | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2301801.13   | 0.24%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS  AND  CO                                                         | CORPORATE BONDS                  | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3125768.96   | 0.33%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                    | CORPORATE BONDS                  | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1069200.00   | 0.11%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORGANON  AND  CO / ORGANON FOREIGN DEBT CO-ISSUER BV                          | CORPORATE BONDS                  | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $874098.85    | 0.09%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                     | CORPORATE BONDS                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $3619334.60   | 0.38%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                              | CORPORATE BONDS                  | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1963125.00   | 0.21%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | CORPORATE BONDS                  | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1726706.63   | 0.18%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                  | CORPORATE BONDS                  | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $824100.00    | 0.09%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                           | CORPORATE BONDS                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3632000 | PA      | $2969160.00   | 0.31%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | CORPORATE BONDS                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3038723.10   | 0.32%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                     | CORPORATE BONDS                  | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $884673.27    | 0.09%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                   | CORPORATE BONDS                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $321431.25    | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                           | CORPORATE BONDS                  | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $64800.00     | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                            | CORPORATE BONDS                  | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4330000 | PA      | $3303660.10   | 0.35%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                              | CORPORATE BONDS                  | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2415000 | PA      | $1931082.54   | 0.20%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                   | CORPORATE BONDS                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $194323.98    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC/OK                                                  | CORPORATE BONDS                  | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    153000 | PA      | $115359.53    | 0.01%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                           | CORPORATE BONDS                  | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    770000 | PA      | $645560.30    | 0.07%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | CORPORATE BONDS                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2240489.98   | 0.24%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                          | CORPORATE BONDS                  | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1444805.76   | 0.15%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                     | CORPORATE BONDS                  | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    265000 | PA      | $242925.50    | 0.03%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HOLDINGS LLC                                                    | CORPORATE BONDS                  | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $856669.10    | 0.09%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                      | CORPORATE BONDS                  | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458750.00    | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                           | CORPORATE BONDS                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4408000 | PA      | $4670760.88   | 0.49%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                             | CORPORATE BONDS                  | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1334398.15   | 0.14%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                   | CORPORATE BONDS                  | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $950383.88    | 0.10%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                   | CORPORATE BONDS                  | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1843422.82   | 0.19%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                             | CORPORATE BONDS                  | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1910972.45   | 0.20%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                   | CORPORATE BONDS                  | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $490318.35    | 0.05%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                                                   | CORPORATE BONDS                  | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3425000 | PA      | $1455042.75   | 0.15%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO. INTERNATIONAL                                          | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | US        |         1 | NC      | $413050.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                       | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $2685298.86   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET B AND T CO                                                       | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $505395.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                          | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $456200.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                 | CURRENCY FORWARDS                | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |         1 | NC      | $1791971.10   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                 | Credit Default Swap Basket Index | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DCR              | CORP              | US        |   4064000 | NC      | $76200.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | PERPETUAL BONDS                  | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $206250.00    | 0.02%             | 2023-12-11      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                           | PERPETUAL BONDS                  | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203250.00    | 0.02%             | 2052-11-22      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                      | PERPETUAL BONDS                  | CUSIP: 268317AM6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $225781.81    | 0.02%             | 2024-01-22      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/CAYMAN                                                     | PERPETUAL BONDS                  | CUSIP: 05958AAL2<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | KY        |    310000 | PA      | $310744.00    | 0.03%             | 2049-06-29      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | PERPETUAL BONDS                  | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986428.77    | 0.10%             | 2024-10-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                          | PERPETUAL BONDS                  | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460083.00    | 0.05%             | 2025-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | PERPETUAL BONDS                  | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    640000 | PA      | $624076.80    | 0.07%             | 2025-03-17      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | PERPETUAL BONDS                  | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $574306.00    | 0.06%             | 2049-12-29      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                | PERPETUAL BONDS                  | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $297750.00    | 0.03%             | 2025-08-19      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | PERPETUAL BONDS                  | CUSIP: H4209UAN6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    510000 | PA      | $499851.00    | 0.05%             | 2049-12-29      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                           | PERPETUAL BONDS                  | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310400.00    | 0.03%             | 2049-12-29      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | PERPETUAL BONDS                  | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    610000 | PA      | $562240.61    | 0.06%             | 2049-12-31      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNERS LP                                                  | PERPETUAL BONDS                  | CUSIP: 29336UAH0<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $412500.00    | 0.04%             | 2047-09-21      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                               | PERPETUAL BONDS                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    570000 | PA      | $482943.90    | 0.05%             | 2027-09-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | PERPETUAL BONDS                  | CUSIP: 29273VAH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $280519.50    | 0.03%             | 2023-02-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | PERPETUAL BONDS                  | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6451000 | PA      | $4693102.50   | 0.49%             | 2028-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM LP                                                              | PERPETUAL BONDS                  | CUSIP: 23311PAA8<br>LEI: 52990024YYS3MLGW0E91 | Long             | DBT              | CORP              | US        |    226000 | PA      | $226045.20    | 0.02%             | 2022-12-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                       | PERPETUAL BONDS                  | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $776000.00    | 0.08%             | 2024-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FINANCE NV                                           | PERPETUAL BONDS                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $281742.46    | 0.03%             | 2049-12-31      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | PERPETUAL BONDS                  | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $442750.00    | 0.05%             | 2049-12-31      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                | PERPETUAL BONDS                  | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $555750.00    | 0.06%             | 2099-12-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | PERPETUAL BONDS                  | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $474984.00    | 0.05%             | 2026-11-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                              | PERPETUAL BONDS                  | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $340603.41    | 0.04%             | 2050-02-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                       | PERPETUAL BONDS                  | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $304800.00    | 0.03%             | 2025-06-04      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | PERPETUAL BONDS                  | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    560000 | PA      | $358288.00    | 0.04%             | 2049-12-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                        | PERPETUAL BONDS                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $431077.50    | 0.05%             | 2030-06-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| STICHTING AK RABOBANK CERTIFICATEN                                            | PERPETUAL BONDS                  | CUSIP: N22634XZ2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $226070.36    | 0.02%             | 2044-01-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | PERPETUAL BONDS                  | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $478747.80    | 0.05%             | 2028-03-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S.A.                                                          | PERPETUAL BONDS                  | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $296158.06    | 0.03%             | 2024-09-23      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | PERPETUAL BONDS                  | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    320000 | PA      | $274421.17    | 0.03%             | 2024-12-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | PERPETUAL BONDS                  | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    570000 | PA      | $468825.00    | 0.05%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | PERPETUAL BONDS                  | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    760000 | PA      | $740835.42    | 0.08%             | 2026-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | PERPETUAL BONDS                  | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $434625.00    | 0.05%             | 2051-04-22      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                        | PERPETUAL BONDS                  | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    330000 | PA      | $311930.05    | 0.03%             | 2048-08-22      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | PERPETUAL BONDS                  | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465000.00    | 0.05%             | 2049-03-05      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | PERPETUAL BONDS                  | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257725.00    | 0.03%             | 2049-07-31      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                            | PERPETUAL BONDS                  | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $495497.91    | 0.05%             | 2047-11-16      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | PERPETUAL BONDS                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    690000 | PA      | $597854.90    | 0.06%             | 2050-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                   | PERPETUAL BONDS                  | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224595.00    | 0.02%             | 2050-06-22      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                  | PERPETUAL BONDS                  | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    320000 | PA      | $295200.00    | 0.03%             | 2048-10-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                  | PERPETUAL BONDS                  | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221264.14    | 0.02%             | 2050-08-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | PERPETUAL BONDS                  | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $576279.01    | 0.06%             | 2048-10-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | PERPETUAL BONDS                  | CUSIP: E2R99CQ59<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $585750.00    | 0.06%             | 2049-02-08      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                       | PERPETUAL BONDS                  | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336000.00    | 0.04%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                           | PERPETUAL BONDS                  | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1665000 | PA      | $1384231.05   | 0.15%             | 2026-05-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | PERPETUAL BONDS                  | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133194.86    | 0.01%             | 2051-06-02      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | PERPETUAL BONDS                  | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172136.00    | 0.02%             | 2051-06-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                    | PERPETUAL BONDS                  | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192500.00    | 0.02%             | 2051-06-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | PERPETUAL BONDS                  | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180480.00    | 0.02%             | 2050-08-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | PERPETUAL BONDS                  | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198750.00    | 0.02%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| M AND T BANK CORP                                                             | PERPETUAL BONDS                  | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191350.00    | 0.02%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST                                            | CUMULATIVE PREFERRED             | CUSIP: 70931T301<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |      4000 | NS      | $91560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                                   | PERPETUAL BONDS                  | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94983.14     | 0.01%             | 2051-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | PERPETUAL BONDS                  | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $518518.00    | 0.05%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | PERPETUAL BONDS                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    925000 | PA      | $827341.90    | 0.09%             | 2051-12-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S.A.                                                          | PERPETUAL BONDS                  | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $195869.67    | 0.02%             | 2029-09-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                          | PERPETUAL BONDS                  | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299250.00    | 0.03%             | 2027-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | PERPETUAL BONDS                  | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188500.00    | 0.02%             | 2052-08-08      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                | PERPETUAL BONDS                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196000.00    | 0.02%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                          | PERPETUAL BONDS                  | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $627250.00    | 0.07%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                       | PERPETUAL BONDS                  | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990000.00    | 0.10%             | 2023-08-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC / TCEH FINANCE INC                 | RIGHTS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    104590 | NS      | $125508.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PUTNAM SHORT TERM INVESTMENT FUND                                             | SHORT TERM INV FUND              | CUSIP: 74676P664<br>LEI: 5493003MK0Q7JP8CPP42 | Long             | STIV             | PF                | US        |  59972271 | NS      | $59972271.05  | 6.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                      | U.S. T BILLS                     | CUSIP: 912796YY9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499412.50    | 0.05%             | 2022-12-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                      | U.S. T BILLS                     | CUSIP: 912796X87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99791.40     | 0.01%             | 2022-12-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                                                             | VAR.RT. CORP. BONDS              | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78327.50     | 0.01%             | 2053-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                       | VAR.RT. CORP. BONDS              | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $308585.25    | 0.03%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | VAR.RT. CORP. BONDS              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $292683.99    | 0.03%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG SA                                                | VAR.RT. CORP. BONDS              | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $355120.00    | 0.04%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | VAR.RT. CORP. BONDS              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $438332.40    | 0.05%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                           | VAR.RT. CORP. BONDS              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    450000 | PA      | $395817.37    | 0.04%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                             | VAR.RT. CORP. BONDS              | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $272800.00    | 0.03%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDINGS LP                                                 | VAR.RT. CORP. BONDS              | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $847500.00    | 0.09%             | 2050-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                      | VAR.RT. CORP. BONDS              | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    520000 | PA      | $420640.48    | 0.04%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                  | VAR.RT. CORP. BONDS              | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $999859.22    | 0.11%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC/THE                                     | VAR.RT. CORP. BONDS              | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    550000 | PA      | $455212.75    | 0.05%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                               | VAR.RT. CORP. BONDS              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $401075.00    | 0.04%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | VAR.RT. CORP. BONDS              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    425000 | PA      | $313465.42    | 0.03%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO III LLC                                                       | VAR.RT. CORP. BONDS              | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $380020.53    | 0.04%             | 2051-06-30      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | VAR.RT. CORP. BONDS              | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236726.16    | 0.02%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                              | VAR.RT. CORP. BONDS              | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $248089.39    | 0.03%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                       | VAR.RT. CORP. BONDS              | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $72164.83     | 0.01%             | 2081-10-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                           | VAR.RT. CORP. BONDS              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195998.58    | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                      | VAR.RT. CORP. BONDS              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85624.70     | 0.01%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | VAR.RT. CORP. BONDS              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82702.82     | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                     | VAR.RT. CORP. BONDS              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $307500.00    | 0.03%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                     | VAR.RT. CORP. BONDS              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $425812.50    | 0.04%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| GUARANTEED RATE INC                                                           | WARRANTS                         | CUSIP: N/A<br>LEI: 549300U3721PJGQZYY68       | Long             | DE               | CORP              | US        |       868 | NS      | $17.36        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-26

**Name of Applicant:** Putnam Investments Inc

**Signature:** Janet C. Smith

**Name of Signer:** NPORT

**Title:** Principal Financial Officer