# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0001752724-23-067607
**Filing Date:** 2023-3
**Character Count:** 206332
**Document Hash:** 0bf3778eb425349a2366387cc6e5c096
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067607.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067607

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SUMMER STREET TRUST
- **CENTRAL INDEX KEY:** 0000225322
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02737
- **FILM NUMBER:** 23763727

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY HIGH INCOME FUND
- **DATE OF NAME CHANGE:** 19890309

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY AGGRESSIVE INCOME FUND
- **DATE OF NAME CHANGE:** 19810205

## Series and Classes Contracts Data

### Fidelity Short Duration High Income Fund (Series ID: S000042758)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000132244 | Fidelity Short Duration High Income Fund                  | FSAHX           |
| C000132245 | Fidelity Advisor Short Duration High Income Fund: Class I | FSFHX           |
| C000132246 | Fidelity Advisor Short Duration High Income Fund: Class A | FSBHX           |
| C000132247 | Fidelity Advisor Short Duration High Income Fund: Class M | FSEHX           |
| C000132248 | Fidelity Advisor Short Duration High Income Fund: Class C | FSDHX           |
| C000205018 | Fidelity Advisor Short Duration High Income Fund: Class Z | FIJWX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Short Duration High Income Fund**

**January 31, 2023**

SDH-NPRT3-0423

1.969440.109 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds - 77.3%** | &nbsp;&nbsp;**Corporate Bonds - 77.3%** | &nbsp;&nbsp;**Corporate Bonds - 77.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Convertible Bonds - 1.1%  |  |  |
| Broadcasting - 1.1% |  |  |
| DISH Network Corp.: |  |  |
|  2.375% 3/15/24  | 510000  | 472515  |
|  3.375% 8/15/26  | 7300000  | 4776333  |
|  |  | 5248848 |
| Energy - 0.0% |  |  |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) | 15159 | 97099 |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) | 26231 | 168020 |
|  |  | 265119 |
| TOTAL CONVERTIBLE BONDS |  | 5513967 |
| Nonconvertible Bonds - 76.2%  |  |  |
| Aerospace - 4.3% |  |  |
| Bombardier, Inc.: |  |  |
|  6% 2/15/28 (d) | 125000  | 118548  |
|  7.125% 6/15/26 (d) | 4000000  | 3985000  |
|  7.875% 4/15/27 (d) | 1000000  | 996084  |
| Howmet Aerospace, Inc. 6.875% 5/1/25  | 3708000 | 3809970 |
| Spirit Aerosystems, Inc. 7.5% 4/15/25 (d) | 1750000 | 1756020 |
| TransDigm, Inc.: |  |  |
|  5.5% 11/15/27  | 3335000  | 3184925  |
|  6.25% 3/15/26 (d) | 7365000  | 7362406  |
|  7.5% 3/15/27  | 25000  | 25195  |
|  |  | 21238148 |
| Air Transportation - 1.8% |  |  |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd. 5.5% 4/20/26 (d) | 6300000 | 6176047 |
| United Airlines, Inc. 4.375% 4/15/26 (d) | 2600000 | 2468271 |
| Western Global Airlines LLC 10.375% 8/15/25 (d) | 250000 | 175000 |
|  |  | 8819318 |
| Automotive & Auto Parts - 1.7% |  |  |
| Ford Motor Credit Co. LLC: |  |  |
|  2.3% 2/10/25  | 540000  | 500706  |
|  3.375% 11/13/25  | 7700000  | 7170625  |
|  4.687% 6/9/25  | 455000  | 441897  |
|  5.125% 6/16/25  | 250000  | 245717  |
| Real Hero Merger Sub 2 6.25% 2/1/29 (d) | 30000 | 22275 |
|  |  | 8381220 |
| Banks & Thrifts - 0.6% |  |  |
| Ally Financial, Inc.: |  |  |
|  3.875% 5/21/24  | 970000  | 950563  |
|  5.75% 11/20/25  | 1895000  | 1883352  |
| VistaJet Malta Finance PLC / XO Management Holding, Inc. 7.875% 5/1/27 (d) | 235000 | 227414 |
|  |  | 3061329 |
| Broadcasting - 2.1% |  |  |
| Clear Channel Outdoor Holdings, Inc. 5.125% 8/15/27 (d) | 1000000 | 906965 |
| Diamond Sports Group LLC/Diamond Sports Finance Co. 5.375% 8/15/26 (d) | 410000 | 30238 |
| DISH Network Corp. 11.75% 11/15/27 (d) | 3030000 | 3148776 |
| Sirius XM Radio, Inc. 3.125% 9/1/26 (d) | 5395000 | 4855637 |
| Univision Communications, Inc. 6.625% 6/1/27 (d) | 1375000 | 1347500 |
|  |  | 10289116 |
| Building Materials - 0.1% |  |  |
| Advanced Drain Systems, Inc. 5% 9/30/27 (d) | 245000 | 233208 |
| Global Infrastructure Solutions, Inc. 5.625% 6/1/29 (d) | 185000 | 151700 |
| SRS Distribution, Inc. 4.625% 7/1/28 (d) | 95000 | 86786 |
|  |  | 471694 |
| Cable/Satellite TV - 5.1% |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |
|  4% 3/1/23 (d) | 3315000  | 3310028  |
|  5.125% 5/1/27 (d) | 7650000  | 7290833  |
| CSC Holdings LLC: |  |  |
|  5.25% 6/1/24  | 3900000  | 3807375  |
|  5.5% 4/15/27 (d) | 4300000  | 3787010  |
| DISH DBS Corp.: |  |  |
|  5.25% 12/1/26 (d) | 2400000  | 2068500  |
|  5.875% 11/15/24  | 3100000  | 2925625  |
|  7.75% 7/1/26  | 650000  | 527904  |
| Radiate Holdco LLC/Radiate Financial Service Ltd. 4.5% 9/15/26 (d) | 1595000 | 1221403 |
|  |  | 24938678 |
| Capital Goods - 0.7% |  |  |
| Vertical U.S. Newco, Inc. 5.25% 7/15/27 (d) | 3525000 | 3262634 |
| Chemicals - 2.4% |  |  |
| INEOS Quattro Finance 2 PLC 3.375% 1/15/26 (d) | 250000 | 229460 |
| LSB Industries, Inc. 6.25% 10/15/28 (d) | 1990000 | 1793010 |
| Methanex Corp. 5.125% 10/15/27  | 700000 | 666750 |
| NOVA Chemicals Corp.: |  |  |
|  4.875% 6/1/24 (d) | 300000  | 295500  |
|  5% 5/1/25 (d) | 3205000  | 3082117  |
|  5.25% 6/1/27 (d) | 1100000  | 1023088  |
| Rhodia Acetow Management GmbH 10.5% 2/15/27 (d) | 130000 | 110501 |
| SPCM SA 3.125% 3/15/27 (d) | 395000 | 347746 |
| The Chemours Co. LLC 5.375% 5/15/27  | 2900000 | 2681005 |
| W.R. Grace Holding LLC 5.625% 10/1/24 (d) | 1500000 | 1492500 |
|  |  | 11721677 |
| Consumer Products - 1.2% |  |  |
| Coty, Inc. 5% 4/15/26 (d) | 3000000 | 2872500 |
| Gannett Holdings LLC 6% 11/1/26 (d) | 75000 | 57999 |
| Mattel, Inc. 5.875% 12/15/27 (d) | 1210000 | 1206975 |
| Newell Brands, Inc. 4.45% 4/1/26  | 1800000 | 1710072 |
|  |  | 5847546 |
| Containers - 2.5% |  |  |
| Ardagh Packaging Finance PLC/Ardagh MP Holdings U.S.A., Inc.: |  |  |
|  4.125% 8/15/26 (d) | 610000  | 556625  |
|  5.25% 8/15/27 (d) | 3000000  | 2456655  |
|  5.25% 8/15/27 (d) | 500000  | 409443  |
| Ball Corp.: |  |  |
|  4% 11/15/23  | 400000  | 394316  |
|  5.25% 7/1/25  | 1900000  | 1890709  |
| Berry Global, Inc. 4.875% 7/15/26 (d) | 1175000 | 1144450 |
| BWAY Holding Co. 7.875% 8/15/26 (d)(e) | 925000 | 933094 |
| Sealed Air Corp. 6.125% 2/1/28 (d) | 515000 | 519584 |
| Trivium Packaging Finance BV: |  |  |
|  5.5% 8/15/26 (d) | 220000  | 211011  |
|  8.5% 8/15/27 (d) | 4050000  | 3893063  |
|  |  | 12408950 |
| Diversified Financial Services - 4.2% |  |  |
| Cargo Aircraft Management, Inc. 4.75% 2/1/28 (d) | 225000 | 203063 |
| Freedom Mortgage Corp. 6.625% 1/15/27 (d) | 250000 | 208030 |
| Hightower Holding LLC 6.75% 4/15/29 (d) | 400000 | 344328 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp.: |  |  |
|  4.75% 9/15/24  | 1840000  | 1796300  |
|  5.25% 5/15/27  | 3535000  | 3300806  |
|  6.25% 5/15/26  | 7690000  | 7554587  |
| Navient Corp.: |  |  |
|  6.125% 3/25/24  | 2000000  | 1995300  |
|  6.75% 6/15/26  | 250000  | 246273  |
| OneMain Finance Corp.: |  |  |
|  3.5% 1/15/27  | 235000  | 204440  |
|  6.125% 3/15/24  | 750000  | 743603  |
|  6.875% 3/15/25  | 4090000  | 4077157  |
|  |  | 20673887 |
| Diversified Media - 0.3% |  |  |
| Advantage Sales & Marketing, Inc. 6.5% 11/15/28 (d) | 1660000 | 1261600 |
| Energy - 13.5% |  |  |
| Berry Petroleum Co. LLC 7% 2/15/26 (d) | 100000 | 95744 |
| Buckeye Partners LP 4.125% 3/1/25 (d) | 1400000 | 1330000 |
| California Resources Corp. 7.125% 2/1/26 (d) | 250000 | 243313 |
| Calumet Specialty Products Partners LP/Calumet Finance Corp. 11% 4/15/25 (d) | 10000 | 10476 |
| Centennial Resource Production LLC 5.875% 7/1/29 (d) | 3570000 | 3337950 |
| Chesapeake Energy Corp. 5.5% 2/1/26 (d) | 505000 | 489550 |
| Chord Energy Corp. 6.375% 6/1/26 (d) | 100000 | 98500 |
| Citgo Holding, Inc. 9.25% 8/1/24 (d) | 2650000 | 2663250 |
| Citgo Petroleum Corp. 6.375% 6/15/26 (d) | 1450000 | 1420804 |
| Comstock Resources, Inc. 6.75% 3/1/29 (d) | 120000 | 110700 |
| Continental Resources, Inc.: |  |  |
|  2.268% 11/15/26 (d) | 300000  | 266649  |
|  4.5% 4/15/23  | 300000  | 299234  |
| Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.: |  |  |
|  6% 2/1/29 (d) | 2760000  | 2618322  |
|  7.375% 2/1/31 (d) | 525000  | 528281  |
| CrownRock LP/CrownRock Finance, Inc. 5.625% 10/15/25 (d) | 2300000 | 2242500 |
| CVR Energy, Inc. 5.25% 2/15/25 (d) | 1615000 | 1558475 |
| DCP Midstream Operating LP 5.375% 7/15/25  | 1400000 | 1397165 |
| Delek Logistics Partners LP 7.125% 6/1/28 (d) | 80000 | 73379 |
| Energy Ventures GoM LLC / EnVen Finance Corp. 11.75% 4/15/26 (d) | 88000 | 91949 |
| EnLink Midstream Partners LP 4.85% 7/15/26  | 1400000 | 1357403 |
| EQM Midstream Partners LP: |  |  |
|  6% 7/1/25 (d) | 147000  | 144723  |
|  7.5% 6/1/27 (d) | 2550000  | 2549943  |
| EQT Corp. 3.125% 5/15/26 (d) | 500000 | 467560 |
| Genesis Energy LP/Genesis Energy Finance Corp. 8% 1/15/27  | 1145000 | 1130344 |
| Gulfport Energy Corp. 8% 5/17/26  | 100000 | 99081 |
| Hess Midstream Partners LP 5.625% 2/15/26 (d) | 2450000 | 2425794 |
| Holly Energy Partners LP/Holly Energy Finance Corp. 6.375% 4/15/27 (d) | 105000 | 103819 |
| Magnolia Oil & Gas Operating LLC 6% 8/1/26 (d) | 1300000 | 1257750 |
| Mesquite Energy, Inc. 7.25% 12/31/49 (c)(d)(f) | 135000 | 0 |
| Murphy Oil Corp. 5.75% 8/15/25  | 64000 | 63740 |
| Nabors Industries, Inc. 5.75% 2/1/25  | 2550000 | 2472365 |
| New Fortress Energy, Inc.: |  |  |
|  6.5% 9/30/26 (d) | 3815000  | 3510410  |
|  6.75% 9/15/25 (d) | 1290000  | 1234060  |
| NGL Energy Operating LLC/NGL Energy Finance Corp. 7.5% 2/1/26 (d) | 1450000 | 1377006 |
| NuStar Logistics LP 6% 6/1/26  | 400000 | 391728 |
| Occidental Petroleum Corp.: |  |  |
|  5.875% 9/1/25  | 5250000  | 5314024  |
|  6.95% 7/1/24  | 424000  | 431687  |
|  8.5% 7/15/27  | 2000000  | 2212500  |
| PBF Holding Co. LLC/PBF Finance Corp. 7.25% 6/15/25  | 350000 | 348689 |
| PDC Energy, Inc. 5.75% 5/15/26  | 1750000 | 1692478 |
| Precision Drilling Corp. 7.125% 1/15/26 (d) | 1660000 | 1642870 |
| Range Resources Corp. 4.875% 5/15/25  | 1250000 | 1205947 |
| SM Energy Co. 6.625% 1/15/27  | 1156000 | 1123455 |
| Southwestern Energy Co. 5.7% 1/23/25 (g) | 1128000 | 1118468 |
| Sunnova Energy Corp. 5.875% 9/1/26 (d) | 2210000 | 1989000 |
| Sunoco LP/Sunoco Finance Corp.: |  |  |
|  5.875% 3/15/28  | 960000  | 940800  |
|  6% 4/15/27  | 1010000  | 1009424  |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. 6% 3/1/27 (d) | 2000000 | 1896206 |
| Transocean Proteus Ltd. 6.25% 12/1/24 (d) | 1334000 | 1347380 |
| Transocean, Inc. 8.75% 2/15/30 (d) | 650000 | 670150 |
| U.S.A. Compression Partners LP 6.875% 4/1/26  | 1500000 | 1472175 |
| Venture Global Calcasieu Pass LLC 6.25% 1/15/30 (d) | 715000 | 728428 |
| Western Gas Partners LP 4.65% 7/1/26  | 3500000 | 3368750 |
|  |  | 65974398 |
| Entertainment/Film - 0.7% |  |  |
| Live Nation Entertainment, Inc. 4.75% 10/15/27 (d) | 3900000 | 3607500 |
| Environmental - 0.4% |  |  |
| Clean Harbors, Inc. 6.375% 2/1/31 (d) | 210000 | 213927 |
| Madison IAQ LLC 4.125% 6/30/28 (d) | 1900000 | 1672399 |
|  |  | 1886326 |
| Food & Drug Retail - 0.9% |  |  |
| Albertsons Companies LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC 3.25% 3/15/26 (d) | 4600000 | 4254816 |
| Food/Beverage/Tobacco - 1.0% |  |  |
| Performance Food Group, Inc. 5.5% 10/15/27 (d) | 1100000 | 1058745 |
| Post Holdings, Inc.: |  |  |
|  5.625% 1/15/28 (d) | 1625000  | 1564063  |
|  5.75% 3/1/27 (d) | 596000  | 587108  |
| Turning Point Brands, Inc. 5.625% 2/15/26 (d) | 100000 | 90607 |
| U.S. Foods, Inc. 6.25% 4/15/25 (d) | 1275000 | 1277308 |
| United Natural Foods, Inc. 6.75% 10/15/28 (d) | 95000 | 91675 |
|  |  | 4669506 |
| Gaming - 4.2% |  |  |
| Affinity Gaming LLC 6.875% 12/15/27 (d) | 1030000 | 922108 |
| Caesars Entertainment, Inc.: |  |  |
|  6.25% 7/1/25 (d) | 4950000  | 4930933  |
|  8.125% 7/1/27 (d) | 900000  | 913500  |
| Caesars Resort Collection LLC 5.75% 7/1/25 (d) | 495000 | 495084 |
| Carnival Corp. 10.5% 6/1/30 (d) | 245000 | 235813 |
| Golden Entertainment, Inc. 7.625% 4/15/26 (d) | 500000 | 503125 |
| International Game Technology PLC 4.125% 4/15/26 (d) | 2200000 | 2083961 |
| Melco Resorts Finance Ltd. 5.25% 4/26/26 (d) | 200000 | 188000 |
| MGM Resorts International 6% 3/15/23  | 1000000 | 999591 |
| Raptor Acquisition Corp. / Raptor Co-Issuer LLC 4.875% 11/1/26 (d) | 95000 | 88350 |
| Studio City Finance Ltd. 5% 1/15/29 (d) | 225000 | 180983 |
| VICI Properties LP / VICI Note Co.: |  |  |
|  3.5% 2/15/25 (d) | 3715000  | 3535194  |
|  4.625% 6/15/25 (d) | 300000  | 290340  |
|  5.625% 5/1/24 (d) | 1000000  | 997909  |
| Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.: |  |  |
|  4.25% 5/30/23 (d) | 500000  | 498750  |
|  5.25% 5/15/27 (d) | 900000  | 850212  |
|  5.5% 3/1/25 (d) | 2800000  | 2720935  |
|  |  | 20434788 |
| Healthcare - 4.7% |  |  |
| 1375209 BC Ltd. 9% 1/30/28 (d) | 562000 | 559898 |
| Bausch Health Companies, Inc.: |  |  |
|  11% 9/30/28 (d) | 2600000  | 2034240  |
|  14% 10/15/30 (d) | 197000  | 122971  |
| Community Health Systems, Inc.: |  |  |
|  5.625% 3/15/27 (d) | 6050000  | 5355460  |
|  6.875% 4/15/29 (d) | 750000  | 474375  |
| HCA Holdings, Inc. 5.875% 2/15/26  | 1750000 | 1781351 |
| IQVIA, Inc. 5% 5/15/27 (d) | 4500000 | 4366844 |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/28 (d) | 1500000 | 1356675 |
| Owens & Minor, Inc. 4.5% 3/31/29 (d) | 65000 | 52948 |
| RP Escrow Issuer LLC 5.25% 12/15/25 (d) | 200000 | 163200 |
| Surgery Center Holdings, Inc. 6.75% 7/1/25 (d) | 877000 | 870861 |
| Tenet Healthcare Corp.: |  |  |
|  4.625% 7/15/24  | 86000  | 84818  |
|  5.125% 11/1/27  | 6200000  | 5967500  |
|  |  | 23191141 |
| Homebuilders/Real Estate - 1.8% |  |  |
| Brookfield Property REIT, Inc./BPR Nimbus LLC/BPR Cumulus LLC/GGSI Sellco LLC 5.75% 5/15/26 (d) | 250000 | 237813 |
| MPT Operating Partnership LP/MPT Finance Corp. 5.25% 8/1/26  | 4000000 | 3638680 |
| Railworks Holdings LP 8.25% 11/15/28 (d) | 230000 | 212970 |
| Service Properties Trust: |  |  |
|  4.35% 10/1/24  | 400000  | 377200  |
|  7.5% 9/15/25  | 3000000  | 2949870  |
| Starwood Property Trust, Inc. 4.75% 3/15/25  | 1500000 | 1437648 |
|  |  | 8854181 |
| Insurance - 0.4% |  |  |
| Acrisure LLC / Acrisure Finance, Inc. 7% 11/15/25 (d) | 1920000 | 1826630 |
| Alliant Holdings Intermediate LLC 6.75% 10/15/27 (d) | 30000 | 28060 |
| Enact Holdings, Inc. 6.5% 8/15/25 (d) | 200000 | 197000 |
|  |  | 2051690 |
| Leisure - 3.1% |  |  |
| Carnival Corp. 7.625% 3/1/26 (d) | 6580000 | 5987800 |
| NCL Corp. Ltd.: |  |  |
|  5.875% 3/15/26 (d) | 400000  | 345992  |
|  5.875% 2/15/27 (d) | 2025000  | 1895400  |
| Royal Caribbean Cruises Ltd.: |  |  |
|  5.375% 7/15/27 (d) | 120000  | 104386  |
|  5.5% 8/31/26 (d) | 3885000  | 3476925  |
|  11.625% 8/15/27 (d) | 1500000  | 1591793  |
| Six Flags Entertainment Corp. 5.5% 4/15/27 (d) | 1500000 | 1413840 |
| Viking Cruises Ltd. 13% 5/15/25 (d) | 235000 | 249168 |
|  |  | 15065304 |
| Metals/Mining - 1.6% |  |  |
| First Quantum Minerals Ltd.: |  |  |
|  6.5% 3/1/24 (d) | 745000  | 738016  |
|  6.875% 3/1/26 (d) | 2610000  | 2508895  |
| Howmet Aerospace, Inc. 5.125% 10/1/24  | 250000 | 248750 |
| HudBay Minerals, Inc. 4.5% 4/1/26 (d) | 2355000 | 2169544 |
| Novelis Corp. 3.25% 11/15/26 (d) | 2550000 | 2308566 |
|  |  | 7973771 |
| Paper - 0.5% |  |  |
| Ardagh Metal Packaging Finance U.S.A. LLC/Ardagh Metal Packaging Finance PLC 6% 6/15/27 (d) | 2500000 | 2496600 |
| Restaurants - 0.8% |  |  |
| 1011778 BC Unlimited Liability Co./New Red Finance, Inc.: |  |  |
|  3.875% 1/15/28 (d) | 1800000  | 1645164  |
|  5.75% 4/15/25 (d) | 1000000  | 998605  |
| Garden SpinCo Corp. 8.625% 7/20/30 (d) | 55000 | 58850 |
| Yum! Brands, Inc. 3.875% 11/1/23  | 1225000 | 1212983 |
|  |  | 3915602 |
| Services - 2.8% |  |  |
| Aramark Services, Inc. 5% 4/1/25 (d) | 2800000 | 2758000 |
| Brand Energy & Infrastructure Services, Inc. 8.5% 7/15/25 (d) | 806000 | 658704 |
| CoreCivic, Inc.: |  |  |
|  4.75% 10/15/27  | 35000  | 30599  |
|  8.25% 4/15/26  | 1050000  | 1073555  |
| Diebold Nixdorf, Inc. 9.375% 7/15/25 (d) | 103000 | 67716 |
| Life Time, Inc. 5.75% 1/15/26 (d) | 1125000 | 1081148 |
| PowerTeam Services LLC 9.033% 12/4/25 (d) | 120000 | 102595 |
| Prime Securities Services Borrower LLC/Prime Finance, Inc. 5.75% 4/15/26 (d) | 2350000 | 2303093 |
| Sabre GLBL, Inc. 7.375% 9/1/25 (d) | 2200000 | 2157907 |
| WASH Multifamily Acquisition, Inc. 5.75% 4/15/26 (d) | 3440000 | 3174151 |
|  |  | 13407468 |
| Steel - 0.0% |  |  |
| Infrabuild Australia Pty Ltd. 12% 10/1/24 (d) | 150000 | 142875 |
| Super Retail - 1.7% |  |  |
| At Home Group, Inc. 4.875% 7/15/28 (d) | 60000 | 43200 |
| Carvana Co.: |  |  |
|  4.875% 9/1/29 (d) | 80000  | 35600  |
|  5.5% 4/15/27 (d) | 200000  | 90000  |
|  5.875% 10/1/28 (d) | 115000  | 50025  |
| EG Global Finance PLC: |  |  |
|  6.75% 2/7/25 (d) | 3700000  | 3429234  |
|  8.5% 10/30/25 (d) | 800000  | 754000  |
| Hanesbrands, Inc. 4.875% 5/15/26 (d) | 2400000 | 2235000 |
| Rent-A-Center, Inc. 6.375% 2/15/29 (d) | 30000 | 25500 |
| Staples, Inc. 7.5% 4/15/26 (d) | 1900000 | 1688245 |
|  |  | 8350804 |
| Technology - 2.4% |  |  |
| Camelot Finance SA 4.5% 11/1/26 (d) | 2600000 | 2472938 |
| CommScope, Inc. 6% 3/1/26 (d) | 2100000 | 2010435 |
| MicroStrategy, Inc. 6.125% 6/15/28 (d) | 85000 | 71732 |
| MoneyGram International, Inc. 5.375% 8/1/26 (d) | 250000 | 253894 |
| Sensata Technologies BV 5% 10/1/25 (d) | 2300000 | 2274689 |
| SS&C Technologies, Inc. 5.5% 9/30/27 (d) | 2000000 | 1923488 |
| Uber Technologies, Inc. 7.5% 9/15/27 (d) | 2500000 | 2538425 |
| Veritas U.S., Inc./Veritas Bermuda Ltd. 7.5% 9/1/25 (d) | 400000 | 263808 |
| Virtusa Corp. 7.125% 12/15/28 (d) | 50000 | 42000 |
|  |  | 11851409 |
| Telecommunications - 7.0% |  |  |
| Altice France SA 8.125% 2/1/27 (d) | 3410000 | 3196602 |
| C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (d) | 25000 | 23782 |
| Cogent Communications Group, Inc. 7% 6/15/27 (d) | 1800000 | 1781640 |
| Consolidated Communications, Inc. 5% 10/1/28 (d) | 1060000 | 795209 |
| Hughes Satellite Systems Corp. 5.25% 8/1/26  | 1400000 | 1356250 |
| Lumen Technologies, Inc.: |  |  |
|  4% 2/15/27 (d) | 4000000  | 3373010  |
|  5.125% 12/15/26 (d) | 1000000  | 855000  |
| Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 4.75% 4/30/27 (d) | 95000 | 86219 |
| Sable International Finance Ltd. 5.75% 9/7/27 (d) | 2402000 | 2269890 |
| Sabre GLBL, Inc. 9.25% 4/15/25 (d) | 200000 | 205191 |
| SBA Communications Corp. 3.875% 2/15/27  | 3200000 | 2955314 |
| Sprint Corp. 7.875% 9/15/23  | 2280000 | 2313910 |
| T-Mobile U.S.A., Inc.: |  |  |
|  2.25% 2/15/26  | 3810000  | 3531019  |
|  2.625% 4/15/26  | 320000  | 297025  |
| Telecom Italia SpA 5.303% 5/30/24 (d) | 2150000 | 2093788 |
| Uniti Group, Inc. 7.875% 2/15/25 (d) | 4705000 | 4643462 |
| ViaSat, Inc. 5.625% 9/15/25 (d) | 1500000 | 1410000 |
| Windstream Escrow LLC 7.75% 8/15/28 (d) | 570000 | 461432 |
| Zayo Group Holdings, Inc. 4% 3/1/27 (d) | 3200000 | 2544320 |
|  |  | 34193063 |
| Transportation Ex Air/Rail - 0.0% |  |  |
| Great Lakes Dredge & Dock Corp. 5.25% 6/1/29 (d) | 70000 | 58993 |
| Utilities - 1.7% |  |  |
| Global Partners LP/GLP Finance Corp. 7% 8/1/27  | 2157000 | 2070995 |
| InterGen NV 7% 6/30/23 (d) | 200000 | 200011 |
| NextEra Energy Partners LP: |  |  |
|  4.25% 7/15/24 (d) | 1500000  | 1464995  |
|  4.25% 9/15/24 (d) | 41000  | 38233  |
| PG&E Corp. 5% 7/1/28  | 1210000 | 1133831 |
| Solaris Midstream Holdings LLC 7.625% 4/1/26 (d) | 120000 | 120000 |
| Vistra Operations Co. LLC: |  |  |
|  5% 7/31/27 (d) | 225000  | 211743  |
|  5.625% 2/15/27 (d) | 3005000  | 2902024  |
|  |  | 8141832 |
| TOTAL NONCONVERTIBLE BONDS |  | 372897864 |
| <br> **TOTAL CORPORATE BONDS**<br> (Cost $378,446,127) |  | <br> **378411831** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.2%** | &nbsp;&nbsp;**Common Stocks - 0.2%** | &nbsp;&nbsp;**Common Stocks - 0.2%** |
|  | Shares | Value ($)<br>|
| Diversified Financial Services - 0.0%  |  |  |
| Lime Tree Bay Ltd. (c) | 80 | 3200 |
| Energy - 0.1%  |  |  |
| California Resources Corp. warrants 10/27/24 (h) | 2 | 22 |
| Forbes Energy Services Ltd. (c)(h) | 6468 | 0 |
| Mesquite Energy, Inc. (c)(h) | 1922 | 115129 |
| TOTAL ENERGY |  | 115151 |
| Utilities - 0.1%  |  |  |
| EQT Corp.  | 17800 | 581526 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $976,638) |  | <br> **699877** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 12.7%** | &nbsp;&nbsp;**Bank Loan Obligations - 12.7%** | &nbsp;&nbsp;**Bank Loan Obligations - 12.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Broadcasting - 0.5%  |  |  |
| Diamond Sports Group LLC 2LN, term loan CME Term SOFR 1 Month Index + 3.250% 8.0255% 8/24/26 (i)(j)(k) | 196992 | 14857 |
| Univision Communications, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.8197% 1/31/29 (i)(j)(k) | 2353771 | 2307967 |
| TOTAL BROADCASTING |  | 2322824 |
| Building Materials - 0.8%  |  |  |
| Acproducts Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.9799% 5/17/28 (i)(j)(k) | 1678428 | 1349221 |
| Oscar AcquisitionCo LLC 1LN, term loan CME TERM SOFR 3 MONTH INDEX + 4.500% 9.1802% 4/29/29 (i)(j)(k) | 498750 | 482351 |
| SRS Distribution, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 6/4/28 (i)(j)(k) | 2342559 | 2255978 |
| TOTAL BUILDING MATERIALS |  | 4087550 |
| Chemicals - 1.2%  |  |  |
| Aruba Investment Holdings LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.2973% 11/24/27 (i)(j)(k) | 1000000 | 990000 |
| Consolidated Energy Finance SA Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 8.0697% 5/7/25 (c)(i)(j)(k) | 285650 | 275652 |
| Discovery Purchaser Corp. 1LN, term loan CME Term SOFR 1 Month Index + 4.370% 8.9625% 10/4/29 (i)(j)(k) | 1000000 | 955210 |
| Olympus Water U.S. Holding Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.5% 11/9/28 (i)(j)(k) | 1979700 | 1934602 |
| SCIH Salt Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.4147% 3/16/27 (i)(j)(k) | 32376 | 31688 |
| W.R. Grace Holding LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 8.5% 9/22/28 (i)(j)(k) | 1520972 | 1510112 |
| TOTAL CHEMICALS |  | 5697264 |
| Consumer Products - 0.0%  |  |  |
| Conair Holdings LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.4799% 5/17/28 (i)(j)(k) | 24688 | 21143 |
| Diamond BC BV Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.750% 7.5746% 9/29/28 (i)(j)(k) | 19800 | 19563 |
| TKC Holdings, Inc. 1LN, term loan 12% 2/14/27 (i)(k) | 200000 | 114000 |
| TOTAL CONSUMER PRODUCTS |  | 154706 |
| Diversified Financial Services - 0.5%  |  |  |
| Broadstreet Partners, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.5697% 1/27/27 (i)(j)(k) | 343813 | 338371 |
| Hightower Holding LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.8153% 4/21/28 (i)(j)(k) | 2304067 | 2237825 |
| TOTAL DIVERSIFIED FINANCIAL SERVICES |  | 2576196 |
| Energy - 0.0%  |  |  |
| DT Midstream, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.000% 6.5697% 6/12/28 (i)(j)(k) | 15973 | 15993 |
| Forbes Energy Services LLC Tranche B, term loan 0% (c)(f)(i)(k) | 60604 | 0 |
| Mesquite Energy, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 8.000% 0% (c)(f)(j)(k) | 35876 | 0 |
|  term loan 3 month U.S. LIBOR + 0.000% 0% (c)(f)(j)(k) | 15000 | 0 |
| TOTAL ENERGY |  | 15993 |
| Environmental - 0.1%  |  |  |
| LRS Holdings LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.8197% 6/28/28 (i)(j)(k) | 693000 | 679140 |
| Food/Beverage/Tobacco - 0.2%  |  |  |
| Del Monte Foods, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 8.8616% 5/16/29 (i)(j)(k) | 997500 | 987106 |
| Triton Water Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.2299% 3/31/28 (i)(j)(k) | 54175 | 51500 |
| TOTAL FOOD/BEVERAGE/TOBACCO |  | 1038606 |
| Gaming - 0.4%  |  |  |
| Fertitta Entertainment LLC NV Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 8.5614% 1/27/29 (i)(j)(k) | 321647 | 317582 |
| Golden Entertainment, Inc. Tranche B, term loan 3 month U.S. LIBOR + 3.000% 7.52% 10/20/24 (i)(j)(k) | 1664147 | 1659986 |
| TOTAL GAMING |  | 1977568 |
| Healthcare - 1.1%  |  |  |
| Cano Health, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 8.6614% 11/23/27 (i)(j)(k) | 910000 | 708663 |
| Confluent Health LLC: |  |  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.5697% 11/30/28 (i)(j)(k) | 12251 | 10516 |
|  Tranche DD 1LN, term loan 1 month U.S. LIBOR + 4.000% 7.2924% 11/30/28 (i)(j)(k)(l) | 2655 | 2279 |
| Insulet Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.6875% 5/4/28 (i)(j)(k) | 19700 | 19663 |
| Jazz Financing Lux SARL Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 5/5/28 (i)(j)(k) | 48852 | 48784 |
| MED ParentCo LP 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.8197% 8/31/26 (i)(j)(k) | 1200000 | 1074132 |
| Medical Solutions Holdings, Inc. 1LN, term loan 3 month U.S. LIBOR + 3.500% 8.0697% 11/1/28 (i)(j)(k) | 397304 | 383256 |
| Mozart Borrower LP Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.6336% 10/23/28 (i)(j)(k) | 114138 | 110697 |
| Organon & Co. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.75% 6/2/28 (i)(j)(k) | 2421008 | 2413648 |
| Packaging Coordinators Midco, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 8.2299% 11/30/27 (i)(j)(k) | 14812 | 14513 |
| Phoenix Newco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.6336% 11/15/28 (i)(j)(k) | 59550 | 59015 |
| RadNet Management, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.7349% 4/23/28 (i)(j)(k) | 344750 | 341116 |
| U.S. Anesthesia Partners, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.6187% 10/1/28 (i)(j)(k) | 29625 | 28227 |
| TOTAL HEALTHCARE |  | 5214509 |
| Hotels - 0.0%  |  |  |
| Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.5697% 8/2/28 (i)(j)(k) | 49375 | 49366 |
| Insurance - 0.9%  |  |  |
| Alliant Holdings Intermediate LLC: |  |  |
|  Tranche B, term loan 1 month U.S. LIBOR + 3.250% 7.8197% 5/10/25 (i)(j)(k) | 294602 | 294171 |
|  Tranche B3 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0084% 11/12/27 (i)(j)(k) | 1599900 | 1596268 |
| AssuredPartners, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 2/13/27 (i)(j)(k) | 1341227 | 1325575 |
| USI, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 8.3302% 11/22/29 (i)(j)(k) | 1000000 | 999750 |
| TOTAL INSURANCE |  | 4215764 |
| Leisure - 0.1%  |  |  |
| Hayward Industries, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 7.0697% 5/28/28 (i)(j)(k) | 394000 | 388583 |
| MajorDrive Holdings IV LLC 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.8125% 5/12/28 (i)(j)(k) | 24625 | 23772 |
| TOTAL LEISURE |  | 412355 |
| Paper - 0.6%  |  |  |
| Clydesdale Acquisition Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.170% 8.8364% 4/13/29 (i)(j)(k) | 3050841 | 2993119 |
| Services - 2.6%  |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B1 LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.1614% 12/21/28 (i)(j)(k) | 1549750 | 1536190 |
| Allied Universal Holdco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.4114% 5/14/28 (i)(j)(k) | 3161795 | 3044430 |
| Ascend Learning LLC: |  |  |
|  2LN, term loan 1 month U.S. LIBOR + 5.750% 10.1336% 12/10/29 (i)(j)(k) | 20000 | 17293 |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 12/10/28 (i)(j)(k) | 2427482 | 2311036 |
| Asurion LLC 1LN, term loan CME TERM SOFR 3 MONTH INDEX + 4.000% 8.6802% 8/17/28 (i)(j)(k) | 1000000 | 945000 |
| Brand Energy & Infrastructure Services, Inc. Tranche B, term loan 3 month U.S. LIBOR + 4.250% 9.0646% 6/21/24 (i)(j)(k) | 1496042 | 1393728 |
| CHG Healthcare Services, Inc. 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.6336% 9/30/28 (i)(j)(k) | 14813 | 14703 |
| CoreLogic, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.125% 6/2/28 (i)(j)(k) | 49375 | 41794 |
| Finastra U.S.A., Inc. Tranche 2LN, term loan 3 month U.S. LIBOR + 7.250% 12.0753% 6/13/25 (i)(j)(k) | 500000 | 392220 |
| Neptune BidCo U.S., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 9.735% 4/11/29 (i)(j)(k) | 1115000 | 1020225 |
| Spin Holdco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.765% 3/4/28 (i)(j)(k) | 2438625 | 1915857 |
| TOTAL SERVICES |  | 12632476 |
| Super Retail - 0.7%  |  |  |
| Bass Pro Group LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.3197% 3/5/28 (i)(j)(k) | 3130106 | 3072981 |
| Empire Today LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 5.000% 9.459% 4/1/28 (i)(j)(k) | 493734 | 380052 |
| TOTAL SUPER RETAIL |  | 3453033 |
| Technology - 1.0%  |  |  |
| Acuris Finance U.S., Inc. 1LN, term loan CME TERM SOFR 3 MONTH INDEX + 4.000% 8.7302% 2/16/28 (i)(j)(k) | 10156 | 9996 |
| Aptean, Inc. 2LN, term loan 1 month U.S. LIBOR + 7.000% 11.7349% 4/23/27 (i)(j)(k) | 200000 | 183500 |
| Athenahealth Group, Inc.: |  |  |
|  Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 8.0116% 2/15/29 (i)(j)(k) | 2346032 | 2218948 |
|  Tranche DD 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 2/15/29 (j)(k)(l) | 287480 | 271908 |
| Ceridian HCM Holding, Inc. Tranche B, term loan 1 month U.S. LIBOR + 2.500% 7.0697% 4/30/25 (i)(j)(k) | 1000000 | 994250 |
| DG Investment Intermediate Holdings, Inc.: |  |  |
|  2LN, term loan 1 month U.S. LIBOR + 6.750% 11.3197% 3/31/29 (i)(j)(k) | 80000 | 74700 |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.1336% 3/31/28 (i)(j)(k) | 14775 | 14361 |
| Electro Rent Corp. 1LN, term loan CME Term SOFR 1 Month Index + 5.500% 10.2706% 11/1/24 (i)(j)(k) | 392689 | 383854 |
| Maverick Bidco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.1647% 5/18/28 (i)(j)(k) | 296269 | 281085 |
| Park Place Technologies LLC 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 9.6614% 11/10/27 (i)(j)(k) | 343875 | 326967 |
| TOTAL TECHNOLOGY |  | 4759569 |
| Telecommunications - 0.8%  |  |  |
| Cablevision Lightpath LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.709% 11/30/27 (i)(j)(k) | 1340431 | 1328703 |
| Consolidated Communications, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.875% 10/2/27 (i)(j)(k) | 700000 | 628999 |
| Intelsat Jackson Holdings SA 1LN, term loan CME TERM SOFR 6 MONTH INDEX + 4.250% 7.4449% 2/1/29 (i)(j)(k) | 1377921 | 1355143 |
| Northwest Fiber LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.3473% 4/30/27 (i)(j)(k) | 152288 | 149341 |
| Windstream Services LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 6.250% 10.9114% 9/21/27 (i)(j)(k) | 343738 | 312228 |
| TOTAL TELECOMMUNICATIONS |  | 3774414 |
| Textiles/Apparel - 0.2%  |  |  |
| Tory Burch LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 8.0697% 4/14/28 (i)(j)(k) | 1295500 | 1237604 |
| Utilities - 1.0%  |  |  |
| Brookfield WEC Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 8.073% 8/1/25 (i)(j)(k) | 1615950 | 1615659 |
| Limetree Bay Terminals LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.000% 9.8418% 2/15/24 (i)(j)(k) | 458543 | 288882 |
| PG&E Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 8.5797% 6/23/25 (i)(j)(k) | 3016825 | 3010791 |
| TOTAL UTILITIES |  | 4915332 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $62,421,772) |  | <br> **62207388** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 11.1%** | &nbsp;&nbsp;**Money Market Funds - 11.1%** | &nbsp;&nbsp;**Money Market Funds - 11.1%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (m) <br>(Cost $54,438,009) <br>| 54427163 | **54438048** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.3%**<br> (Cost $496,282,546)<br>| <br>**495757144** |
| **NET OTHER ASSETS (LIABILITIES) - (1.3)%**  | **(6264042)** |
| **NET ASSETS - 100.0%** | **489493102** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $265,119 or 0.1% of net assets.

(c) Level 3 security

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $259,252,346 or 53.0% of net assets.

(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(f) Non-income producing - Security is in default.

(g) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(h) Non-income producing

(i) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(j) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(k) Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.

(l) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $288,223 and $272,545, respectively.

(m) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Mesquite Energy, Inc. 15% 7/15/23 | 7/10/20 - 1/18/22 | 15159 |
| Mesquite Energy, Inc. 15% 7/15/23 | 11/05/20 - 1/18/22 | 26231 |

---

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 6370650 | 469974858 | 421907460 | 780730 | - | - | 54438048 | 0.1% |
| Total | 6370650 | 469974858 | 421907460 | 780730 | - | - | 54438048 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Corporate Bonds and Bank Loan Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The Fund invests a significant portion of its assets in below investment grade securities. The value of these securities can be more volatile due to changes in the credit quality of the issuer and is sensitive to changes in economic, market and regulatory conditions.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Summer Street Trust

- **b. Investment Company Act file number:** 811-02737

- **c. CIK number of Registrant:** 0000225322

- **d. LEI of Registrant:** P1TJ3M056NR1SYX5LY49

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Short Duration High Income Fund

- **b. EDGAR series identifier (if any):** S000042758

- **c. LEI of Series:** 5493008WPJWJRZIRM082

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

- **a. Date of fiscal year-end:** 2023-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $493766220.26

**Total Liabilities:** $6376307.94

**Net Assets:** $487389912.32

**Delayed Delivery Securities:** $925000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2086.72521740 | **1-Year:** 5165.89311394 | **5-Year:** 2661.86624941 | **10-Year:** 0.00075393 | **30-Year:** 0.00000000

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

- **3-Month:** 22250.00163129 | **1-Year:** 59098.65746029 | **5-Year:** 39823.73707469 | **10-Year:** 445.27788411 | **30-Year:** 0.00001212

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205018 | 1.46%                | -0.64%               | 2.56%                |
| Class ID C000132247 | -2.62%               | -4.64%               | -1.56%               |
| Class ID C000132246 | -2.74%               | -4.64%               | -1.56%               |
| Class ID C000132248 | 0.37%                | -1.83%               | 1.47%                |
| Class ID C000132245 | 1.33%                | -0.64%               | 2.56%                |
| Class ID C000132244 | 1.33%                | -0.65%               | 2.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-138538.12              | $4243290.47                                |
| Month 2  | $38560.92                | $-5677129.73                               |
| Month 3  | $4714.52                 | $9376490.71                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PG and E CORP                                                                    | PG and E TERM B 1LN 06/23/2025                                                                         | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   3016825 | PA      | $3010791.23   | 0.62%             | 2025-06-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                     | VIRTUSA CORP 7.125% 12/15/2028 144A                                                                    | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42000.00     | 0.01%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HOLDINGS TERM B4 1LN 11/12/2027                                                                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1599900 | PA      | $1596267.85   | 0.33%             | 2027-11-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A                                                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    715000 | PA      | $728427.70    | 0.15%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 3.5% 02/15/2025 144A                                             | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3535194.00   | 0.73%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2026                                                                         | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1073555.26   | 0.22%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC CONV 15% 07/15/2023                                                                | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     15159 | PA      | $97099.46     | 0.02%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                           | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3510409.90   | 0.72%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT TERM 1LN 02/01/2029                                                                           | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |   1377921 | PA      | $1355143.49   | 0.28%             | 2029-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A                                                      | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2425794.00   | 0.50%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2468270.74   | 0.51%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US ANESTHESIA PARTNERS INC                                                       | US ANESTHESIA PARTNERS TERM B 1LN 09/22/2028                                                           | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |     29625 | PA      | $28227.00     | 0.01%             | 2028-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                      | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A                                      | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2303092.85   | 0.47%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1549750 | PA      | $1536189.69   | 0.32%             | 2028-12-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                                         | TURNING POINT BRANDS INC 5.625% 02/15/2026 144A                                                        | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90607.04     | 0.02%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                               | TELECOM ITALIA SPA 5.303% 05/30/2024 144A                                                              | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   2150000 | PA      | $2093788.25   | 0.43%             | 2024-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                                | CROWNROCK LP / CROWNROCK FIN INC 5.625% 10/15/2025 144A                                                | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2242500.00   | 0.46%             | 2025-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 8.125% 02/01/2027 144A                                                                | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3410000 | PA      | $3196602.20   | 0.66%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDS INC                                                                 | HAYWARD TERM B 1LN 05/28/2028                                                                          | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |    394000 | PA      | $388582.50    | 0.08%             | 2028-05-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| APTEAN INC                                                                       | APTEAN TERM 2LN 04/23/2027                                                                             | CUSIP: N/A<br>LEI: 549300D5LUPGZUDZXC96       | Long             | LON              | CORP              | US        |    200000 | PA      | $183500.00    | 0.04%             | 2027-04-23      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 10/01/2024 144A                                                            | CUSIP: 92943GAC5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492500.00   | 0.31%             | 2024-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 6.125% 03/25/2024                                                                         | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995300.00   | 0.41%             | 2024-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                 | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3174151.33   | 0.65%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                           | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A                          | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73379.24     | 0.02%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING LLC                                                              | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $922107.50    | 0.19%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2902024.09   | 0.60%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                          | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233207.78    | 0.05%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5.25% 08/01/2026                                                          | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3638680.00   | 0.75%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A                                                 | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1826630.40   | 0.37%             | 2025-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE TERM B 1LN 09/22/2028                                                                         | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |   1520972 | PA      | $1510111.92   | 0.31%             | 2028-09-22      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC                                                              | ZIPLY FIBER TERM B 1LN 04/30/2027                                                                      | CUSIP: 66743UAE6<br>LEI: 254900LE3FBC16P2QY79 | Long             | LON              | CORP              | US        |    152288 | PA      | $149340.74    | 0.03%             | 2027-04-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC / CRC FINCO INC                                    | CAESARS RESORT COLLECTION LLC / CRC FINCO INC 5.75% 07/01/2025 144A                                    | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $495084.15    | 0.10%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A                                                    | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    750000 | PA      | $474375.00    | 0.10%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC        | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A           | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2496600.00   | 0.51%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POWER TEAM SERVICES LLC                                                          | POWER TEAM SERVICES LLC 9.033% 12/04/2025 144A                                                         | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102595.20    | 0.02%             | 2025-12-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION TERM B 1LN 06/04/2028                                                                 | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   2342559 | PA      | $2255977.86   | 0.46%             | 2028-06-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A                                                      | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2610000 | PA      | $2508895.13   | 0.51%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERTICAL US NEWCO INC                                                            | VERTICAL US NEWCO INC 5.25% 07/15/2027 144A                                                            | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3262634.25   | 0.67%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.125% 03/15/2024                                                                 | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743602.50    | 0.15%             | 2024-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP CONV 2.375% 03/15/2024                                                               | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    510000 | PA      | $472515.00    | 0.10%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAVERICK BIDCO INC                                                               | MITRATECH TERM B 1LN 05/18/2028                                                                        | CUSIP: 57767KAC2<br>LEI: 549300R3QEXQ0OD28Q79 | Long             | LON              | CORP              | US        |    297019 | PA      | $281796.54    | 0.06%             | 2028-05-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PROTEUS LTD                                                           | TRANSOCEAN PROTEUS LTD 6.25% 12/01/2024 144A                                                           | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |   1334000 | PA      | $1347380.30   | 0.28%             | 2024-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP 4% 11/15/2023                                                                                | CUSIP: 058498AS5<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394316.00    | 0.08%             | 2023-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMPIRE TODAY                                                                     | EMPIRE TODAY TERM B 1LN 04/01/2028                                                                     | CUSIP: 29210RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493734 | PA      | $380052.01    | 0.08%             | 2028-04-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC 2.625% 04/15/2026                                                                     | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $297025.38    | 0.06%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                      | SPRINT CORP 7.875% 09/15/2023                                                                          | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2313910.44   | 0.47%             | 2023-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM B 1LN 12/10/2028                                                                  | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   2427482 | PA      | $2311036.15   | 0.47%             | 2028-12-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WESTERN GLOBAL AIRLINES LLC                                                      | WESTERN GLOBAL AIRLINES LLC 10.375% 08/15/2025 144A                                                    | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $175000.00    | 0.04%             | 2025-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.5% 04/15/2027 144A                                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3787010.00   | 0.78%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                              | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2955314.24   | 0.61%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                | CHORD ENERGY CORP 6.375% 06/01/2026 144A                                                               | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98500.00     | 0.02%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM B 1LN 02/15/2029                                                                     | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2346032 | PA      | $2218947.52   | 0.46%             | 2029-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORPORATION                                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     17800 | NS      | $581526.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS OPER LLC / MAGNOLIA OIL and GAS FIN CORP                    | MAGNOLIA OIL and GAS OPER LLC / MAGNOLIA OIL and GAS FIN CORP 6% 08/01/2026 144A                       | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1257750.00   | 0.26%             | 2026-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.5% 03/15/2027                                                                          | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25194.63     | 0.01%             | 2027-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM INCR B 1LN 05/07/2025                                                         | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    285650 | PA      | $275652.25    | 0.06%             | 2025-05-07      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                                       | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913500.00    | 0.19%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 11.625% 08/15/2027 144A                                                    | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1500000 | PA      | $1591792.50   | 0.33%             | 2027-08-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                           | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4366844.10   | 0.90%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                        | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1058744.69   | 0.22%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDICAL SOLUTIONS HOLDINGS INC                                                   | MEDICAL SOLUTIONS TERM 1LN 11/01/2028                                                                  | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    397304 | PA      | $383255.67    | 0.08%             | 2028-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.125% 10/15/2027                                                                        | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $666750.00    | 0.14%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                         | GREAT OUTDOORS TERM B2 1LN 03/05/2028                                                                  | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   3130106 | PA      | $3072981.25   | 0.63%             | 2028-03-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A                        | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1896205.76   | 0.39%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                         | BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029                                                        | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |   1000000 | PA      | $955210.00    | 0.20%             | 2029-10-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6% 02/15/2028 144A                                                                      | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $118547.92    | 0.02%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                              | KISSNER TERM B INCR 1LN 03/16/2027                                                                     | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32376 | PA      | $31688.26     | 0.01%             | 2027-03-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                  | COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A                                                     | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1781640.00   | 0.37%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT INSURANCE TERM B EXT 5/10/2025                                                                 | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    294602 | PA      | $294171.41    | 0.06%             | 2025-05-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                              | HILTON GRAND VACATIONS TERM B 1LN 08/02/2028                                                           | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |     49375 | PA      | $49366.11     | 0.01%             | 2028-08-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.625% 01/15/2027                                                                         | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1123454.74   | 0.23%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                                                      | CHG HEALTHCARE TERM 1LN 09/30/2028                                                                     | CUSIP: N/A<br>LEI: 54930016Y1HPAVB9PZ54       | Long             | LON              | CORP              | US        |     14812 | PA      | $14703.04     | 0.00%             | 2028-09-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO                                                                   | ORGANON TERM B 1LN 06/02/2028                                                                          | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   2421008 | PA      | $2413648.47   | 0.50%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PPTYS TR 7.5% 09/15/2025                                                                       | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2949870.00   | 0.61%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC           | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.25% 03/15/2026 144A           | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4254816.00   | 0.87%             | 2026-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE FIN INC                                             | RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A                                              | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1221403.15   | 0.25%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                          | OLDCASTLE BUILDINGENVELOPE TERM B 1LN 04/29/2029                                                       | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498750 | PA      | $482351.10    | 0.10%             | 2029-04-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                                      | WESTINGHOUSE TERM 1LN 08/01/2025                                                                       | CUSIP: 11284EAP8<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   1615950 | PA      | $1615659.13   | 0.33%             | 2025-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND ENERGY TERM B 1LN 06/21/2024                                                                     | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1496042 | PA      | $1393727.89   | 0.29%             | 2024-06-21      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | MATTEL INC 5.875% 12/15/2027 144A                                                                      | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1206975.00   | 0.25%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL 5.75% 05/15/2026 144A | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $237812.50    | 0.05%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONEYGRAM INTL INC                                                               | MONEYGRAM INTL INC 5.375% 08/01/2026 144A                                                              | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253894.21    | 0.05%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                                                         | CERIDIAN TERM B 1LN 04/30/2025                                                                         | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1000000 | PA      | $994250.00    | 0.20%             | 2025-04-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                     | INSULET TERM B 1LN 05/04/2028                                                                          | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |     19700 | PA      | $19663.16     | 0.00%             | 2028-05-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 4.875% 05/15/2025                                                                 | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1205946.81   | 0.25%             | 2025-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 4.5% 11/01/2026 144A                                                                   | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2600000 | PA      | $2472938.00   | 0.51%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7290832.50   | 1.50%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2034240.00   | 0.42%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                           | CALUMET SPEC PROD PRT/FIN CORP 11% 04/15/2025 144A                                                     | CUSIP: 131477AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10476.07     | 0.00%             | 2025-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH TERM B 1LN 11/23/2027                                                                      | CUSIP: 13781HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    910000 | PA      | $708662.50    | 0.15%             | 2027-11-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6176046.87   | 1.27%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC/TX                                                             | RENT-A-CENTER INC/TX 6.375% 02/15/2029 144A                                                            | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25500.00     | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 3.25% 11/15/2026 144A                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2308566.00   | 0.47%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A                                                             | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2538425.00   | 0.52%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP WT 10/27/24                                                                        | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |         2 | NS      | $21.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORY BURCH                                                                       | TORY BURCH TERM B 1LN 04/14/2028                                                                       | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |   1295500 | PA      | $1237604.11   | 0.25%             | 2028-04-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PACKAGING COORDINATORS MIDCO INC                                                 | PCI PHARMA TERM B 1LN 11/30/2027                                                                       | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |     14812 | PA      | $14512.65     | 0.00%             | 2027-11-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3607500.00   | 0.74%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                  | CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A                                                     | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $795208.85    | 0.16%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 5.75% 11/20/2025                                                                         | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1883352.10   | 0.39%             | 2025-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                          | WINDSTREAM SERVICES TERM B-EXIT 1LN 09/21/2027                                                         | CUSIP: 97381JAE3<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |    343738 | PA      | $312227.56    | 0.06%             | 2027-09-21      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.25% 12/01/2026 144A                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2068500.00   | 0.42%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $204440.05    | 0.04%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                      | GENESIS ENERGY LP/ FIN CORP 8% 01/15/2027                                                              | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1130344.00   | 0.23%             | 2027-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 6.125% 02/01/2028 144A                                                                 | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519583.50    | 0.11%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC TERM B 1LN 06/02/2028                                                                        | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     49375 | PA      | $41793.96     | 0.01%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 3.875% 11/01/2023                                                                       | CUSIP: 988498AJ0<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1212982.75   | 0.25%             | 2023-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                             | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |      6468 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIMETREE BAY CAYMAN, LTD.                                                        | LIMETREE BAY CAYMAN LTD                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        80 | NS      | $3200.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                              | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                             | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1989000.00   | 0.41%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                    | GOLDEN NUGGET TERM B 1LN 01/27/2029                                                                    | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    321647 | PA      | $317581.78    | 0.07%             | 2029-01-27      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LRS HOLDINGS LLC                                                                 | LAKESHORE RECYCLING TERM B 1LN 06/28/2028                                                              | CUSIP: N/A<br>LEI: 2549000MQSLNQZB32779       | Long             | LON              | CORP              | US        |    693000 | PA      | $679140.00    | 0.14%             | 2028-06-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                          | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                               | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3368750.00   | 0.69%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3148776.00   | 0.65%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                                       | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3885000 | PA      | $3476925.43   | 0.71%             | 2026-08-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC 4.875% 05/15/2026 144A                                                                 | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2235000.00   | 0.46%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                      | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     80000 | PA      | $35600.00     | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCING DAC                                                     | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                                    | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |     25000 | PA      | $23782.00     | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMENT INC                                                    | CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A                                                    | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203062.50    | 0.04%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                                    | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    287480 | PA      | $271907.63    | 0.06%             | 2029-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                         | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7690000 | PA      | $7554598.33   | 1.55%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES 5.125% 12/15/2026 144A                                                              | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855000.00    | 0.18%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                          | JAZZ PHARMACEUTICALS TERM B 1LN 05/05/2028                                                             | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     48852 | PA      | $48783.54     | 0.01%             | 2028-05-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                              | SIX FLAGS ENTMT CORP NEW 5.5% 04/15/2027 144A                                                          | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1413840.00   | 0.29%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                          | USI TERM B 1LN 11/22/2029                                                                              | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $999750.00    | 0.21%             | 2029-11-22      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM 2LN 03/31/2029                                                                    | CUSIP: 23344MAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $74700.00     | 0.02%             | 2029-03-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049                                                             | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     15000 | PA      | $0.00         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                                   | CONTINENTAL RESOURCES INC OKLA 4.5% 04/15/2023                                                         | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299233.95    | 0.06%             | 2023-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 5.25% 06/01/2027 144A                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1023088.00   | 0.21%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                                   | WYNN LAS VEGAS LLC/ WYNN LAS V 4.25% 05/30/2023 144A                                                   | CUSIP: 983130AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498750.00    | 0.10%             | 2023-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                             | BUCKEYE PARTNERS MLP 4.125% 03/01/2025 144A                                                            | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1330000.00   | 0.27%             | 2025-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC.                                               | INTERNATIONAL GAME TECHNOLOGY PL 4.125% 04/15/2026 144A                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2083960.65   | 0.43%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RADNET MANAGEMENT INC                                                            | RADNET TERM B 1LN 04/23/2028                                                                           | CUSIP: 75049EAM6<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |    344750 | PA      | $341116.34    | 0.07%             | 2028-04-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 5.625% 09/15/2025 144A                                                                      | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1410000.00   | 0.29%             | 2025-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                             | ARAMARK SERVICES INC 5% 04/01/2025 144A                                                                | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2758000.00   | 0.57%             | 2025-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITGO HLDG INC                                                                   | CITGO HLDG INC 9.25% 08/01/2024 144A                                                                   | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2663250.00   | 0.55%             | 2024-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                                              | GLOBAL INFRASTRUCTURE SOLUTIONS INC 5.625% 06/01/2029 144A                                             | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $151700.00    | 0.03%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                         | UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91675.00     | 0.02%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 5.5% 11/15/2027                                                                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3184925.00   | 0.65%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                                | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5967500.00   | 1.22%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                | AT HOME GROUP INC 4.875% 07/15/2028 144A                                                               | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43200.00     | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A                                                             | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $754000.00    | 0.15%             | 2025-10-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGY VENTURES GOM LLC / ENVEN FINANCE CORP                                     | ENERGY VENTURES GOM LLC / ENVEN FINANCE CORP 11.75% 04/15/2026 144A                                    | CUSIP: 29278MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $91948.52     | 0.02%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 2.3% 02/10/2025                                                                     | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    540000 | PA      | $500706.14    | 0.10%             | 2025-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                        | CONVERGINT TECH TERM B 1LN 03/31/2028                                                                  | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14775 | PA      | $14361.19     | 0.00%             | 2028-03-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION TERM B 1LN 01/31/2029                                                                        | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   2353771 | PA      | $2307966.72   | 0.47%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BERRY PETROLEUM CO LLC                                                           | BERRY PETROLEUM CO LLC 7% 02/15/2026 144A                                                              | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95743.89     | 0.02%             | 2026-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                         | GOLDEN ENTERTAINMENT INC 7.625% 04/15/2026 144A                                                        | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503125.00    | 0.10%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                                   | CONTINENTAL RESOURCES INC OKLA 2.268% 11/15/2026 144A                                                  | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266648.96    | 0.05%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 4.687% 06/09/2025                                                                   | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    455000 | PA      | $441897.09    | 0.09%             | 2025-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 7.25% 12/31/2049 144A                                                              | CUSIP: 79970YAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    135000 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 4.75% 09/15/2024                                                         | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1796300.00   | 0.37%             | 2024-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                         | BROADSTREET PARTNERS TERM B 1LN 01/27/2027                                                             | CUSIP: 11132VAP4<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    343813 | PA      | $338370.56    | 0.07%             | 2027-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC 6.875% 05/01/2025                                                                 | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $3809970.00   | 0.78%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 5.75% 03/01/2027 144A                                                                   | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    596000 | PA      | $587107.68    | 0.12%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIMETREE BAY TERMINALS LLC                                                       | LIMETREE BAY TERMINALS TERM B 1LN 02/15/2024                                                           | CUSIP: N/A<br>LEI: 54930012NCJXEQAWEI45       | Long             | LON              | CORP              | VI        |    458543 | PA      | $288881.96    | 0.06%             | 2024-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 6.75% 02/07/2025 144A                                                            | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $3429234.00   | 0.70%             | 2025-02-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                         | GOLDEN ENTERTAINMENT TERM B 1LN 10/20/2024                                                             | CUSIP: 38101JAC0<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | LON              | CORP              | US        |   1664147 | PA      | $1659986.28   | 0.34%             | 2024-10-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 6.75% 07/01/2025 144A                                                         | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    877000 | PA      | $870861.00    | 0.18%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 6% 03/15/2023                                                                | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999591.00    | 0.21%             | 2023-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                            | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $344328.00    | 0.07%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A                                                      | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2618322.30   | 0.54%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC / VERITAS BERMUDA LTD                                             | VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A                                              | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $263807.72    | 0.05%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 5% 05/01/2025 144A                                                                 | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   3205000 | PA      | $3082116.52   | 0.63%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 5.5% 02/01/2026 144A                                                            | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    505000 | PA      | $489549.99    | 0.10%             | 2026-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A                                                      | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   4050000 | PA      | $3893062.50   | 0.80%             | 2027-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH TERM B 1LN 11/30/2027                                                            | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |   1340431 | PA      | $1328702.68   | 0.27%             | 2027-11-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC 9.375% 07/15/2025 144A                                                             | CUSIP: 253651AD5<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    103000 | PA      | $67716.32     | 0.01%             | 2025-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                                             | GANNETT HOLDINGS LLC 6% 11/01/2026 144A                                                                | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $57999.14     | 0.01%             | 2026-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 4.875% 06/01/2024 144A                                                             | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $295500.00    | 0.06%             | 2024-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 06/15/2025 144A                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290339.62    | 0.06%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP 5.25% 07/01/2025                                                                             | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1890709.00   | 0.39%             | 2025-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 3.875% 05/21/2024                                                                        | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    970000 | PA      | $950563.11    | 0.20%             | 2024-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP CONV 3.375% 08/15/2026                                                               | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $4776332.84   | 0.98%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                                       | FORBES ENERGY SERVICES LLC TERM 16% PIK 12/31/2049                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60604 | PA      | $0.01         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE TERM B 1LN 10/23/2028                                                                          | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114138 | PA      | $110697.40    | 0.02%             | 2028-10-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                                | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2544320.00   | 0.52%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A                                             | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38232.50     | 0.01%             | 2024-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER TERM B 1LN 04/21/2028                                                                        | CUSIP: 43117LAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2304067 | PA      | $2237825.00   | 0.46%             | 2028-04-21      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                                | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                               | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71731.84     | 0.01%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.5% 04/15/2027 144A                                                                        | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    200000 | PA      | $90000.00     | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211743.00    | 0.04%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.375% 05/15/2027                                                                          | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2681004.59   | 0.55%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC 5.875% 02/15/2026                                                                              | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1781351.18   | 0.37%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 8.5% 07/15/2027                                                              | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2212500.00   | 0.45%             | 2027-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                  | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A                                 | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    610000 | PA      | $556625.00    | 0.11%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 7.75% 07/01/2026                                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $527904.00    | 0.11%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                                   | WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A                                                   | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $850212.00    | 0.17%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 5.125% 06/16/2025                                                                   | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245717.40    | 0.05%             | 2025-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY LTD                                                     | INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A                                                       | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $142875.00    | 0.03%             | 2024-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 5.75% 04/15/2025 144A                                                   | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $998604.89    | 0.20%             | 2025-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 03/15/2026 144A                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   7365000 | PA      | $7362405.61   | 1.51%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 5% 04/15/2026 144A                                                                            | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2872500.00   | 0.59%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP                                                         | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     26231 | PA      | $168020.05    | 0.03%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4% 03/01/2023 144A                                                              | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3310027.50   | 0.68%             | 2023-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 7.5% 04/15/2025 144A                                                            | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1756020.00   | 0.36%             | 2025-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                            | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                            | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $461432.10    | 0.09%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                               | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   2355000 | PA      | $2169543.75   | 0.45%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                        | SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A                                                         | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1923488.40   | 0.39%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM TERM B 1LN 06/12/2028                                                                     | CUSIP: 23345NAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15973 | PA      | $15993.09     | 0.00%             | 2028-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $996083.98    | 0.20%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1672399.00   | 0.34%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | BERRY GLOBAL INC 4.875% 07/15/2026 144A                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1144450.00   | 0.23%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                               | ENACT HOLDINGS INC 6.5% 08/15/2025 144A                                                                | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197000.00    | 0.04%             | 2025-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                  | CONSOLIDATED COMMUNICATIONS TERM B 1LN 10/02/2027                                                      | CUSIP: 20903EBB0<br>LEI: 549300WW675Y48HDVX34 | Long             | LON              | CORP              | US        |    700000 | PA      | $628999.00    | 0.13%             | 2027-10-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A                                                         | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4643461.89   | 0.95%             | 2025-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024 144A                                             | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464994.95   | 0.30%             | 2024-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 03/15/2026 144A                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $345992.00    | 0.07%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC                                   | RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC 4.875% 11/01/2026 144A                                  | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $88350.00     | 0.02%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5% 07/01/2028                                                                            | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1133830.50   | 0.23%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                                   | WYNN LAS VEGAS LLC/ WYNN LAS V 5.5% 03/01/2025 144A                                                    | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2720934.72   | 0.56%             | 2025-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                          | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                          | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $212969.72    | 0.04%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC                           | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                          | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    235000 | PA      | $227414.20    | 0.05%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 4.75% 04/30/2027 144A                              | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $86219.21     | 0.02%             | 2027-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE and DOCK CORP                                                 | GREAT LAKES DREDGE and DOCK CORP 5.25% 06/01/2029 144A                                                 | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58992.50     | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                               | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   2402000 | PA      | $2269890.00   | 0.47%             | 2027-09-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 02/15/2027 144A                                                                    | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2025000 | PA      | $1895400.00   | 0.39%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7.625% 03/01/2026 144A                                                                   | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   6580000 | PA      | $5987800.00   | 1.23%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.25% 06/01/2024                                                                      | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3807375.00   | 0.78%             | 2024-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 5.625% 05/01/2024 144A                                           | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997908.68    | 0.20%             | 2024-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  54427163 | NS      | $54438048.10  | 11.17%            |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                         | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3300806.25   | 0.68%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                  | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A                                  | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $409442.50    | 0.08%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                              | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1009424.30   | 0.21%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 14% 10/15/2030 144A                                                              | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    197000 | PA      | $122971.23    | 0.03%             | 2030-10-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 8.5% 07/15/2025 144A                                                     | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    806000 | PA      | $658703.50    | 0.14%             | 2025-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP 6% 07/01/2025 144A                                                           | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144722.97    | 0.03%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025                                                            | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5314023.75   | 1.09%             | 2025-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                            | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1420804.25   | 0.29%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE INC 6% 03/01/2026 144A                                                                       | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2010435.00   | 0.41%             | 2026-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHODIA ACETOW MANAGEMENT GMBH                                                    | RHODIA ACETOW MANAGEMENT GMBH 10.5% 02/15/2027 144A                                                    | CUSIP: 15679GAA0<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    130000 | PA      | $110500.53    | 0.02%             | 2027-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.25% 02/15/2025 144A                                                                   | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1558475.00   | 0.32%             | 2025-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENT HOLDINGS LLC                                                    | ANGUS CHEMICAL TERM B 1LN 11/24/2027                                                                   | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |   1000000 | PA      | $990000.00    | 0.20%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 7.375% 02/01/2031 144A                                                  | CUSIP: 226373AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $528281.25    | 0.11%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027                                                        | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2070994.59   | 0.42%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.5% 03/01/2024 144A                                                        | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $738015.63    | 0.15%             | 2024-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                                                            | ION ANALYTICS TERM 1 LN 02/16/2028                                                                     | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |     10156 | PA      | $9996.29      | 0.00%             | 2028-02-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                   | HOLLY EN PART LP/ HOL FIN CORP 6.375% 04/15/2027 144A                                                  | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103818.75    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 9.25% 04/15/2025 144A                                                                   | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205191.00    | 0.04%             | 2025-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.375% 11/13/2025                                                                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7170625.00   | 1.47%             | 2025-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                               | GARDEN SPINCO CORP 8.625% 07/20/2030 144A                                                              | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $58850.14     | 0.01%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYS CORP                                                        | HUGHES SATELLITE SYS CORP 5.25% 08/01/2026                                                             | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1356250.00   | 0.28%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONFLUENT HEALTH LLC                                                             | CONFLUENT HEALTH TERM DD 1LN 11/30/2028                                                                | CUSIP: N/A<br>LEI: 5493000L34O0L3V78785       | Long             | LON              | CORP              | US        |      2655 | PA      | $2278.76      | 0.00%             | 2028-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL TERM B 1LN 05/14/2028                                                                 | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   3161795 | PA      | $3044429.60   | 0.62%             | 2028-05-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                                              | DEL MONTE FOODS TERM B 1LN 05/16/2029                                                                  | CUSIP: 24521TAJ5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |   1000000 | PA      | $989580.00    | 0.20%             | 2029-05-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A                                                        | CUSIP: 28470RAH5<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4930932.60   | 1.01%             | 2025-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                               | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1793009.90   | 0.37%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS                                                            | TRITON WATER HOLDINGS TERM B 1LN 03/31/2028                                                            | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |     54175 | PA      | $51500.44     | 0.01%             | 2028-03-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 7.375% 09/01/2025 144A                                                                  | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2157907.42   | 0.44%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A                                                      | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $211010.80    | 0.04%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES 4% 02/15/2027 144A                                                                  | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3373010.00   | 0.69%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | MISYS LIMITED TERM 2LN 06/13/2025                                                                      | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    500000 | PA      | $392220.00    | 0.08%             | 2025-06-13      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PPTYS TR 4.35% 10/01/2024                                                                      | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377200.00    | 0.08%             | 2024-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2027 144A                                                         | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2549943.16   | 0.52%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                            | MELCO RESORTS FIN LTD 5.25% 04/26/2026 144A                                                            | CUSIP: 58547DAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188000.00    | 0.04%             | 2026-04-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTRM PRTNRS LP                                                         | ENLINK MIDSTRM PRTNRS LP 4.85% 07/15/2026                                                              | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1357403.04   | 0.28%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.875% 10/01/2028 144A                                                                      | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    115000 | PA      | $50025.00     | 0.01%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                 | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   2438625 | PA      | $1915856.96   | 0.39%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1645164.00   | 0.34%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.95% 07/01/2024                                                             | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    424000 | PA      | $431687.12    | 0.09%             | 2024-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS TERM 1LN 02/08/2027                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    200000 | PA      | $114000.00    | 0.02%             | 2027-02-14      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                          | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $940800.00    | 0.19%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                         | DIAMOND SPORTS GROUP TERM 2LN 08/24/2026                                                               | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    196992 | PA      | $14857.16     | 0.00%             | 2026-08-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 3.125% 05/15/2026 144A                                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467560.00    | 0.10%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 7.125% 02/01/2026 144A                                                             | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243312.50    | 0.05%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC STEP 04/01/2026                                                                      | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1710072.00   | 0.35%             | 2026-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRO RENT CORP                                                                | ELECTRO RENT TERM 1LN 11/01/2024                                                                       | CUSIP: N/A<br>LEI: 549300L5Z681EV5LDY95       | Long             | LON              | CORP              | US        |    392689 | PA      | $383853.77    | 0.08%             | 2024-11-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                           | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 04/01/2026                               | CUSIP: 91740PAC2<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1472175.00   | 0.30%             | 2026-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC 5.125% 10/01/2024                                                                 | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248750.00    | 0.05%             | 2024-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 13% 05/15/2025 144A                                                                 | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    235000 | PA      | $249168.15    | 0.05%             | 2025-05-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                              | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                               | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52948.35     | 0.01%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                          | INEOS QUATTRO FINANCE 2 3.375% 01/15/2026 144A                                                         | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $229460.00    | 0.05%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A                                                          | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1234060.19   | 0.25%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                  | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A                                  | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2456655.00   | 0.50%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 6.75% 06/15/2026                                                                          | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246272.50    | 0.05%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 5.125% 08/15/2027 144A                                              | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906964.96    | 0.19%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MED PARENTCO LP                                                                  | MYEYEDR TERM 1LN 08/31/2026                                                                            | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1074132.00   | 0.22%             | 2026-08-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 5.75% 02/01/2025                                                                 | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2472365.25   | 0.51%             | 2025-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.875% 11/15/2024                                                                        | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2925625.00   | 0.60%             | 2024-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.25% 06/15/2025                                                        | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $348689.25    | 0.07%             | 2025-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 8.75% 02/15/2030 144A                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $670150.00    | 0.14%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.875% 03/15/2025                                                                 | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $4077157.40   | 0.84%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                       | CLUB CAR TERM 1LN 05/12/2028                                                                           | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     24625 | PA      | $23771.99     | 0.00%             | 2028-05-12      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.125% 06/15/2026 144A                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3985000.00   | 0.82%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ TERM 1LN DIP 12/31/2049                                                                        | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     35876 | PA      | $0.00         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 4.75% 10/15/2027                                                                         | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30599.25     | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                    | LIFE TIME INC 5.75% 01/15/2026 144A                                                                    | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1081147.50   | 0.22%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPER LP 5.375% 07/15/2025                                                                | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397165.20   | 0.29%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                             | RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A                                                             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $163200.00    | 0.03%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM 2LN 12/10/2029                                                                    | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     20000 | PA      | $17292.80     | 0.00%             | 2029-12-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                             | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A                            | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $30237.50     | 0.01%             | 2026-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO STEP 01/23/2025                                                                 | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1118468.40   | 0.23%             | 2025-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                 | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   1115000 | PA      | $1020225.00   | 0.21%             | 2029-04-11      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDINGS LLC                                                   | SOLARIS MIDSTREAM HOLDINGS LLC 7.625% 04/01/2026 144A                                                  | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120000.00    | 0.02%             | 2026-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                            | FREEDOM MTG CORP 6.625% 01/15/2027 144A                                                                | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208030.00    | 0.04%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 6.25% 04/15/2025 144A                                                                     | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1277307.75   | 0.26%             | 2025-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PDC ENERGY INC                                                                   | PDC ENERGY INC 5.75% 05/15/2026                                                                        | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1692477.50   | 0.35%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC 2.25% 02/15/2026                                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3531019.23   | 0.72%             | 2026-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PARK PLACE TECHNOLOGIES LLC                                                      | PARK PLACE TECHNOLOGIES TERM 1LN 11/10/2027                                                            | CUSIP: 70070KAH6<br>LEI: 549300SSM38QN4VYDD29 | Long             | LON              | CORP              | US        |    343875 | PA      | $326966.67    | 0.07%             | 2027-11-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                          | CABINETWORKS TERM B 1LN 05/17/2028                                                                     | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   1678428 | PA      | $1349220.75   | 0.28%             | 2028-05-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP 6% 06/01/2026                                                                      | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391728.00    | 0.08%             | 2026-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                              | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1356675.00   | 0.28%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 5% 10/01/2025 144A                                                             | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2274688.50   | 0.47%             | 2025-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    120000 | PA      | $104385.84    | 0.02%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                      | ASURION TERM B10 1LN 08/17/2028                                                                        | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1000000 | PA      | $945000.00    | 0.19%             | 2028-08-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 7.5% 04/15/2026 144A                                                                       | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1688245.00   | 0.35%             | 2026-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 5.625% 01/15/2028 144A                                                                  | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1564062.50   | 0.32%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                            | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                             | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1261600.00   | 0.26%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 4.75% 03/15/2025                                                                  | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1437648.05   | 0.29%             | 2025-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 3.125% 09/01/2026 144A                                                             | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $4855636.82   | 1.00%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                           | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28059.90     | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213927.00    | 0.04%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                          | SPCM SA 3.125% 03/15/2027 144A                                                                         | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    395000 | PA      | $347746.03    | 0.07%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                    | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |      1922 | NS      | $115129.01    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A                                                    | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1347500.00   | 0.28%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONFLUENT HEALTH LLC                                                             | CONFLUENT HEALTH TERM B 1LN 11/30/2028                                                                 | CUSIP: N/A<br>LEI: 5493000L34O0L3V78785       | Long             | LON              | CORP              | US        |     12251 | PA      | $10515.78     | 0.00%             | 2028-11-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| INTERGEN NV                                                                      | INTERGEN NV 7% 06/30/2023 144A                                                                         | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200010.93    | 0.04%             | 2023-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | MURPHY OIL CORP 5.75% 08/15/2025                                                                       | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63740.00     | 0.01%             | 2025-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | SOLENIS TERM B 1LN 11/09/2028                                                                          | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1979700 | PA      | $1934602.43   | 0.40%             | 2028-11-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 08/15/2026 144A                                           | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    925000 | PA      | $933093.75    | 0.19%             | 2026-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS TERM B 1LN 02/13/2027                                                                  | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   1341227 | PA      | $1325574.63   | 0.27%             | 2027-02-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                                             | GULFPORT ENERGY CORP 8% 05/17/2026                                                                     | CUSIP: 402635AQ9<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99081.00     | 0.02%             | 2026-05-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                                   | 1375209 BC LTD 9% 01/30/2028 144A                                                                      | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    562000 | PA      | $559898.12    | 0.11%             | 2028-01-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                                                              | CONAIR TERM B 1LN 05/17/2028                                                                           | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |     24688 | PA      | $21143.12     | 0.00%             | 2028-05-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                                | PAREXEL TERM B 1LN 11/15/2028                                                                          | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     59550 | PA      | $59015.24     | 0.01%             | 2028-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                          | NGL ENERGY OPER LLC/FIN CORP 7.5% 02/01/2026 144A                                                      | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1377006.10   | 0.28%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 10.5% 06/01/2030 144A                                                                    | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    245000 | PA      | $235812.50    | 0.05%             | 2030-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5355460.00   | 1.10%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   3050841 | PA      | $2993118.70   | 0.61%             | 2029-04-13      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                                           | REAL HERO MERGER SUB 2 6.25% 02/01/2029 144A                                                           | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $22275.00     | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 4.625% 07/01/2028 144A                                                            | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86786.37     | 0.02%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3337950.00   | 0.68%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 5% 01/15/2029 144A                                                                 | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    225000 | PA      | $180983.25    | 0.04%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 07/15/2024                                                                | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84817.50     | 0.02%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                                                    | DIVERSEY TERM B 1LN 09/29/2028                                                                         | CUSIP: N/A<br>LEI: 549300SWLHWJF3D4N658       | Long             | LON              | CORP              | NL        |     19800 | PA      | $19563.19     | 0.00%             | 2028-09-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110700.00    | 0.02%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                          | PRECISION DRILLING CORP 7.125% 01/15/2026 144A                                                         | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |   1660000 | PA      | $1642870.05   | 0.34%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer