# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0001752724-23-014745
**Filing Date:** 2023-1
**Character Count:** 550156
**Document Hash:** f17d04e1c288e55361119789a4a81521
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014745.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014745

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 23556607

**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

## Series and Classes Contracts Data

### Strategic Advisers Income Opportunities Fund (Series ID: S000029151)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000089633 | Strategic Advisers Income Opportunities Fund | FPIOX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Strategic Advisers**<sup>®</sup> **Income Opportunities Fund**

*Offered exclusively to certain managed account clients of Strategic Advisers LLC or its affiliates - not available for sale to the general public*

**November 30, 2022**

SRQ-NPRT3-0123

1.912885.112 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds - 39.0%** | &nbsp;&nbsp;**Corporate Bonds - 39.0%** | &nbsp;&nbsp;**Corporate Bonds - 39.0%** | &nbsp;&nbsp;**Corporate Bonds - 39.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Convertible Bonds - 0.5%  |  |  |  |
| COMMUNICATION SERVICES - 0.1% |  |  |  |
| Media - 0.1% |  |  |  |
| DISH Network Corp.: |  |  |  |
|  2.375% 3/15/24 |  | 1712000 | 1527915 |
|  3.375% 8/15/26 |  | 2415000 | 1563713 |
|  |  |  | 3091628 |
| ENERGY - 0.4% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |  |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) |  | 368047 | 2434631 |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) |  | 635565 | 4204262 |
|  |  |  | 6638893 |
| TOTAL CONVERTIBLE BONDS |  |  | 9730521 |
| Nonconvertible Bonds - 38.5%  |  |  |  |
| COMMUNICATION SERVICES - 6.1% |  |  |  |
| Diversified Telecommunication Services - 1.3% |  |  |  |
| Altice France SA: |  |  |  |
|  5.125% 1/15/29(d) |  | 992000 | 781200 |
|  5.125% 7/15/29(d) |  | 975000 | 756337 |
|  5.5% 1/15/28(d) |  | 740000 | 616723 |
|  5.5% 10/15/29(d) |  | 1380000 | 1088369 |
|  8.125% 2/1/27(d) |  | 1200000 | 1142484 |
| C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (d) |  | 1890000 | 1679738 |
| Cablevision Lightpath LLC: |  |  |  |
|  3.875% 9/15/27(d) |  | 1327000 | 1144113 |
|  5.625% 9/15/28(d) |  | 300000 | 228266 |
| Connect Finco SARL / Connect U.S. Finco LLC 6.75% 10/1/26 (d) |  | 1100000 | 1039500 |
| Consolidated Communications, Inc. 5% 10/1/28 (d) |  | 570000 | 430524 |
| Embarq Corp. 7.995% 6/1/36  |  | 795000 | 337740 |
| Frontier Communications Holdings LLC: |  |  |  |
|  5% 5/1/28(d) |  | 515000 | 458350 |
|  5.875% 10/15/27(d) |  | 364000 | 346353 |
|  5.875% 11/1/29 |  | 515000 | 411076 |
|  6% 1/15/30(d) |  | 845000 | 691447 |
|  8.75% 5/15/30(d) |  | 420000 | 434490 |
| Holdco SASU 6.5% 10/15/26 (d) |  | 1640000 | 1559512 |
| Level 3 Financing, Inc.: |  |  |  |
|  3.4% 3/1/27(d) |  | 700000 | 597232 |
|  3.625% 1/15/29(d) |  | 807000 | 595889 |
|  3.75% 7/15/29(d) |  | 795000 | 574924 |
|  4.25% 7/1/28(d) |  | 805000 | 630306 |
| Lumen Technologies, Inc. 4.5% 1/15/29 (d) |  | 1520000 | 1029268 |
| Sprint Capital Corp.: |  |  |  |
|  6.875% 11/15/28 |  | 840000 | 890072 |
|  8.75% 3/15/32 |  | 1100000 | 1315215 |
| Switch Ltd. 4.125% 6/15/29 (d) |  | 100000 | 100708 |
| Telecom Italia Capital SA: |  |  |  |
|  6% 9/30/34 |  | 342000 | 264123 |
|  7.2% 7/18/36 |  | 353000 | 292602 |
|  7.721% 6/4/38 |  | 200000 | 168226 |
| Telenet Finance Luxembourg Notes SARL 5.5% 3/1/28 (d) |  | 200000 | 179100 |
| Windstream Escrow LLC 7.75% 8/15/28 (d) |  | 1285000 | 1124375 |
| Zayo Group Holdings, Inc.: |  |  |  |
|  4% 3/1/27(d) |  | 780000 | 558691 |
|  6.125% 3/1/28(d) |  | 933000 | 506153 |
|  |  |  | 21973106 |
| Entertainment - 0.2% |  |  |  |
| AMC Entertainment Holdings, Inc. 10% 6/15/26 pay-in-kind (d)(e) |  | 452120 | 168962 |
| Cinemark U.S.A., Inc. 5.25% 7/15/28 (d) |  | 1450000 | 1158188 |
| Live Nation Entertainment, Inc. 4.75% 10/15/27 (d) |  | 665000 | 600156 |
| Netflix, Inc. 6.375% 5/15/29  |  | 780000 | 804664 |
| Playtika Holding Corp. 4.25% 3/15/29 (d) |  | 605000 | 490758 |
| Roblox Corp. 3.875% 5/1/30 (d) |  | 1055000 | 863285 |
|  |  |  | 4086013 |
| Interactive Media & Services - 0.0% |  |  |  |
| ZipRecruiter, Inc. 5% 1/15/30 (d) |  | 425000 | 347030 |
| Media - 4.2% |  |  |  |
| Advantage Sales & Marketing, Inc. 6.5% 11/15/28 (d) |  | 1214000 | 950343 |
| Altice Financing SA: |  |  |  |
|  5% 1/15/28(d) |  | 1715000 | 1399234 |
|  5.75% 8/15/29(d) |  | 2945000 | 2408303 |
| Altice France Holding SA: |  |  |  |
|  6% 2/15/28(d) |  | 3370000 | 2262113 |
|  10.5% 5/15/27(d) |  | 965000 | 762350 |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |  |
|  4.25% 2/1/31(d) |  | 2225000 | 1806255 |
|  4.25% 1/15/34(d) |  | 375000 | 292125 |
|  4.5% 8/15/30(d) |  | 2943000 | 2479478 |
|  4.5% 5/1/32 |  | 4850000 | 4002535 |
|  4.5% 6/1/33(d) |  | 2750000 | 2182428 |
|  4.75% 3/1/30(d) |  | 732000 | 629317 |
|  4.75% 2/1/32(d) |  | 550000 | 459938 |
|  5% 2/1/28(d) |  | 1000000 | 919260 |
|  5.375% 6/1/29(d) |  | 1130000 | 1025441 |
|  6.375% 9/1/29(d) |  | 3090000 | 2943967 |
| Clear Channel Outdoor Holdings, Inc.: |  |  |  |
|  7.5% 6/1/29(d) |  | 510000 | 378675 |
|  7.75% 4/15/28(d) |  | 995000 | 741329 |
| CSC Holdings LLC: |  |  |  |
|  4.125% 12/1/30(d) |  | 1152000 | 884160 |
|  4.5% 11/15/31(d) |  | 100000 | 76212 |
|  4.625% 12/1/30(d) |  | 3307000 | 2097159 |
|  5.375% 2/1/28(d) |  | 931000 | 833378 |
|  5.75% 1/15/30(d) |  | 4090000 | 2785290 |
|  6.5% 2/1/29(d) |  | 1530000 | 1394320 |
|  7.5% 4/1/28(d) |  | 1395000 | 1086579 |
| Diamond Sports Group LLC/Diamond Sports Finance Co.: |  |  |  |
|  5.375% 8/15/26(d) |  | 6605000 | 1073537 |
|  6.625% 8/15/27(d) |  | 15605000 | 557099 |
| DIRECTV Financing LLC / DIRECTV Financing Co-Obligor, Inc. 5.875% 8/15/27 (d) |  | 675000 | 619367 |
| DISH DBS Corp.: |  |  |  |
|  5% 3/15/23 |  | 350000 | 347331 |
|  5.125% 6/1/29 |  | 2920000 | 1923696 |
|  5.25% 12/1/26(d) |  | 1170000 | 1004445 |
|  5.75% 12/1/28(d) |  | 1110000 | 900266 |
|  7.375% 7/1/28 |  | 1670000 | 1231792 |
|  7.75% 7/1/26 |  | 2219000 | 1858634 |
| DISH Network Corp. 11.75% 11/15/27 (d) |  | 1164000 | 1196394 |
| Dolya Holdco 18 DAC 5% 7/15/28 (d) |  | 747000 | 640373 |
| Gray Escrow II, Inc. 5.375% 11/15/31 (d) |  | 1350000 | 1030010 |
| Gray Television, Inc. 7% 5/15/27 (d) |  | 700000 | 643244 |
| iHeartCommunications, Inc.: |  |  |  |
|  5.25% 8/15/27(d) |  | 465000 | 414115 |
|  8.375% 5/1/27 |  | 4155000 | 3697950 |
| Lamar Media Corp. 4.875% 1/15/29  |  | 897000 | 829043 |
| LCPR Senior Secured Financing DAC 6.75% 10/15/27 (d) |  | 310000 | 293238 |
| Midas Opco Holdings LLC 5.625% 8/15/29 (d) |  | 1645000 | 1410588 |
| News Corp.: |  |  |  |
|  3.875% 5/15/29(d) |  | 375000 | 333281 |
|  5.125% 2/15/32(d) |  | 505000 | 462934 |
| Nexstar Broadcasting, Inc. 5.625% 7/15/27 (d) |  | 500000 | 471460 |
| Radiate Holdco LLC/Radiate Financial Service Ltd.: |  |  |  |
|  4.5% 9/15/26(d) |  | 1197000 | 978787 |
|  6.5% 9/15/28(d) |  | 2890000 | 1559733 |
| Scripps Escrow, Inc. 5.875% 7/15/27 (d) |  | 995000 | 885550 |
| Sirius XM Radio, Inc.: |  |  |  |
|  4% 7/15/28(d) |  | 2385000 | 2107911 |
|  4.125% 7/1/30(d) |  | 2210000 | 1864842 |
|  5.5% 7/1/29(d) |  | 495000 | 460895 |
| TEGNA, Inc. 5% 9/15/29  |  | 380000 | 355314 |
| Townsquare Media, Inc. 6.875% 2/1/26 (d) |  | 870000 | 807106 |
| Univision Communications, Inc.: |  |  |  |
|  4.5% 5/1/29(d) |  | 695000 | 591619 |
|  5.125% 2/15/25(d) |  | 1400000 | 1351000 |
|  6.625% 6/1/27(d) |  | 1955000 | 1905208 |
|  7.375% 6/30/30(d) |  | 740000 | 738535 |
| Virgin Media Secured Finance PLC 4.5% 8/15/30 (d) |  | 150000 | 125268 |
| VZ Secured Financing BV 5% 1/15/32 (d) |  | 1190000 | 984725 |
| Ziggo Bond Co. BV 5.125% 2/28/30 (d) |  | 110000 | 89240 |
| Ziggo BV 4.875% 1/15/30 (d) |  | 170000 | 144500 |
|  |  |  | 70689219 |
| Wireless Telecommunication Services - 0.4% |  |  |  |
| Digicel Group Ltd. 6.75% 3/1/23 (d) |  | 7925000 | 3011500 |
| Digicel International Finance Ltd. / Digicel International Holdings Ltd. 8% 12/31/26 (d) |  | 1250000 | 631250 |
| Intelsat Jackson Holdings SA: |  |  |  |
|  5.5% 8/1/23(c)(f) |  | 3685000 | 0 |
|  6.5% 3/15/30(d) |  | 3175000 | 2921000 |
|  8.5% 10/15/24(c)(d)(f) |  | 7200000 | 1 |
|  9.75% 7/15/25(c)(d)(f) |  | 50000 | 0 |
| Millicom International Cellular SA: |  |  |  |
|  4.5% 4/27/31(d) |  | 235000 | 192201 |
|  5.125% 1/15/28(d) |  | 36000 | 32490 |
| Telesat Canada/Telesat LLC 6.5% 10/15/27 (d) |  | 865000 | 265988 |
|  |  |  | 7054430 |
| TOTAL COMMUNICATION SERVICES |  |  | 104149798 |
| CONSUMER DISCRETIONARY - 6.8% |  |  |  |
| Auto Components - 0.7% |  |  |  |
| Adient Global Holdings Ltd. 4.875% 8/15/26 (d) |  | 1225000 | 1128348 |
| Albion Financing 1 SARL 6.125% 10/15/26 (d) |  | 605000 | 536363 |
| Albion Financing 2 SARL 8.75% 4/15/27 (d) |  | 370000 | 314457 |
| American Axle & Manufacturing, Inc. 6.25% 3/15/26  |  | 225000 | 213101 |
| Cooper Standard Auto, Inc. 5.625% 11/15/26 (d) |  | 50000 | 20905 |
| Dana, Inc.: |  |  |  |
|  4.25% 9/1/30 |  | 1275000 | 1020024 |
|  5.625% 6/15/28 |  | 1565000 | 1439800 |
| Dornoch Debt Merger Sub, Inc. 6.625% 10/15/29 (d) |  | 580000 | 385971 |
| Gates Global LLC/Gates Global Co. 6.25% 1/15/26 (d) |  | 480000 | 462821 |
| Nesco Holdings II, Inc. 5.5% 4/15/29 (d) |  | 346000 | 304380 |
| Panther BF Aggregator 2 LP / Panther Finance Co., Inc. 8.5% 5/15/27 (d) |  | 1750000 | 1712562 |
| Patrick Industries, Inc.: |  |  |  |
|  4.75% 5/1/29(d) |  | 650000 | 510250 |
|  7.5% 10/15/27(d) |  | 175000 | 166572 |
| The Goodyear Tire & Rubber Co.: |  |  |  |
|  5% 7/15/29 |  | 420000 | 365400 |
|  5.25% 4/30/31 |  | 1150000 | 983250 |
|  5.25% 7/15/31 |  | 1620000 | 1387789 |
|  5.625% 4/30/33 |  | 270000 | 230175 |
|  |  |  | 11182168 |
| Automobiles - 0.7% |  |  |  |
| Ford Motor Co.: |  |  |  |
|  4.75% 1/15/43 |  | 3613000 | 2673404 |
|  5.291% 12/8/46 |  | 400000 | 316012 |
|  6.1% 8/19/32 |  | 3405000 | 3268038 |
|  9.625% 4/22/30 |  | 700000 | 809501 |
| PM General Purchaser LLC 9.5% 10/1/28 (d) |  | 880000 | 771948 |
| Rivian Holdco & Rivian LLC & Rivian Automotive LLC 6 month U.S. LIBOR + 5.620% 10.1636% 10/15/26 (d)(g)(h) |  | 3840000 | 3705600 |
|  |  |  | 11544503 |
| Diversified Consumer Services - 0.2% |  |  |  |
| Adtalem Global Education, Inc. 5.5% 3/1/28 (d) |  | 1115000 | 1036950 |
| GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (d) |  | 675000 | 641798 |
| Service Corp. International: |  |  |  |
|  4% 5/15/31 |  | 605000 | 518358 |
|  5.125% 6/1/29 |  | 460000 | 435705 |
| Sotheby's 7.375% 10/15/27 (d) |  | 605000 | 589267 |
| WASH Multifamily Acquisition, Inc. 5.75% 4/15/26 (d) |  | 640000 | 599885 |
|  |  |  | 3821963 |
| Hotels, Restaurants & Leisure - 2.9% |  |  |  |
| 1011778 BC Unlimited Liability Co./New Red Finance, Inc. 4% 10/15/30 (d) |  | 809000 | 681307 |
| Affinity Gaming LLC 6.875% 12/15/27 (d) |  | 645000 | 553307 |
| Caesars Entertainment, Inc.: |  |  |  |
|  4.625% 10/15/29(d) |  | 650000 | 544375 |
|  8.125% 7/1/27(d) |  | 2795000 | 2805621 |
| Carnival Corp.: |  |  |  |
|  5.75% 3/1/27(d) |  | 700000 | 527069 |
|  6% 5/1/29(d) |  | 790000 | 559403 |
|  6.65% 1/15/28 |  | 110000 | 72875 |
|  7.625% 3/1/26(d) |  | 2465000 | 2076763 |
|  10.5% 6/1/30(d) |  | 785000 | 672070 |
| Carrols Restaurant Group, Inc. 5.875% 7/1/29 (d) |  | 475000 | 333863 |
| CCM Merger, Inc. 6.375% 5/1/26 (d) |  | 1450000 | 1342309 |
| CDI Escrow Issuer, Inc. 5.75% 4/1/30 (d) |  | 1110000 | 1029669 |
| Cedar Fair LP 5.25% 7/15/29  |  | 420000 | 366902 |
| Cedar Fair LP/Canada's Wonderland Co. 5.375% 4/15/27  |  | 405000 | 387441 |
| Cirsa Finance International SARL: |  |  |  |
|  4.5% 3/15/27(d) | EUR | 515000 | 463347 |
|  10.375% 11/30/27(d) | EUR | 100000 | 107702 |
| Dave & Buster's, Inc. 7.625% 11/1/25 (d) |  | 700000 | 703441 |
| Everi Holdings, Inc. 5% 7/15/29 (d) |  | 250000 | 216582 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. 6.75% 1/15/30 (d) |  | 2055000 | 1730927 |
| Garden SpinCo Corp. 8.625% 7/20/30 (d) |  | 115000 | 122089 |
| Golden Entertainment, Inc. 7.625% 4/15/26 (d) |  | 486000 | 481140 |
| Hilton Domestic Operating Co., Inc.: |  |  |  |
|  3.625% 2/15/32(d) |  | 1750000 | 1440793 |
|  3.75% 5/1/29(d) |  | 300000 | 266223 |
|  4% 5/1/31(d) |  | 410000 | 344878 |
| International Game Technology PLC: |  |  |  |
|  5.25% 1/15/29(d) |  | 660000 | 621542 |
|  6.25% 1/15/27(d) |  | 1610000 | 1599938 |
| Jacobs Entertainment, Inc. 6.75% 2/15/29 (d) |  | 665000 | 598500 |
| Marriott International, Inc. 5.75% 5/1/25  |  | 8000 | 8130 |
| MGM China Holdings Ltd.: |  |  |  |
|  4.75% 2/1/27(d) |  | 505000 | 442027 |
|  5.375% 5/15/24(d) |  | 400000 | 386272 |
|  5.875% 5/15/26(d) |  | 315000 | 289013 |
| MGM Resorts International: |  |  |  |
|  4.75% 10/15/28 |  | 1973000 | 1745671 |
|  5.5% 4/15/27 |  | 384000 | 361717 |
| Midwest Gaming Borrower LLC / Midwest Gaming Financial Corp. 4.875% 5/1/29 (d) |  | 1815000 | 1567271 |
| NCL Corp. Ltd.: |  |  |  |
|  5.875% 3/15/26(d) |  | 440000 | 360924 |
|  5.875% 2/15/27(d) |  | 730000 | 649941 |
|  7.75% 2/15/29(d) |  | 1020000 | 816000 |
| NCL Finance Ltd. 6.125% 3/15/28 (d) |  | 395000 | 304418 |
| Penn Entertainment, Inc. 5.625% 1/15/27 (d) |  | 1650000 | 1521282 |
| Premier Entertainment Sub LLC: |  |  |  |
|  5.625% 9/1/29(d) |  | 485000 | 388000 |
|  5.875% 9/1/31(d) |  | 2085000 | 1588520 |
| Royal Caribbean Cruises Ltd.: |  |  |  |
|  4.25% 7/1/26(d) |  | 640000 | 526174 |
|  5.375% 7/15/27(d) |  | 720000 | 596593 |
|  5.5% 8/31/26(d) |  | 1270000 | 1101725 |
|  5.5% 4/1/28(d) |  | 1350000 | 1101938 |
|  8.25% 1/15/29(d) |  | 450000 | 453094 |
|  9.25% 1/15/29(d) |  | 675000 | 691038 |
|  11.625% 8/15/27(d) |  | 625000 | 635938 |
| Sands China Ltd.: |  |  |  |
|  4.875% 6/18/30 |  | 200000 | 171000 |
|  5.9% 8/8/28 |  | 885000 | 816413 |
| Scientific Games Corp. 7.25% 11/15/29 (d) |  | 2200000 | 2154642 |
| SeaWorld Parks & Entertainment, Inc. 5.25% 8/15/29 (d) |  | 1175000 | 1012556 |
| Six Flags Entertainment Corp. 5.5% 4/15/27 (d) |  | 275000 | 248309 |
| Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. 5.875% 5/15/25 (d) |  | 505000 | 475032 |
| Viking Cruises Ltd. 5.875% 9/15/27 (d) |  | 330000 | 276788 |
| Viking Ocean Cruises Ship VII Ltd. 5.625% 2/15/29 (d) |  | 845000 | 676000 |
| Voc Escrow Ltd. 5% 2/15/28 (d) |  | 630000 | 542984 |
| Wyndham Hotels & Resorts, Inc. 4.375% 8/15/28 (d) |  | 215000 | 192266 |
| Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. 5.25% 5/15/27 (d) |  | 540000 | 494694 |
| Wynn Macau Ltd.: |  |  |  |
|  5.125% 12/15/29(d) |  | 875000 | 697813 |
|  5.5% 1/15/26(d) |  | 745000 | 670500 |
|  5.5% 10/1/27(d) |  | 2265000 | 1919588 |
|  5.625% 8/26/28(d) |  | 200000 | 166000 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.: |  |  |  |
|  5.125% 10/1/29(d) |  | 475000 | 412826 |
|  7.75% 4/15/25(d) |  | 479000 | 480015 |
| Yum! Brands, Inc.: |  |  |  |
|  4.625% 1/31/32 |  | 430000 | 378367 |
|  5.35% 11/1/43 |  | 845000 | 678113 |
|  6.875% 11/15/37 |  | 1170000 | 1153533 |
|  |  |  | 49803201 |
| Household Durables - 0.7% |  |  |  |
| Ashton Woods U.S.A. LLC/Ashton Woods Finance Co.: |  |  |  |
|  4.625% 8/1/29(d) |  | 400000 | 313707 |
|  4.625% 4/1/30(d) |  | 1000000 | 770000 |
|  6.625% 1/15/28(d) |  | 25000 | 22180 |
| Beazer Homes U.S.A., Inc.: |  |  |  |
|  5.875% 10/15/27 |  | 125000 | 109250 |
|  7.25% 10/15/29 |  | 2900000 | 2552772 |
| Brookfield Residential Properties, Inc./Brookfield Residential U.S. Corp.: |  |  |  |
|  4.875% 2/15/30(d) |  | 1079000 | 850284 |
|  6.25% 9/15/27(d) |  | 1088000 | 968299 |
| Castle UK Finco PLC: |  |  |  |
|  3 month EURIBOR + 5.250% 7.234% 5/15/28(d)(g)(h) | EUR | 150000 | 117988 |
|  7% 5/15/29(d) | GBP | 295000 | 248173 |
| Century Communities, Inc.: |  |  |  |
|  3.875% 8/15/29(d) |  | 25000 | 20175 |
|  6.75% 6/1/27 |  | 300000 | 290919 |
| KB Home: |  |  |  |
|  4% 6/15/31 |  | 750000 | 598418 |
|  4.8% 11/15/29 |  | 875000 | 756875 |
| M/I Homes, Inc. 4.95% 2/1/28  |  | 1335000 | 1161415 |
| STL Holding Co. LLC 7.5% 2/15/26 (d) |  | 1250000 | 1090625 |
| SWF Escrow Issuer Corp. 6.5% 10/1/29 (d) |  | 1925000 | 1133344 |
| TopBuild Corp. 4.125% 2/15/32 (d) |  | 625000 | 500187 |
| TRI Pointe Homes, Inc. 5.7% 6/15/28  |  | 1080000 | 974308 |
|  |  |  | 12478919 |
| Internet & Direct Marketing Retail - 0.3% |  |  |  |
| Match Group Holdings II LLC: |  |  |  |
|  3.625% 10/1/31(d) |  | 375000 | 286564 |
|  4.125% 8/1/30(d) |  | 1419000 | 1184865 |
|  4.625% 6/1/28(d) |  | 500000 | 447200 |
|  5% 12/15/27(d) |  | 175000 | 162623 |
|  5.625% 2/15/29(d) |  | 160000 | 147098 |
| Millennium Escrow Corp. 6.625% 8/1/26 (d) |  | 545000 | 392400 |
| Terrier Media Buyer, Inc. 8.875% 12/15/27 (d) |  | 3014000 | 2290640 |
| Uber Technologies, Inc. 8% 11/1/26 (d) |  | 765000 | 773709 |
|  |  |  | 5685099 |
| Leisure Products - 0.1% |  |  |  |
| Mattel, Inc.: |  |  |  |
|  3.375% 4/1/26(d) |  | 60000 | 55099 |
|  3.75% 4/1/29(d) |  | 570000 | 499132 |
| Vista Outdoor, Inc. 4.5% 3/15/29 (d) |  | 570000 | 433200 |
|  |  |  | 987431 |
| Multiline Retail - 0.1% |  |  |  |
| LSF9 Atlantis Holdings LLC / Victra Finance Corp. 7.75% 2/15/26 (d) |  | 765000 | 706011 |
| Nordstrom, Inc.: |  |  |  |
|  4.25% 8/1/31 |  | 740000 | 574640 |
|  4.375% 4/1/30 |  | 495000 | 397458 |
|  |  |  | 1678109 |
| Specialty Retail - 0.8% |  |  |  |
| At Home Group, Inc.: |  |  |  |
|  4.875% 7/15/28(d) |  | 250000 | 181875 |
|  7.125% 7/15/29(d) |  | 1405000 | 821925 |
| Bath & Body Works, Inc.: |  |  |  |
|  6.625% 10/1/30(d) |  | 780000 | 730220 |
|  6.694% 1/15/27 |  | 300000 | 291406 |
|  6.95% 3/1/33 |  | 440000 | 381606 |
|  7.5% 6/15/29 |  | 230000 | 230767 |
| Carvana Co.: |  |  |  |
|  4.875% 9/1/29(d) |  | 545000 | 182122 |
|  5.5% 4/15/27(d) |  | 440000 | 157920 |
|  5.875% 10/1/28(d) |  | 240000 | 84228 |
| Foot Locker, Inc. 4% 10/1/29 (d) |  | 1020000 | 841051 |
| Gap, Inc.: |  |  |  |
|  3.625% 10/1/29(d) |  | 146000 | 112164 |
|  3.875% 10/1/31(d) |  | 1325000 | 1000375 |
| Jaguar Land Rover Automotive PLC: |  |  |  |
|  5.875% 1/15/28(d) |  | 845000 | 650650 |
|  7.75% 10/15/25(d) |  | 550000 | 499835 |
| LBM Acquisition LLC 6.25% 1/15/29 (d) |  | 1090000 | 750807 |
| LCM Investments Holdings 4.875% 5/1/29 (d) |  | 1310000 | 1095291 |
| Metis Merger Sub LLC 6.5% 5/15/29 (d) |  | 2285000 | 1881698 |
| Michaels Companies, Inc. 7.875% 5/1/29 (d) |  | 220000 | 130075 |
| Park River Holdings, Inc.: |  |  |  |
|  5.625% 2/1/29(d) |  | 1750000 | 1194375 |
|  6.75% 8/1/29(d) |  | 150000 | 102500 |
| PetSmart, Inc. / PetSmart Finance Corp. 7.75% 2/15/29 (d) |  | 1000000 | 925000 |
| Sally Holdings LLC 5.625% 12/1/25  |  | 400000 | 382906 |
| Specialty Building Products Holdings LLC 6.375% 9/30/26 (d) |  | 665000 | 549393 |
|  |  |  | 13178189 |
| Textiles, Apparel & Luxury Goods - 0.3% |  |  |  |
| ASP Unifrax Holdings, Inc. 5.25% 9/30/28 (d) |  | 625000 | 515766 |
| Hanesbrands, Inc. 4.875% 5/15/26 (d) |  | 650000 | 591500 |
| Kontoor Brands, Inc. 4.125% 11/15/29 (d) |  | 745000 | 606654 |
| Levi Strauss & Co. 3.5% 3/1/31 (d) |  | 1115000 | 914759 |
| The William Carter Co. 5.625% 3/15/27 (d) |  | 200000 | 191799 |
| Wolverine World Wide, Inc. 4% 8/15/29 (d) |  | 3270000 | 2419800 |
|  |  |  | 5240278 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 115599860 |
| CONSUMER STAPLES - 0.8% |  |  |  |
| Beverages - 0.1% |  |  |  |
| Primo Water Holdings, Inc. 4.375% 4/30/29 (d) |  | 575000 | 496892 |
| Triton Water Holdings, Inc. 6.25% 4/1/29 (d) |  | 1440000 | 1120730 |
|  |  |  | 1617622 |
| Food & Staples Retailing - 0.3% |  |  |  |
| Albertsons Companies LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC: |  |  |  |
|  3.5% 3/15/29(d) |  | 1100000 | 916325 |
|  4.875% 2/15/30(d) |  | 1105000 | 985925 |
|  5.875% 2/15/28(d) |  | 100000 | 95622 |
| C&S Group Enterprises LLC 5% 12/15/28 (d) |  | 1385000 | 1028382 |
| Iceland Bondco PLC 4.625% 3/15/25 (Reg. S)  | GBP | 510000 | 508646 |
| New Albertsons LP 7.45% 8/1/29  |  | 260000 | 262165 |
| Performance Food Group, Inc. 5.5% 10/15/27 (d) |  | 124000 | 119660 |
| U.S. Foods, Inc.: |  |  |  |
|  4.625% 6/1/30(d) |  | 370000 | 328342 |
|  4.75% 2/15/29(d) |  | 285000 | 253969 |
|  |  |  | 4499036 |
| Food Products - 0.3% |  |  |  |
| B&G Foods, Inc. 5.25% 9/15/27  |  | 1415000 | 1138226 |
| Chobani LLC/Finance Corp., Inc.: |  |  |  |
|  4.625% 11/15/28(d) |  | 100000 | 88108 |
|  7.5% 4/15/25(d) |  | 310000 | 303013 |
| Darling Ingredients, Inc. 6% 6/15/30 (d) |  | 895000 | 872795 |
| Lamb Weston Holdings, Inc.: |  |  |  |
|  4.125% 1/31/30(d) |  | 905000 | 800364 |
|  4.375% 1/31/32(d) |  | 350000 | 309792 |
| Post Holdings, Inc.: |  |  |  |
|  4.5% 9/15/31(d) |  | 875000 | 745693 |
|  4.625% 4/15/30(d) |  | 474000 | 415864 |
|  5.5% 12/15/29(d) |  | 239000 | 219513 |
|  |  |  | 4893368 |
| Household Products - 0.1% |  |  |  |
| Diamond BC BV 4.625% 10/1/29 (d) |  | 640000 | 482490 |
| Energizer Holdings, Inc.: |  |  |  |
|  4.375% 3/31/29(d) |  | 25000 | 21268 |
|  4.75% 6/15/28(d) |  | 559000 | 487414 |
| Spectrum Brands Holdings, Inc. 5.5% 7/15/30 (d) |  | 10000 | 8564 |
|  |  |  | 999736 |
| Personal Products - 0.0% |  |  |  |
| BellRing Brands, Inc. 7% 3/15/30 (d) |  | 780000 | 753550 |
| Tobacco - 0.0% |  |  |  |
| Vector Group Ltd. 5.75% 2/1/29 (d) |  | 781000 | 678353 |
| TOTAL CONSUMER STAPLES |  |  | 13441665 |
| ENERGY - 4.8% |  |  |  |
| Energy Equipment & Services - 0.3% |  |  |  |
| Archrock Partners LP / Archrock Partners Finance Corp. 6.875% 4/1/27 (d) |  | 505000 | 488588 |
| Nabors Industries Ltd. 7.5% 1/15/28 (d) |  | 605000 | 552559 |
| Nabors Industries, Inc.: |  |  |  |
|  5.75% 2/1/25 |  | 2000000 | 1920000 |
|  7.375% 5/15/27(d) |  | 75000 | 72938 |
| NuStar Logistics LP 5.75% 10/1/25  |  | 90000 | 87525 |
| Precision Drilling Corp.: |  |  |  |
|  6.875% 1/15/29(d) |  | 25000 | 23621 |
|  7.125% 1/15/26(d) |  | 825000 | 807791 |
| Transocean Guardian Ltd. 5.875% 1/15/24 (d) |  | 507513 | 494363 |
| Transocean Pontus Ltd. 6.125% 8/1/25 (d) |  | 232400 | 225428 |
| Transocean Sentry Ltd. 5.375% 5/15/23 (d) |  | 373766 | 370144 |
| Transocean, Inc.: |  |  |  |
|  7.5% 1/15/26(d) |  | 36000 | 30181 |
|  8% 2/1/27(d) |  | 75000 | 61313 |
|  11.5% 1/30/27(d) |  | 500000 | 503750 |
|  |  |  | 5638201 |
| Oil, Gas & Consumable Fuels - 4.5% |  |  |  |
| Aethon United BR LP / Aethon United Finance Corp. 8.25% 2/15/26 (d) |  | 1565000 | 1557051 |
| Antero Midstream Partners LP/Antero Midstream Finance Corp.: |  |  |  |
|  5.375% 6/15/29(d) |  | 21000 | 19373 |
|  5.75% 1/15/28(d) |  | 800000 | 756000 |
| Antero Resources Corp.: |  |  |  |
|  5.375% 3/1/30(d) |  | 1075000 | 1007216 |
|  7.625% 2/1/29(d) |  | 140000 | 142848 |
| Apache Corp. 4.25% 1/15/30  |  | 290000 | 260611 |
| Ascent Resources - Utica LLC/ARU Finance Corp. 7% 11/1/26 (d) |  | 411000 | 402883 |
| Athabasca Oil Corp. 9.75% 11/1/26 (d) |  | 791000 | 847609 |
| Cheniere Energy Partners LP: |  |  |  |
|  3.25% 1/31/32 |  | 385000 | 313294 |
|  4% 3/1/31 |  | 1010000 | 882488 |
| Chesapeake Energy Corp.: |  |  |  |
|  5.875% 2/1/29(d) |  | 500000 | 480000 |
|  6.75% 4/15/29(d) |  | 2685000 | 2661506 |
| Citgo Petroleum Corp.: |  |  |  |
|  6.375% 6/15/26(d) |  | 511000 | 499475 |
|  7% 6/15/25(d) |  | 1785000 | 1758787 |
| CNX Resources Corp.: |  |  |  |
|  7.25% 3/14/27(d) |  | 771000 | 768109 |
|  7.375% 1/15/31(d) |  | 115000 | 115062 |
| Colgate Energy Partners III LLC: |  |  |  |
|  5.875% 7/1/29(d) |  | 670000 | 616400 |
|  7.75% 2/15/26(d) |  | 25000 | 24783 |
| Comstock Resources, Inc.: |  |  |  |
|  5.875% 1/15/30(d) |  | 1435000 | 1322137 |
|  6.75% 3/1/29(d) |  | 1220000 | 1191513 |
| Coronado Finance Pty Ltd. 10.75% 5/15/26 (d) |  | 820000 | 850750 |
| Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.: |  |  |  |
|  5.625% 5/1/27(d) |  | 979000 | 921208 |
|  5.75% 4/1/25 |  | 318000 | 310011 |
|  6% 2/1/29(d) |  | 855000 | 788738 |
| CrownRock LP/CrownRock Finance, Inc.: |  |  |  |
|  5% 5/1/29(d) |  | 1000000 | 920650 |
|  5.625% 10/15/25(d) |  | 60000 | 58575 |
| CVR Energy, Inc.: |  |  |  |
|  5.25% 2/15/25(d) |  | 374000 | 358486 |
|  5.75% 2/15/28(d) |  | 652000 | 586565 |
| DCP Midstream Operating LP: |  |  |  |
|  5.625% 7/15/27 |  | 10000 | 9960 |
|  6.75% 9/15/37(d) |  | 590000 | 604420 |
|  8.125% 8/16/30 |  | 570000 | 632251 |
| Delek Logistics Partners LP 7.125% 6/1/28 (d) |  | 665000 | 616043 |
| DT Midstream, Inc. 4.125% 6/15/29 (d) |  | 485000 | 427334 |
| Ecopetrol SA: |  |  |  |
|  5.875% 5/28/45 |  | 380000 | 260538 |
|  6.875% 4/29/30 |  | 585000 | 522990 |
| EG Global Finance PLC: |  |  |  |
|  6.25% 10/30/25 (Reg. S) | EUR | 100000 | 91053 |
|  6.75% 2/7/25(d) |  | 1280000 | 1164800 |
|  8.5% 10/30/25(d) |  | 1364000 | 1301706 |
| Endeavor Energy Resources LP/EER Finance, Inc. 5.75% 1/30/28 (d) |  | 1990000 | 1958558 |
| EnLink Midstream LLC 5.625% 1/15/28 (d) |  | 390000 | 380250 |
| EQM Midstream Partners LP: |  |  |  |
|  6% 7/1/25(d) |  | 25000 | 24500 |
|  6.5% 7/1/27(d) |  | 760000 | 737200 |
|  7.5% 6/1/27(d) |  | 410000 | 414350 |
|  7.5% 6/1/30(d) |  | 410000 | 413581 |
| Global Partners LP/GLP Finance Corp.: |  |  |  |
|  6.875% 1/15/29 |  | 323000 | 293284 |
|  7% 8/1/27 |  | 387000 | 366683 |
| Golar LNG Ltd. 7% 10/20/25 (d) |  | 635000 | 599400 |
| Gulfport Energy Corp. 8% 5/17/26 (d) |  | 405000 | 403692 |
| Harvest Midstream I LP 7.5% 9/1/28 (d) |  | 240000 | 229800 |
| Hess Midstream Partners LP 5.125% 6/15/28 (d) |  | 620000 | 583705 |
| Hilcorp Energy I LP/Hilcorp Finance Co.: |  |  |  |
|  5.75% 2/1/29(d) |  | 290000 | 265657 |
|  6% 4/15/30(d) |  | 275000 | 252871 |
|  6% 2/1/31(d) |  | 1255000 | 1153132 |
|  6.25% 11/1/28(d) |  | 2290000 | 2180796 |
|  6.25% 4/15/32(d) |  | 375000 | 344063 |
| Holly Energy Partners LP/Holly Energy Finance Corp. 5% 2/1/28 (d) |  | 335000 | 305239 |
| Independence Energy Finance LLC 7.25% 5/1/26 (d) |  | 1190000 | 1148755 |
| Magnolia Oil & Gas Operating LLC 6% 8/1/26 (d) |  | 1845000 | 1785038 |
| MEG Energy Corp.: |  |  |  |
|  5.875% 2/1/29(d) |  | 531000 | 503919 |
|  7.125% 2/1/27(d) |  | 452000 | 459318 |
| Mesquite Energy, Inc. 7.25% 2/15/23 (c)(d)(f) |  | 3242000 | 0 |
| Murphy Oil U.S.A., Inc. 3.75% 2/15/31 (d) |  | 275000 | 224994 |
| New Fortress Energy, Inc.: |  |  |  |
|  6.5% 9/30/26(d) |  | 3035000 | 2933191 |
|  6.75% 9/15/25(d) |  | 2759000 | 2694798 |
| NGL Energy Operating LLC/NGL Energy Finance Corp. 7.5% 2/1/26 (d) |  | 2180000 | 1969013 |
| Occidental Petroleum Corp.: |  |  |  |
|  6.125% 1/1/31 |  | 655000 | 664560 |
|  6.2% 3/15/40 |  | 940000 | 918822 |
|  6.375% 9/1/28 |  | 340000 | 345950 |
|  6.45% 9/15/36 |  | 10000 | 10025 |
|  7.5% 5/1/31 |  | 1315000 | 1426775 |
|  7.875% 9/15/31 |  | 700000 | 766500 |
|  7.95% 6/15/39 |  | 1225000 | 1322678 |
|  8.875% 7/15/30 |  | 1155000 | 1323919 |
| Parkland Corp.: |  |  |  |
|  4.5% 10/1/29(d) |  | 250000 | 210625 |
|  4.625% 5/1/30(d) |  | 575000 | 482138 |
| Petroleos Mexicanos: |  |  |  |
|  6.625% 6/15/35 |  | 800000 | 562480 |
|  7.69% 1/23/50 |  | 665000 | 452666 |
| Range Resources Corp.: |  |  |  |
|  4.75% 2/15/30(d) |  | 1260000 | 1130812 |
|  8.25% 1/15/29 |  | 260000 | 271250 |
| Rockcliff Energy II LLC 5.5% 10/15/29 (d) |  | 640000 | 587200 |
| Rockies Express Pipeline LLC: |  |  |  |
|  4.8% 5/15/30(d) |  | 100000 | 85053 |
|  4.95% 7/15/29(d) |  | 520000 | 467591 |
|  6.875% 4/15/40(d) |  | 135000 | 112050 |
|  7.5% 7/15/38(d) |  | 1550000 | 1398916 |
| SM Energy Co. 5.625% 6/1/25  |  | 395000 | 384271 |
| Southwestern Energy Co.: |  |  |  |
|  4.75% 2/1/32 |  | 1665000 | 1455675 |
|  5.375% 3/15/30 |  | 925000 | 869685 |
| Sunoco LP/Sunoco Finance Corp.: |  |  |  |
|  4.5% 5/15/29 |  | 585000 | 506544 |
|  4.5% 4/30/30 |  | 850000 | 737469 |
|  5.875% 3/15/28 |  | 140000 | 133342 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.: |  |  |  |
|  5.5% 1/15/28(d) |  | 603000 | 547223 |
|  6% 3/1/27(d) |  | 2410000 | 2291030 |
|  6% 12/31/30(d) |  | 2840000 | 2570172 |
|  6% 9/1/31(d) |  | 2035000 | 1813694 |
|  7.5% 10/1/25(d) |  | 620000 | 627750 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp. 6.875% 1/15/29  |  | 540000 | 554774 |
| Venture Global Calcasieu Pass LLC: |  |  |  |
|  3.875% 8/15/29(d) |  | 430000 | 371413 |
|  4.125% 8/15/31(d) |  | 1570000 | 1354125 |
| Vermilion Energy, Inc. 6.875% 5/1/30 (d) |  | 785000 | 724764 |
|  |  |  | 76160951 |
| TOTAL ENERGY |  |  | 81799152 |
| FINANCIALS - 3.1% |  |  |  |
| Capital Markets - 0.5% |  |  |  |
| AssuredPartners, Inc. 5.625% 1/15/29 (d) |  | 290000 | 246500 |
| Broadstreet Partners, Inc. 5.875% 4/15/29 (d) |  | 300000 | 255000 |
| Coinbase Global, Inc.: |  |  |  |
|  3.375% 10/1/28(d) |  | 1200000 | 701376 |
|  3.625% 10/1/31(d) |  | 900000 | 486000 |
| Hightower Holding LLC 6.75% 4/15/29 (d) |  | 805000 | 667711 |
| Jane Street Group LLC/JSG Finance, Inc. 4.5% 11/15/29 (d) |  | 1100000 | 965723 |
| Jefferies Finance LLC/JFIN Co-Issuer Corp. 5% 8/15/28 (d) |  | 1100000 | 914881 |
| Lions Gate Capital Holdings LLC 5.5% 4/15/29 (d) |  | 454000 | 295100 |
| LPL Holdings, Inc.: |  |  |  |
|  4% 3/15/29(d) |  | 530000 | 462338 |
|  4.375% 5/15/31(d) |  | 240000 | 206331 |
| MSCI, Inc.: |  |  |  |
|  3.25% 8/15/33(d) |  | 1165000 | 915260 |
|  3.625% 9/1/30(d) |  | 385000 | 323256 |
|  4% 11/15/29(d) |  | 555000 | 490082 |
| VistaJet Malta Finance PLC / XO Management Holding, Inc.: |  |  |  |
|  6.375% 2/1/30(d) |  | 695000 | 569900 |
|  7.875% 5/1/27(d) |  | 1120000 | 1015000 |
|  |  |  | 8514458 |
| Consumer Finance - 1.0% |  |  |  |
| Bread Financial Holdings, Inc. 4.75% 12/15/24 (d) |  | 450000 | 391370 |
| Cobra AcquisitionCo LLC 6.375% 11/1/29 (d) |  | 630000 | 422100 |
| Ford Motor Credit Co. LLC: |  |  |  |
|  2.9% 2/10/29 |  | 670000 | 548938 |
|  3.625% 6/17/31 |  | 200000 | 164159 |
|  3.815% 11/2/27 |  | 330000 | 295614 |
|  4% 11/13/30 |  | 95000 | 80356 |
|  4.95% 5/28/27 |  | 1200000 | 1135644 |
|  7.35% 11/4/27 |  | 1170000 | 1214331 |
| goeasy Ltd. 4.375% 5/1/26 (d) |  | 725000 | 636376 |
| LFS Topco LLC 5.875% 10/15/26 (d) |  | 775000 | 620014 |
| Navient Corp.: |  |  |  |
|  4.875% 3/15/28 |  | 630000 | 514266 |
|  5% 3/15/27 |  | 950000 | 830052 |
|  5.5% 3/15/29 |  | 1845000 | 1505636 |
|  6.75% 6/15/26 |  | 385000 | 366882 |
| OneMain Finance Corp.: |  |  |  |
|  3.5% 1/15/27 |  | 1130000 | 925396 |
|  3.875% 9/15/28 |  | 1990000 | 1578866 |
|  4% 9/15/30 |  | 300000 | 225298 |
|  5.375% 11/15/29 |  | 1495000 | 1248624 |
|  6.625% 1/15/28 |  | 1751000 | 1610045 |
|  6.875% 3/15/25 |  | 350000 | 339953 |
|  7.125% 3/15/26 |  | 1025000 | 993015 |
| PROG Holdings, Inc. 6% 11/15/29 (d) |  | 1000000 | 871140 |
| SLM Corp. 4.2% 10/29/25  |  | 495000 | 454163 |
|  |  |  | 16972238 |
| Diversified Financial Services - 0.8% |  |  |  |
| Altus Midstream LP 5.875% 6/15/30 (d) |  | 1740000 | 1635095 |
| Enviva Partners LP / Enviva Partners Finance Corp. 6.5% 1/15/26 (d) |  | 70000 | 66738 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp.: |  |  |  |
|  4.375% 2/1/29 |  | 1045000 | 879106 |
|  5.25% 5/15/27 |  | 1106000 | 1014755 |
|  6.25% 5/15/26 |  | 1695000 | 1659507 |
| MidCap Financial Issuer Trust: |  |  |  |
|  5.625% 1/15/30(d) |  | 465000 | 371498 |
|  6.5% 5/1/28(d) |  | 1020000 | 889950 |
| MPH Acquisition Holdings LLC 5.5% 9/1/28 (d) |  | 400000 | 319508 |
| P&L Development LLC/PLD Finance Corp. 7.75% 11/15/25 (d) |  | 665000 | 538091 |
| Scientific Games Holdings LP/Scientific Games U.S. Finco, Inc. 6.625% 3/1/30 (d) |  | 775000 | 651948 |
| United Shore Financial Services LLC: |  |  |  |
|  5.5% 4/15/29(d) |  | 525000 | 434438 |
|  5.75% 6/15/27(d) |  | 740000 | 654900 |
| Venator Finance SARL/Venator Capital Management Ltd.: |  |  |  |
|  5.75% 7/15/25(d) |  | 625000 | 215625 |
|  9.5% 7/1/25(d) |  | 825000 | 604313 |
| Verscend Escrow Corp. 9.75% 8/15/26 (d) |  | 1490000 | 1490343 |
| VMED O2 UK Financing I PLC: |  |  |  |
|  4.25% 1/31/31(d) |  | 127000 | 101949 |
|  4.75% 7/15/31(d) |  | 1850000 | 1537073 |
|  |  |  | 13064837 |
| Insurance - 0.4% |  |  |  |
| Acrisure LLC / Acrisure Finance, Inc. 10.125% 8/1/26 (d) |  | 1440000 | 1405235 |
| Alliant Holdings Intermediate LLC: |  |  |  |
|  4.25% 10/15/27(d) |  | 879000 | 791100 |
|  5.875% 11/1/29(d) |  | 620000 | 529189 |
|  6.75% 10/15/27(d) |  | 1351000 | 1244399 |
| AmWINS Group, Inc. 4.875% 6/30/29 (d) |  | 680000 | 587610 |
| GTCR AP Finance, Inc. 8% 5/15/27 (d) |  | 795000 | 767062 |
| HUB International Ltd.: |  |  |  |
|  5.625% 12/1/29(d) |  | 695000 | 608563 |
|  7% 5/1/26(d) |  | 900000 | 891054 |
| Ryan Specialty Group LLC 4.375% 2/1/30 (d) |  | 390000 | 333450 |
|  |  |  | 7157662 |
| Mortgage Real Estate Investment Trusts - 0.1% |  |  |  |
| Starwood Property Trust, Inc.: |  |  |  |
|  3.75% 12/31/24(d) |  | 10000 | 9450 |
|  4.375% 1/15/27(d) |  | 765000 | 684415 |
|  |  |  | 693865 |
| Thrifts & Mortgage Finance - 0.3% |  |  |  |
| Enact Holdings, Inc. 6.5% 8/15/25 (d) |  | 1626000 | 1580846 |
| Freedom Mortgage Corp. 7.625% 5/1/26 (d) |  | 225000 | 193500 |
| Home Point Capital, Inc. 5% 2/1/26 (d) |  | 690000 | 415815 |
| LD Holdings Group LLC 6.125% 4/1/28 (d) |  | 1400000 | 707000 |
| Nationstar Mortgage Holdings, Inc.: |  |  |  |
|  5.125% 12/15/30(d) |  | 415000 | 323536 |
|  5.5% 8/15/28(d) |  | 768000 | 644027 |
| PennyMac Financial Services, Inc.: |  |  |  |
|  4.25% 2/15/29(d) |  | 1315000 | 1029566 |
|  5.375% 10/15/25(d) |  | 430000 | 392960 |
| Quicken Loans LLC/Quicken Loans Co.-Issuer, Inc. 4% 10/15/33 (d) |  | 500000 | 367500 |
|  |  |  | 5654750 |
| TOTAL FINANCIALS |  |  | 52057810 |
| HEALTH CARE - 3.4% |  |  |  |
| Biotechnology - 0.1% |  |  |  |
| Emergent BioSolutions, Inc. 3.875% 8/15/28 (d) |  | 997000 | 448650 |
| Grifols Escrow Issuer SA 4.75% 10/15/28 (d) |  | 720000 | 605074 |
|  |  |  | 1053724 |
| Health Care Equipment & Supplies - 0.6% |  |  |  |
| AdaptHealth LLC: |  |  |  |
|  4.625% 8/1/29(d) |  | 1713000 | 1429900 |
|  5.125% 3/1/30(d) |  | 440000 | 373962 |
| Avantor Funding, Inc.: |  |  |  |
|  3.875% 11/1/29(d) |  | 310000 | 265825 |
|  4.625% 7/15/28(d) |  | 1475000 | 1357000 |
| Embecta Corp.: |  |  |  |
|  5% 2/15/30(d) |  | 1450000 | 1243375 |
|  6.75% 2/15/30(d) |  | 25000 | 22828 |
| Hologic, Inc.: |  |  |  |
|  3.25% 2/15/29(d) |  | 785000 | 689709 |
|  4.625% 2/1/28(d) |  | 110000 | 105312 |
| Mozart Borrower LP: |  |  |  |
|  3.875% 4/1/29(d) |  | 353000 | 303495 |
|  5.25% 10/1/29(d) |  | 5735000 | 4674025 |
| Teleflex, Inc. 4.25% 6/1/28 (d) |  | 270000 | 250695 |
|  |  |  | 10716126 |
| Health Care Providers & Services - 1.9% |  |  |  |
| 180 Medical, Inc. 3.875% 10/15/29 (d) |  | 480000 | 407956 |
| AMN Healthcare 4% 4/15/29 (d) |  | 1122000 | 984387 |
| Cano Health, Inc. 6.25% 10/1/28 (d) |  | 550000 | 277750 |
| Community Health Systems, Inc.: |  |  |  |
|  4.75% 2/15/31(d) |  | 710000 | 520210 |
|  5.25% 5/15/30(d) |  | 2245000 | 1712037 |
|  5.625% 3/15/27(d) |  | 515000 | 437127 |
|  6% 1/15/29(d) |  | 990000 | 825997 |
|  6.125% 4/1/30(d) |  | 2260000 | 1152600 |
|  6.875% 4/15/29(d) |  | 865000 | 462775 |
|  8% 3/15/26(d) |  | 245000 | 226108 |
|  8% 12/15/27(d) |  | 1030000 | 912276 |
| DaVita HealthCare Partners, Inc.: |  |  |  |
|  3.75% 2/15/31(d) |  | 2325000 | 1708875 |
|  4.625% 6/1/30(d) |  | 2482000 | 2009129 |
| HealthEquity, Inc. 4.5% 10/1/29 (d) |  | 240000 | 210264 |
| LifePoint Health, Inc. 4.375% 2/15/27 (d) |  | 425000 | 352307 |
| ModivCare Escrow Issuer, Inc. 5% 10/1/29 (d) |  | 435000 | 365792 |
| Molina Healthcare, Inc.: |  |  |  |
|  3.875% 11/15/30(d) |  | 605000 | 520300 |
|  4.375% 6/15/28(d) |  | 590000 | 541372 |
| Option Care Health, Inc. 4.375% 10/31/29 (d) |  | 1190000 | 1013050 |
| Pediatrix Medical Group, Inc. 5.375% 2/15/30 (d) |  | 600000 | 506286 |
| Prime Healthcare Services 7.25% 11/1/25 (d) |  | 1550000 | 1323762 |
| Radiology Partners, Inc. 9.25% 2/1/28 (d) |  | 440000 | 264219 |
| Regionalcare Hospital Partners 9.75% 12/1/26 (d) |  | 1523000 | 1226076 |
| RegionalCare Hospital Partners Holdings, Inc. 5.375% 1/15/29 (d) |  | 1150000 | 674625 |
| RP Escrow Issuer LLC 5.25% 12/15/25 (d) |  | 495000 | 414481 |
| Select Medical Corp. 6.25% 8/15/26 (d) |  | 855000 | 827520 |
| Tenet Healthcare Corp.: |  |  |  |
|  4.25% 6/1/29(d) |  | 3425000 | 2971804 |
|  4.375% 1/15/30(d) |  | 1550000 | 1350159 |
|  4.625% 6/15/28(d) |  | 1714000 | 1534063 |
|  6.125% 10/1/28(d) |  | 2530000 | 2232725 |
|  6.125% 6/15/30(d) |  | 1955000 | 1852519 |
|  6.25% 2/1/27(d) |  | 845000 | 809468 |
|  6.875% 11/15/31 |  | 990000 | 866250 |
|  |  |  | 31494269 |
| Health Care Technology - 0.1% |  |  |  |
| Athenahealth Group, Inc. 6.5% 2/15/30 (d) |  | 1465000 | 1097141 |
| IQVIA, Inc. 5% 10/15/26 (d) |  | 400000 | 385000 |
|  |  |  | 1482141 |
| Life Sciences Tools & Services - 0.0% |  |  |  |
| Charles River Laboratories International, Inc.: |  |  |  |
|  3.75% 3/15/29(d) |  | 625000 | 543826 |
|  4.25% 5/1/28(d) |  | 70000 | 63875 |
|  |  |  | 607701 |
| Pharmaceuticals - 0.7% |  |  |  |
| 1375209 BC Ltd. 9% 1/30/28 (d) |  | 250000 | 245625 |
| Bausch Health Companies, Inc.: |  |  |  |
|  5% 1/30/28(d) |  | 3350000 | 1371054 |
|  5.25% 1/30/30(d) |  | 3247000 | 1352157 |
|  6.25% 2/15/29(d) |  | 2210000 | 923405 |
|  9% 12/15/25(d) |  | 100000 | 72000 |
|  11% 9/30/28(d) |  | 443000 | 340003 |
|  14% 10/15/30(d) |  | 87000 | 48268 |
| Catalent Pharma Solutions: |  |  |  |
|  3.5% 4/1/30(d) |  | 475000 | 387125 |
|  5% 7/15/27(d) |  | 360000 | 342990 |
| Jazz Securities DAC 4.375% 1/15/29 (d) |  | 425000 | 385696 |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV: |  |  |  |
|  4.125% 4/30/28(d) |  | 590000 | 530988 |
|  5.125% 4/30/31(d) |  | 1685000 | 1495286 |
| Teva Pharmaceutical Finance Netherlands III BV: |  |  |  |
|  5.125% 5/9/29 |  | 1585000 | 1422149 |
|  6.75% 3/1/28 |  | 1145000 | 1127041 |
|  7.125% 1/31/25 |  | 965000 | 966930 |
| Valeant Pharmaceuticals International, Inc.: |  |  |  |
|  8.5% 1/31/27(d) |  | 154000 | 73938 |
|  9.25% 4/1/26(d) |  | 949000 | 615373 |
|  |  |  | 11700028 |
| TOTAL HEALTH CARE |  |  | 57053989 |
| INDUSTRIALS - 4.6% |  |  |  |
| Aerospace & Defense - 1.0% |  |  |  |
| Bombardier, Inc.: |  |  |  |
|  7.5% 12/1/24(d) |  | 2740000 | 2753700 |
|  7.5% 3/15/25(d) |  | 3365000 | 3370048 |
|  7.875% 4/15/27(d) |  | 844000 | 824656 |
| BWX Technologies, Inc. 4.125% 6/30/28 (d) |  | 695000 | 618550 |
| Maxar Technologies, Inc. 7.75% 6/15/27 (d) |  | 915000 | 899152 |
| Spirit Aerosystems, Inc.: |  |  |  |
|  7.5% 4/15/25(d) |  | 425000 | 420431 |
|  9.375% 11/30/29(d) |  | 270000 | 284175 |
| The Boeing Co.: |  |  |  |
|  5.805% 5/1/50 |  | 800000 | 754763 |
|  5.93% 5/1/60 |  | 625000 | 580089 |
| TransDigm, Inc.: |  |  |  |
|  4.625% 1/15/29 |  | 950000 | 835877 |
|  5.5% 11/15/27 |  | 2254000 | 2124395 |
|  6.25% 3/15/26(d) |  | 2625000 | 2612243 |
|  6.375% 6/15/26 |  | 405000 | 397763 |
|  7.5% 3/15/27 |  | 700000 | 701750 |
|  |  |  | 17177592 |
| Airlines - 0.5% |  |  |  |
| American Airlines, Inc. 11.75% 7/15/25 (d) |  | 2310000 | 2565331 |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.: |  |  |  |
|  5.5% 4/20/26(d) |  | 660000 | 640080 |
|  5.75% 4/20/29(d) |  | 2870000 | 2671825 |
| Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd. 5.75% 1/20/26 (d) |  | 250000 | 236935 |
| Mileage Plus Holdings LLC 6.5% 6/20/27 (d) |  | 218500 | 217405 |
| United Airlines, Inc.: |  |  |  |
|  4.375% 4/15/26(d) |  | 725000 | 674993 |
|  4.625% 4/15/29(d) |  | 1330000 | 1183989 |
|  |  |  | 8190558 |
| Building Products - 0.5% |  |  |  |
| Advanced Drain Systems, Inc.: |  |  |  |
|  5% 9/30/27(d) |  | 40000 | 37283 |
|  6.375% 6/15/30(d) |  | 300000 | 288705 |
| APi Group DE, Inc. 4.75% 10/15/29 (d) |  | 25000 | 21456 |
| BCPE Ulysses Intermediate, Inc. 7.75% 4/1/27 pay-in-kind (d)(g) |  | 175000 | 115335 |
| Builders FirstSource, Inc. 4.25% 2/1/32 (d) |  | 575000 | 466130 |
| Cornerstone Building Brands, Inc. 6.125% 1/15/29 (d) |  | 900000 | 607185 |
| Griffon Corp. 5.75% 3/1/28  |  | 600000 | 558090 |
| Jeld-Wen, Inc. 4.625% 12/15/25 (d) |  | 450000 | 381375 |
| Masonite International Corp. 3.5% 2/15/30 (d) |  | 400000 | 311877 |
| MIWD Holdco II LLC / MIWD Finance Corp. 5.5% 2/1/30 (d) |  | 500000 | 410000 |
| New Enterprise Stone & Lime Co., Inc. 5.25% 7/15/28 (d) |  | 840000 | 760200 |
| PGT Innovations, Inc. 4.375% 10/1/29 (d) |  | 885000 | 745418 |
| Shea Homes Ltd. Partnership/Corp. 4.75% 2/15/28  |  | 1200000 | 1032000 |
| Standard Industries, Inc./New Jersey 4.375% 7/15/30 (d) |  | 2670000 | 2189400 |
|  |  |  | 7924454 |
| Commercial Services & Supplies - 1.2% |  |  |  |
| ACCO Brands Corp. 4.25% 3/15/29 (d) |  | 910000 | 760223 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp.: |  |  |  |
|  6% 6/1/29(d) |  | 1125000 | 806418 |
|  6.625% 7/15/26(d) |  | 1764000 | 1675800 |
|  9.75% 7/15/27(d) |  | 1060000 | 956544 |
| Atlas Luxco 4 SARL / Allied Universal Holdco LLC / Allied Universal Finance Corp.: |  |  |  |
|  4.625% 6/1/28(d) |  | 1185000 | 1005016 |
|  4.625% 6/1/28(d) |  | 1015000 | 853869 |
| Brand Energy & Infrastructure Services, Inc. 8.5% 7/15/25 (d) |  | 1314000 | 1039676 |
| CoreCivic, Inc.: |  |  |  |
|  4.75% 10/15/27 |  | 225000 | 188869 |
|  8.25% 4/15/26 |  | 1660000 | 1695771 |
| Covanta Holding Corp. 4.875% 12/1/29 (d) |  | 435000 | 367575 |
| GFL Environmental, Inc.: |  |  |  |
|  4.375% 8/15/29(d) |  | 700000 | 600670 |
|  4.75% 6/15/29(d) |  | 1365000 | 1195508 |
|  5.125% 12/15/26(d) |  | 90000 | 86666 |
| Legends Hospitality Holding Co. LLC/Legends Hospitality Co-Issuer, Inc. 5% 2/1/26 (d) |  | 515000 | 450566 |
| Madison IAQ LLC: |  |  |  |
|  4.125% 6/30/28(d) |  | 2000000 | 1729580 |
|  5.875% 6/30/29(d) |  | 1710000 | 1264938 |
| Neptune BidCo U.S., Inc. 9.29% 4/15/29 (d) |  | 1230000 | 1184527 |
| PowerTeam Services LLC 9.033% 12/4/25 (d) |  | 275000 | 228784 |
| Prime Securities Services Borrower LLC/Prime Finance, Inc.: |  |  |  |
|  5.75% 4/15/26(d) |  | 630000 | 623700 |
|  6.25% 1/15/28(d) |  | 900000 | 837000 |
| Staples, Inc.: |  |  |  |
|  7.5% 4/15/26(d) |  | 1125000 | 1003652 |
|  10.75% 4/15/27(d) |  | 425000 | 310722 |
| Stericycle, Inc.: |  |  |  |
|  3.875% 1/15/29(d) |  | 690000 | 600300 |
|  5.375% 7/15/24(d) |  | 155000 | 153202 |
| The GEO Group, Inc. 9.5% 12/31/28 (d) |  | 650000 | 615561 |
| Verde Bidco SpA 4.625% 10/1/26 (d) | EUR | 215000 | 191009 |
|  |  |  | 20426146 |
| Construction & Engineering - 0.4% |  |  |  |
| Amsted Industries, Inc. 4.625% 5/15/30 (d) |  | 965000 | 815425 |
| Cloud Crane LLC 10.125% 8/1/24 (d) |  | 1812000 | 1740935 |
| Great Lakes Dredge & Dock Corp. 5.25% 6/1/29 (d) |  | 525000 | 423096 |
| Pike Corp. 5.5% 9/1/28 (d) |  | 1349000 | 1205116 |
| Railworks Holdings LP 8.25% 11/15/28 (d) |  | 640000 | 593600 |
| SRS Distribution, Inc.: |  |  |  |
|  4.625% 7/1/28(d) |  | 395000 | 353012 |
|  6% 12/1/29(d) |  | 1905000 | 1560451 |
|  |  |  | 6691635 |
| Electrical Equipment - 0.1% |  |  |  |
| Sensata Technologies BV: |  |  |  |
|  4% 4/15/29(d) |  | 760000 | 660919 |
|  5.875% 9/1/30(d) |  | 785000 | 745463 |
| Wesco Distribution, Inc. 7.25% 6/15/28 (d) |  | 15000 | 15196 |
|  |  |  | 1421578 |
| Industrial Conglomerates - 0.0% |  |  |  |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. 4.75% 6/15/29 (d) |  | 360000 | 294334 |
| Machinery - 0.3% |  |  |  |
| Hillenbrand, Inc.: |  |  |  |
|  3.75% 3/1/31 |  | 590000 | 479375 |
|  5% 9/15/26(g) |  | 25000 | 23905 |
| Mueller Water Products, Inc. 4% 6/15/29 (d) |  | 1700000 | 1462282 |
| Stevens Holding Co., Inc. 6.125% 10/1/26 (d) |  | 335000 | 337817 |
| Terex Corp. 5% 5/15/29 (d) |  | 435000 | 393323 |
| Titan International, Inc. 7% 4/30/28  |  | 25000 | 23914 |
| Vertical Holdco GmbH 7.625% 7/15/28 (d) |  | 1891000 | 1569530 |
| Vertical U.S. Newco, Inc. 5.25% 7/15/27 (d) |  | 1435000 | 1302291 |
|  |  |  | 5592437 |
| Marine - 0.0% |  |  |  |
| Seaspan Corp. 5.5% 8/1/29 (d) |  | 645000 | 496560 |
| Professional Services - 0.1% |  |  |  |
| ASGN, Inc. 4.625% 5/15/28 (d) |  | 620000 | 553350 |
| Booz Allen Hamilton, Inc. 3.875% 9/1/28 (d) |  | 570000 | 513707 |
| TriNet Group, Inc. 3.5% 3/1/29 (d) |  | 800000 | 665000 |
|  |  |  | 1732057 |
| Road & Rail - 0.1% |  |  |  |
| Avis Budget Car Rental LLC/Avis Budget Finance, Inc. 4.75% 4/1/28 (d) |  | 525000 | 461213 |
| Hertz Corp.: |  |  |  |
|  4.625% 12/1/26(d) |  | 125000 | 108434 |
|  5% 12/1/29(d) |  | 800000 | 634864 |
| Watco Companies LLC / Watco Finance Corp. 6.5% 6/15/27 (d) |  | 585000 | 568404 |
| XPO Escrow Sub LLC 7.5% 11/15/27 (d) |  | 125000 | 126875 |
|  |  |  | 1899790 |
| Trading Companies & Distributors - 0.4% |  |  |  |
| Alta Equipment Group, Inc. 5.625% 4/15/26 (d) |  | 500000 | 440751 |
| Fortress Transportation & Infrastructure Investors LLC 5.5% 5/1/28 (d) |  | 1050000 | 913532 |
| Foundation Building Materials, Inc. 6% 3/1/29 (d) |  | 900000 | 671717 |
| H&E Equipment Services, Inc. 3.875% 12/15/28 (d) |  | 2805000 | 2425736 |
| United Rentals North America, Inc.: |  |  |  |
|  3.75% 1/15/32 |  | 500000 | 414914 |
|  3.875% 2/15/31 |  | 945000 | 812993 |
|  4% 7/15/30 |  | 877000 | 760798 |
|  4.875% 1/15/28 |  | 525000 | 503507 |
|  |  |  | 6943948 |
| Transportation Infrastructure - 0.0% |  |  |  |
| First Student Bidco, Inc./First Transit Parent, Inc. 4% 7/31/29 (d) |  | 490000 | 406700 |
| TOTAL INDUSTRIALS |  |  | 79197789 |
| INFORMATION TECHNOLOGY - 2.1% |  |  |  |
| Communications Equipment - 0.3% |  |  |  |
| CommScope, Inc.: |  |  |  |
|  4.75% 9/1/29(d) |  | 645000 | 543193 |
|  6% 3/1/26(d) |  | 170000 | 164468 |
|  7.125% 7/1/28(d) |  | 430000 | 333250 |
|  8.25% 3/1/27(d) |  | 340000 | 291858 |
| Hughes Satellite Systems Corp. 6.625% 8/1/26  |  | 1155000 | 1073763 |
| ViaSat, Inc.: |  |  |  |
|  5.625% 9/15/25(d) |  | 1025000 | 952399 |
|  5.625% 4/15/27(d) |  | 1090000 | 1001743 |
| Viavi Solutions, Inc. 3.75% 10/1/29 (d) |  | 455000 | 375375 |
|  |  |  | 4736049 |
| Electronic Equipment & Components - 0.2% |  |  |  |
| Coherent Corp. 5% 12/15/29 (d) |  | 845000 | 745713 |
| Likewize Corp. 9.75% 10/15/25 (d) |  | 1310000 | 1195850 |
| TTM Technologies, Inc. 4% 3/1/29 (d) |  | 935000 | 793200 |
|  |  |  | 2734763 |
| IT Services - 0.6% |  |  |  |
| Acuris Finance U.S. 5% 5/1/28 (d) |  | 785000 | 637813 |
| Arches Buyer, Inc. 4.25% 6/1/28 (d) |  | 695000 | 571742 |
| Condor Merger Sub, Inc. 7.375% 2/15/30 (d) |  | 1565000 | 1282222 |
| Gartner, Inc.: |  |  |  |
|  3.625% 6/15/29(d) |  | 1434000 | 1256021 |
|  3.75% 10/1/30(d) |  | 585000 | 506025 |
|  4.5% 7/1/28(d) |  | 910000 | 856692 |
| GCI LLC 4.75% 10/15/28 (d) |  | 720000 | 616846 |
| Go Daddy Operating Co. LLC / GD Finance Co., Inc.: |  |  |  |
|  3.5% 3/1/29(d) |  | 650000 | 549301 |
|  5.25% 12/1/27(d) |  | 340000 | 322227 |
| Presidio Holdings, Inc. 8.25% 2/1/28 (d) |  | 845000 | 756248 |
| Rackspace Hosting, Inc.: |  |  |  |
|  3.5% 2/15/28(d) |  | 475000 | 325541 |
|  5.375% 12/1/28(d) |  | 2495000 | 1137643 |
| Sabre GLBL, Inc.: |  |  |  |
|  7.375% 9/1/25(d) |  | 240000 | 228600 |
|  9.25% 4/15/25(d) |  | 495000 | 493763 |
|  11.25% 12/15/27(d)(i) |  | 235000 | 240875 |
| Twilio, Inc. 3.875% 3/15/31  |  | 745000 | 604448 |
|  |  |  | 10386007 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |  |
| Broadcom, Inc.: |  |  |  |
|  2.45% 2/15/31(d) |  | 265000 | 209076 |
|  2.6% 2/15/33(d) |  | 280000 | 211571 |
| Entegris Escrow Corp.: |  |  |  |
|  4.75% 4/15/29(d) |  | 1015000 | 918661 |
|  5.95% 6/15/30(d) |  | 3120000 | 2914233 |
| Entegris, Inc. 3.625% 5/1/29 (d) |  | 175000 | 145250 |
|  |  |  | 4398791 |
| Software - 0.8% |  |  |  |
| Black Knight InfoServ LLC 3.625% 9/1/28 (d) |  | 1685000 | 1514394 |
| Boxer Parent Co., Inc. 7.125% 10/2/25 (d) |  | 840000 | 823200 |
| Central Parent, Inc./Central Merger Sub, Inc. 7.25% 6/15/29 (d) |  | 1920000 | 1852790 |
| Clarivate Science Holdings Corp.: |  |  |  |
|  3.875% 7/1/28(d) |  | 930000 | 835865 |
|  4.875% 7/1/29(d) |  | 685000 | 586531 |
| Elastic NV 4.125% 7/15/29 (d) |  | 725000 | 589375 |
| Fair Isaac Corp.: |  |  |  |
|  4% 6/15/28(d) |  | 1545000 | 1413675 |
|  5.25% 5/15/26(d) |  | 575000 | 569914 |
| ION Trading Technologies Ltd. 5.75% 5/15/28 (d) |  | 405000 | 330265 |
| MicroStrategy, Inc. 6.125% 6/15/28 (d) |  | 865000 | 639797 |
| NCR Corp.: |  |  |  |
|  5.125% 4/15/29(d) |  | 1425000 | 1225799 |
|  5.25% 10/1/30(d) |  | 155000 | 130733 |
|  5.75% 9/1/27(d) |  | 85000 | 82663 |
| NortonLifeLock, Inc.: |  |  |  |
|  6.75% 9/30/27(d) |  | 765000 | 768297 |
|  7.125% 9/30/30(d) |  | 745000 | 751020 |
| Open Text Corp. 3.875% 2/15/28 (d) |  | 550000 | 463898 |
| Open Text Holdings, Inc.: |  |  |  |
|  4.125% 2/15/30(d) |  | 235000 | 190301 |
|  4.125% 12/1/31(d) |  | 265000 | 205667 |
| Picard Midco, Inc. 6.5% 3/31/29 (d) |  | 560000 | 489099 |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp. 3.875% 2/1/29 (d) |  | 804000 | 679115 |
|  |  |  | 14142398 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 36398008 |
| MATERIALS - 3.3% |  |  |  |
| Chemicals - 1.4% |  |  |  |
| Avient Corp. 7.125% 8/1/30 (d) |  | 700000 | 683410 |
| CVR Partners LP 6.125% 6/15/28 (d) |  | 1140000 | 1029340 |
| Element Solutions, Inc. 3.875% 9/1/28 (d) |  | 427000 | 364940 |
| Gpd Companies, Inc. 10.125% 4/1/26 (d) |  | 545000 | 467338 |
| GrafTech Finance, Inc. 4.625% 12/15/28 (d) |  | 625000 | 521094 |
| Invictus U.S. Newco LLC 5% 10/30/29 (d) |  | 950000 | 760000 |
| Iris Holding, Inc. 10% 12/15/28 (d) |  | 675000 | 588422 |
| Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.: |  |  |  |
|  5% 12/31/26(d) |  | 430000 | 392005 |
|  7% 12/31/27(d) |  | 2160000 | 1792800 |
| LSB Industries, Inc. 6.25% 10/15/28 (d) |  | 935000 | 873215 |
| Methanex Corp.: |  |  |  |
|  5.125% 10/15/27 |  | 1041000 | 955118 |
|  5.25% 12/15/29 |  | 565000 | 504624 |
|  5.65% 12/1/44 |  | 347000 | 260250 |
| NOVA Chemicals Corp.: |  |  |  |
|  4.25% 5/15/29(d) |  | 615000 | 512756 |
|  4.875% 6/1/24(d) |  | 230000 | 223819 |
|  5% 5/1/25(d) |  | 200000 | 188238 |
|  5.25% 6/1/27(d) |  | 685000 | 614840 |
| Nufarm Australia Ltd. 5% 1/27/30 (d) |  | 510000 | 436688 |
| Olympus Water U.S. Holding Corp.: |  |  |  |
|  4.25% 10/1/28(d) |  | 780000 | 631964 |
|  6.25% 10/1/29(d) |  | 805000 | 580840 |
| Rain CII Carbon LLC/CII Carbon Corp. 7.25% 4/1/25 (d) |  | 755000 | 687080 |
| SCIL IV LLC / SCIL U.S.A. Holdings LLC 5.375% 11/1/26 (d) |  | 405000 | 339285 |
| The Chemours Co. LLC: |  |  |  |
|  4.625% 11/15/29(d) |  | 1585000 | 1275925 |
|  5.375% 5/15/27 |  | 215000 | 194575 |
|  5.75% 11/15/28(d) |  | 795000 | 698221 |
| The Scotts Miracle-Gro Co. 4% 4/1/31  |  | 1425000 | 1083000 |
| TPC Group, Inc.: |  |  |  |
|  10.5% 8/1/24(d)(f) |  | 4960000 | 2976000 |
|  10.875% 8/1/24(c)(d)(f) |  | 911763 | 948234 |
| Tronox, Inc. 4.625% 3/15/29 (d) |  | 1090000 | 877657 |
| Univar Solutions U.S.A., Inc. 5.125% 12/1/27 (d) |  | 720000 | 692431 |
| Valvoline, Inc. 4.25% 2/15/30 (d) |  | 129000 | 125376 |
| W.R. Grace Holding LLC 5.625% 8/15/29 (d) |  | 1670000 | 1376815 |
|  |  |  | 23656300 |
| Construction Materials - 0.2% |  |  |  |
| Eco Material Technologies, Inc. 7.875% 1/31/27 (d) |  | 550000 | 523050 |
| Smyrna Ready Mix LLC 6% 11/1/28 (d) |  | 1513000 | 1346570 |
| Summit Materials LLC/Summit Materials Finance Corp. 6.5% 3/15/27 (d) |  | 1000000 | 975097 |
| White Cap Buyer LLC 6.875% 10/15/28 (d) |  | 675000 | 581822 |
|  |  |  | 3426539 |
| Containers & Packaging - 0.6% |  |  |  |
| ARD Finance SA 6.5% 6/30/27 pay-in-kind (d)(g) |  | 1463279 | 1082826 |
| Ardagh Metal Packaging Finance U.S.A. LLC/Ardagh Metal Packaging Finance PLC: |  |  |  |
|  4% 9/1/29(d) |  | 935000 | 748000 |
|  6% 6/15/27(d) |  | 1230000 | 1200738 |
| Ball Corp. 6.875% 3/15/28  |  | 950000 | 982519 |
| Clydesdale Acquisition Holdings, Inc. 6.625% 4/15/29 (d) |  | 220000 | 211961 |
| Graham Packaging Co., Inc. 7.125% 8/15/28 (d) |  | 870000 | 735512 |
| Graphic Packaging International, Inc. 3.75% 2/1/30 (d) |  | 550000 | 466906 |
| Intelligent Packaging Holdco I 9% 1/15/26 pay-in-kind (d)(g) |  | 1066000 | 746211 |
| Intelligent Packaging Ltd. Finco, Inc. 6% 9/15/28 (d) |  | 937000 | 753211 |
| Owens-Brockway Glass Container, Inc. 6.375% 8/15/25 (d) |  | 650000 | 621266 |
| Pactiv Evergreen Group Issuer, Inc. 4.375% 10/15/28 (d) |  | 375000 | 328125 |
| Sealed Air Corp.: |  |  |  |
|  5% 4/15/29(d) |  | 1020000 | 948600 |
|  6.875% 7/15/33(d) |  | 425000 | 416356 |
| Trident Holdings, Inc.: |  |  |  |
|  6.625% 11/1/25(d) |  | 75000 | 64512 |
|  9.25% 8/1/24(d) |  | 450000 | 429863 |
| TriMas Corp. 4.125% 4/15/29 (d) |  | 75000 | 63938 |
| Trivium Packaging Finance BV: |  |  |  |
|  5.5% 8/15/26(d) |  | 344000 | 321627 |
|  8.5% 8/15/27(d) |  | 957000 | 895967 |
|  |  |  | 11018138 |
| Metals & Mining - 0.9% |  |  |  |
| Alcoa Nederland Holding BV 6.125% 5/15/28 (d) |  | 580000 | 563046 |
| Arconic Corp. 6.125% 2/15/28 (d) |  | 980000 | 920171 |
| ATI, Inc.: |  |  |  |
|  4.875% 10/1/29 |  | 330000 | 281302 |
|  5.125% 10/1/31 |  | 495000 | 418036 |
| Big River Steel LLC/BRS Finance Corp. 6.625% 1/31/29 (d) |  | 1456000 | 1398797 |
| Commercial Metals Co. 4.125% 1/15/30  |  | 360000 | 309797 |
| Compass Minerals International, Inc. 6.75% 12/1/27 (d) |  | 210000 | 198036 |
| Eldorado Gold Corp. 6.25% 9/1/29 (d) |  | 580000 | 482125 |
| ERO Copper Corp. 6.5% 2/15/30 (d) |  | 1600000 | 1233000 |
| First Quantum Minerals Ltd.: |  |  |  |
|  6.5% 3/1/24(d) |  | 1685000 | 1655828 |
|  6.875% 10/15/27(d) |  | 335000 | 317774 |
|  7.5% 4/1/25(d) |  | 206000 | 203013 |
| FMG Resources Pty Ltd.: |  |  |  |
|  4.5% 9/15/27(d) |  | 210000 | 192150 |
|  5.875% 4/15/30(d) |  | 725000 | 678999 |
| Freeport-McMoRan, Inc. 5.45% 3/15/43  |  | 330000 | 295865 |
| Hecla Mining Co. 7.25% 2/15/28  |  | 1850000 | 1804408 |
| HudBay Minerals, Inc.: |  |  |  |
|  4.5% 4/1/26(d) |  | 675000 | 611311 |
|  6.125% 4/1/29(d) |  | 1624000 | 1453800 |
| Kaiser Aluminum Corp.: |  |  |  |
|  4.5% 6/1/31(d) |  | 310000 | 261755 |
|  4.625% 3/1/28(d) |  | 479000 | 421237 |
| Mineral Resources Ltd. 8.5% 5/1/30 (d) |  | 345000 | 349628 |
| New Gold, Inc. 7.5% 7/15/27 (d) |  | 320000 | 283600 |
| Novelis Corp. 4.75% 1/30/30 (d) |  | 755000 | 671269 |
| PMHC II, Inc. 9% 2/15/30 (d) |  | 765000 | 573750 |
| Roller Bearing Co. of America, Inc. 4.375% 10/15/29 (d) |  | 740000 | 648055 |
|  |  |  | 16226752 |
| Paper & Forest Products - 0.2% |  |  |  |
| Glatfelter Corp. 4.75% 11/15/29 (d) |  | 625000 | 407813 |
| LABL, Inc.: |  |  |  |
|  5.875% 11/1/28(d) |  | 400000 | 353453 |
|  8.25% 11/1/29(d) |  | 1475000 | 1204411 |
| SPA Holdings 3 OY 4.875% 2/4/28 (d) |  | 775000 | 631447 |
|  |  |  | 2597124 |
| TOTAL MATERIALS |  |  | 56924853 |
| REAL ESTATE - 1.8% |  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 1.0% |  |  |  |
| CTR Partnership LP/CareTrust Capital Corp. 3.875% 6/30/28 (d) |  | 675000 | 576653 |
| MGM Growth Properties Operating Partnership LP: |  |  |  |
|  3.875% 2/15/29(d) |  | 950000 | 769823 |
|  5.75% 2/1/27 |  | 660000 | 607200 |
| MPT Operating Partnership LP/MPT Finance Corp.: |  |  |  |
|  3.5% 3/15/31 |  | 1255000 | 884775 |
|  4.625% 8/1/29 |  | 430000 | 338186 |
|  5% 10/15/27 |  | 1520000 | 1297776 |
|  5.25% 8/1/26 |  | 450000 | 402665 |
| Park Intermediate Holdings LLC 4.875% 5/15/29 (d) |  | 565000 | 483843 |
| RHP Hotel Properties LP/RHP Finance Corp. 4.5% 2/15/29 (d) |  | 560000 | 489763 |
| SBA Communications Corp. 3.125% 2/1/29  |  | 640000 | 534308 |
| Senior Housing Properties Trust: |  |  |  |
|  4.375% 3/1/31 |  | 1225000 | 853029 |
|  4.75% 5/1/24 |  | 825000 | 721032 |
|  9.75% 6/15/25 |  | 1028000 | 990685 |
| Uniti Group LP / Uniti Group Finance, Inc.: |  |  |  |
|  4.75% 4/15/28(d) |  | 1680000 | 1403153 |
|  6.5% 2/15/29(d) |  | 3980000 | 2915350 |
| Uniti Group, Inc.: |  |  |  |
|  6% 1/15/30(d) |  | 1425000 | 1028195 |
|  7.875% 2/15/25(d) |  | 2380000 | 2390003 |
| VICI Properties LP / VICI Note Co. 4.5% 1/15/28 (d) |  | 1475000 | 1349510 |
|  |  |  | 18035949 |
| Real Estate Management & Development - 0.8% |  |  |  |
| DTZ U.S. Borrower LLC 6.75% 5/15/28 (d) |  | 1450000 | 1384881 |
| Five Point Operation Co. LP 7.875% 11/15/25 (d) |  | 1369000 | 1163650 |
| Forestar Group, Inc. 3.85% 5/15/26 (d) |  | 1375000 | 1214084 |
| Howard Hughes Corp.: |  |  |  |
|  4.125% 2/1/29(d) |  | 920000 | 758660 |
|  4.375% 2/1/31(d) |  | 1783000 | 1464289 |
|  5.375% 8/1/28(d) |  | 1730000 | 1564456 |
| Hunt Companies, Inc. 5.25% 4/15/29 (d) |  | 1175000 | 974509 |
| Kennedy-Wilson, Inc. 4.75% 2/1/30  |  | 440000 | 348700 |
| Mattamy Group Corp. 4.625% 3/1/30 (d) |  | 2150000 | 1770493 |
| Taylor Morrison Communities, Inc./Monarch Communities, Inc. 5.125% 8/1/30 (d) |  | 2838000 | 2477517 |
|  |  |  | 13121239 |
| TOTAL REAL ESTATE |  |  | 31157188 |
| UTILITIES - 1.7% |  |  |  |
| Electric Utilities - 0.9% |  |  |  |
| Clearway Energy Operating LLC: |  |  |  |
|  3.75% 2/15/31(d) |  | 725000 | 614213 |
|  4.75% 3/15/28(d) |  | 265000 | 244797 |
| NRG Energy, Inc.: |  |  |  |
|  3.375% 2/15/29(d) |  | 195000 | 162017 |
|  3.625% 2/15/31(d) |  | 1475000 | 1179484 |
|  3.875% 2/15/32(d) |  | 500000 | 401948 |
|  5.25% 6/15/29(d) |  | 1597000 | 1471883 |
| Pattern Energy Operations LP 4.5% 8/15/28 (d) |  | 220000 | 197421 |
| PG&E Corp.: |  |  |  |
|  5% 7/1/28 |  | 1310000 | 1208619 |
|  5.25% 7/1/30 |  | 5220000 | 4726632 |
| Vistra Operations Co. LLC: |  |  |  |
|  4.375% 5/1/29(d) |  | 1725000 | 1516919 |
|  5% 7/31/27(d) |  | 1377000 | 1292554 |
|  5.625% 2/15/27(d) |  | 2072000 | 2004563 |
|  |  |  | 15021050 |
| Gas Utilities - 0.3% |  |  |  |
| AmeriGas Partners LP/AmeriGas Finance Corp.: |  |  |  |
|  5.75% 5/20/27 |  | 298000 | 284292 |
|  5.875% 8/20/26 |  | 375000 | 357188 |
| Ferrellgas LP/Ferrellgas Finance Corp.: |  |  |  |
|  5.375% 4/1/26(d) |  | 755000 | 694600 |
|  5.875% 4/1/29(d) |  | 1575000 | 1326209 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp.: |  |  |  |
|  5% 6/1/31(d) |  | 800000 | 684115 |
|  5.875% 3/1/27 |  | 175000 | 165584 |
| Superior Plus LP / Superior General Partner, Inc. 4.5% 3/15/29 (d) |  | 1380000 | 1178452 |
|  |  |  | 4690440 |
| Independent Power and Renewable Electricity Producers - 0.5% |  |  |  |
| Atlantica Sustainable Infrastructure PLC 4.125% 6/15/28 (d) |  | 715000 | 630290 |
| Calpine Corp.: |  |  |  |
|  4.5% 2/15/28(d) |  | 615000 | 562573 |
|  5% 2/1/31(d) |  | 685000 | 592173 |
|  5.125% 3/15/28(d) |  | 7074000 | 6335833 |
| TransAlta Corp. 7.75% 11/15/29  |  | 205000 | 210638 |
|  |  |  | 8331507 |
| Water Utilities - 0.0% |  |  |  |
| Solaris Midstream Holdings LLC 7.625% 4/1/26 (d) |  | 515000 | 507275 |
| TOTAL UTILITIES |  |  | 28550272 |
| TOTAL NONCONVERTIBLE BONDS |  |  | 656330384 |
| <br> **TOTAL CORPORATE BONDS**<br> (Cost $777,266,824) |  |  | <br> **666060905** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 2.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 2.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 2.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Treasury Bills, yield at date of purchase 3.7% to 4.12% 3/23/23 (j)(k) | 700000 | 690804 |
| U.S. Treasury Notes: |  |  |
|  2.5% 3/31/27  | 26310000 | 24845479 |
|  2.625% 5/31/27  | 10130000 | 9614399 |
|  2.75% 4/30/27  | 2175000 | 2075086 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $38,603,243) |  | **37225768** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.0%** | &nbsp;&nbsp;**Municipal Securities - 0.0%** | &nbsp;&nbsp;**Municipal Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Puerto Rico Commonwealth Pub. Impt. Gen. Oblig. Series 2022, 0% 11/1/43 (g) <br>(Cost $1,068,271) <br>| 1961452 | **892461** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.9%** | &nbsp;&nbsp;**Common Stocks - 0.9%** | &nbsp;&nbsp;**Common Stocks - 0.9%** |
|  | Shares | Value ($)<br>|
| COMMUNICATION SERVICES - 0.3%  |  |  |
| Wireless Telecommunication Services - 0.3% |  |  |
| Intelsat Emergence SA (c) | 104500 | 5046305 |
| Intelsat Jackson Holdings SA: |  |  |
|  Series A rights (c)(l) | 10942  | 95961  |
|  Series B rights (c)(l) | 10942  | 353755  |
|  |  | 5496021 |
| ENERGY - 0.4%  |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Jonah Energy Parent LLC (c)(l) | 29131 | 1822727 |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| Chesapeake Energy Corp.  | 21570 | 2232495 |
| Mesquite Energy, Inc. (c)(l) | 46770 | 2892746 |
|  |  | 5125241 |
| TOTAL ENERGY |  | 6947968 |
| HEALTH CARE - 0.1%  |  |  |
| Life Sciences Tools & Services - 0.1% |  |  |
| Avantor, Inc. (l) | 26612 | 592915 |
| INFORMATION TECHNOLOGY - 0.0%  |  |  |
| Electronic Equipment & Components - 0.0% |  |  |
| TE Connectivity Ltd.  | 2300 | 290076 |
| IT Services - 0.0% |  |  |
| GTT Communications, Inc. rights (c)(l) | 106083 | 106083 |
| TOTAL INFORMATION TECHNOLOGY |  | 396159 |
| MATERIALS - 0.0%  |  |  |
| Chemicals - 0.0% |  |  |
| TPC Group, Inc. rights (c)(l) | 2592104 | 26 |
| Metals & Mining - 0.0% |  |  |
| Constellium NV (l) | 41600 | 517920 |
| TOTAL MATERIALS |  | 517946 |
| UTILITIES - 0.1%  |  |  |
| Gas Utilities - 0.1% |  |  |
| Ferrellgas Partners LP Class B  | 5547 | 888907 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $7,751,272) |  | <br> **14839916** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.2%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.2%** |
|  | Shares | Value ($)<br>|
| HEALTH CARE - 0.1%  |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Becton, Dickinson & Co. 6.50%  | 12400 | 615908 |
| Life Sciences Tools & Services - 0.1% |  |  |
| Danaher Corp. Series B, 5.00%  | 625 | 877959 |
| TOTAL HEALTH CARE |  | 1493867 |
| UTILITIES - 0.1%  |  |  |
| Electric Utilities - 0.1% |  |  |
| American Electric Power Co., Inc. 6.125%  | 8050 | 423108 |
| NextEra Energy, Inc. 5.279%  | 16050 | 820958 |
|  |  | 1244066 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $2,583,771) |  | <br> **2737933** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 3.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 3.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 3.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 0.2%  |  |  |
| Media - 0.1% |  |  |
| Diamond Sports Group LLC: |  |  |
|  1LN, term loan CME Term SOFR 1 Month Index + 8.000% 11.8939% 5/25/26 (g)(h)(m) | 1643874  | 1547707  |
|  2LN, term loan CME Term SOFR 1 Month Index + 3.250% 7.1439% 8/24/26 (g)(h)(m) | 1711180  | 270589  |
|  |  | 1818296 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Xplornet Communications, Inc.: |  |  |
|  1LN, term loan 1 month U.S. LIBOR + 4.000% 10/1/28 (h)(m)(n) | 1581023  | 1284581  |
|  2LN, term loan 1 month U.S. LIBOR + 7.000% 9/30/29 (c)(h)(m)(n) | 325000  | 243750  |
|  |  | 1528331 |
| TOTAL COMMUNICATION SERVICES |  | 3346627 |
| CONSUMER DISCRETIONARY - 0.3%  |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| City Football Group Ltd. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.4567% 7/21/28 (g)(h)(m) | 3116450 | 2921672 |
| Household Durables - 0.1% |  |  |
| Sunset Debt Merger Sub, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 9/17/28 (h)(m)(n) | 1711400 | 1336312 |
| Internet & Direct Marketing Retail - 0.0% |  |  |
| Bass Pro Group LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.8214% 3/5/28 (g)(h)(m) | 442764 | 424943 |
| Specialty Retail - 0.0% |  |  |
| LBM Acquisition LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.1207% 12/18/27 (g)(h)(m) | 1094421 | 939210 |
| TOTAL CONSUMER DISCRETIONARY |  | 5622137 |
| ENERGY - 0.4%  |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Ascent Resources - Utica LLC/ARU Finance Corp. 2LN, term loan 3 month U.S. LIBOR + 9.000% 11/1/25 (h)(m)(n) | 3503000 | 3692758 |
| EG America LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.000% 7.6741% 2/6/25 (g)(h)(m) | 1644191 | 1498532 |
| EG Finco Ltd. Tranche B, term loan 3 month U.S. LIBOR + 4.000% 7.6741% 2/6/25 (g)(h)(m) | 1097758 | 1000507 |
| Mesquite Energy, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 8.000% 0% (c)(f)(h)(m) | 864602  | 0  |
|  term loan 3 month U.S. LIBOR + 0.000% 0% (c)(f)(h)(m) | 373000  | 0  |
| Prairie ECI Acquiror LP 1LN, term loan 3 month U.S. LIBOR + 4.750% 3/11/26 (h)(m)(n) | 685000 | 661991 |
|  |  | 6853788 |
| FINANCIALS - 0.4%  |  |  |
| Insurance - 0.4% |  |  |
| Asurion LLC Tranche B4 2LN, term loan 1 month U.S. LIBOR + 5.250% 9.3214% 1/20/29 (g)(h)(m) | 9130000 | 6992028 |
| HUB International Ltd. Tranche B, term loan 1 month U.S. LIBOR + 3.000% 7.326% 4/25/25 (g)(h)(m) | 321406 | 315071 |
|  |  | 7307099 |
| HEALTH CARE - 0.1%  |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Da Vinci Purchaser Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 7.8236% 12/13/26 (g)(h)(m) | 54443 | 51040 |
| Health Care Technology - 0.1% |  |  |
| Athenahealth Group, Inc.: |  |  |
|  Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.4106% 2/15/29 (g)(h)(m) | 1241020  | 1130569  |
|  Tranche DD 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 2/15/29 (h)(m)(o) | 210870  | 192102  |
|  |  | 1322671 |
| TOTAL HEALTH CARE |  | 1373711 |
| INDUSTRIALS - 0.6%  |  |  |
| Airlines - 0.1% |  |  |
| AAdvantage Loyalty IP Ltd. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.750% 8.9926% 4/20/28 (g)(h)(m) | 915000 | 908632 |
| Mileage Plus Holdings LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 5.250% 8.7771% 7/2/27 (g)(h)(m) | 959500 | 985886 |
|  |  | 1894518 |
| Building Products - 0.0% |  |  |
| Acproducts Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 7.3247% 5/17/28 (g)(h)(m) | 970175 | 702339 |
| Commercial Services & Supplies - 0.4% |  |  |
| ABG Intermediate Holdings 2 LLC: |  |  |
|  Tranche B1 LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.3287% 12/21/28 (g)(h)(m) | 1  | 1  |
|  Tranche B2 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 4% 1/31/29 (g)(h)(m) | 1  | 1  |
|  Tranche B3 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 4% 12/21/28 (g)(h)(m) | 1  | 1  |
| Brand Energy & Infrastructure Services, Inc. Tranche B, term loan 3 month U.S. LIBOR + 4.250% 8.493% 6/21/24 (g)(h)(m) | 1506029 | 1324763 |
| Intrado Corp. Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.000% 5.5678% 10/10/24 (g)(h)(m) | 5165348 | 4730580 |
|  |  | 6055346 |
| Professional Services - 0.1% |  |  |
| CoreLogic, Inc. 2LN, term loan 0% 4/13/29 (g)(m) | 755000 | 512456 |
| Nielsen Holdings PLC 2LN, term loan 3 month U.S. LIBOR + 0.000% 10/11/29 (c)(h)(m)(n) | 415000 | 402157 |
|  |  | 914613 |
| TOTAL INDUSTRIALS |  | 9566816 |
| INFORMATION TECHNOLOGY - 0.9%  |  |  |
| Communications Equipment - 0.0% |  |  |
| CommScope, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.250% 7.3214% 4/4/26 (g)(h)(m) | 437449 | 419815 |
| IT Services - 0.2% |  |  |
| GTT Communications, Inc. Tranche B, term loan 3 month U.S. LIBOR + 4.750% 10.75% 5/31/25 (g)(h)(m) | 3708841 | 2188216 |
| Verscend Holding Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.0714% 8/27/25 (g)(h)(m) | 174466 | 173002 |
|  |  | 2361218 |
| Software - 0.7% |  |  |
| Ascend Learning LLC: |  |  |
|  2LN, term loan 1 month U.S. LIBOR + 5.750% 9.8214% 12/10/29 (g)(h)(m) | 1630000  | 1381425  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.2539% 12/10/28 (g)(h)(m) | 1255057  | 1185678  |
| BMC Software, Inc. Tranche B 2LN, term loan 1 month U.S. LIBOR + 5.500% 3/23/26 (h)(m)(n) | 380000 | 348582 |
| Central Parent, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 8.1123% 7/6/29 (g)(h)(m) | 130000 | 128331 |
| Finastra U.S.A., Inc.: |  |  |
|  Tranche 2LN, term loan 3 month U.S. LIBOR + 7.250% 10.6207% 6/13/25 (g)(h)(m) | 1175000  | 898147  |
|  Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.500% 6.8707% 6/13/24 (g)(h)(m) | 905672  | 817578  |
| Proofpoint, Inc. 2LN, term loan 0% 5/27/29 (g)(m) | 520000 | 496600 |
| RealPage, Inc. 2LN, term loan 1 month U.S. LIBOR + 0.000% 2/17/29 (h)(m)(n) | 750000 | 717660 |
| Skillsoft Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 7/16/28 (h)(m)(n) | 1905488 | 1572028 |
| Ultimate Software Group, Inc.: |  |  |
|  1LN, term loan 1 month U.S. LIBOR + 3.250% 6.9983% 5/3/26 (g)(h)(m) | 1526206  | 1472147  |
|  2LN, term loan 1 month U.S. LIBOR + 5.250% 8.9983% 5/3/27 (g)(h)(m) | 2784807  | 2548099  |
|  |  | 11566275 |
| TOTAL INFORMATION TECHNOLOGY |  | 14347308 |
| MATERIALS - 0.1%  |  |  |
| Chemicals - 0.1% |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.3581% 5/7/25 (c)(g)(h)(m) | 1033621 | 981940 |
| Discovery Purchaser Corp. 1LN, term loan CME Term SOFR 1 Month Index + 4.370% 10/4/29 (h)(m)(n) | 340000 | 309655 |
| TPC Group, Inc. 1LN, term loan 3 month U.S. LIBOR + 0.100% 5/31/23 (c)(h)(m)(n) | 277532 | 277532 |
|  |  | 1569127 |
| Containers & Packaging - 0.0% |  |  |
| Clydesdale Acquisition Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.170% 8.0037% 4/13/29 (g)(h)(m) | 463838 | 447149 |
| TOTAL MATERIALS |  | 2016276 |
| UTILITIES - 0.1%  |  |  |
| Electric Utilities - 0.1% |  |  |
| Brookfield WEC Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 7.8365% 8/1/25 (g)(h)(m) | 225000 | 223243 |
| Heritage Power LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.750% 6/28/26 (h)(m)(n) | 1651509 | 555320 |
| PG&E Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 6.8125% 6/23/25 (g)(h)(m) | 888236 | 873615 |
|  |  | 1652178 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $61,328,368) |  | <br> **52085940** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 52.2%** | &nbsp;&nbsp;**Fixed-Income Funds - 52.2%** | &nbsp;&nbsp;**Fixed-Income Funds - 52.2%** |
|  | Shares | Value ($)<br>|
| High Yield Fixed-Income Funds - 52.2%  |  |  |
| Artisan High Income Fund Investor Shares  | 26032767 | 224662737 |
| BlackRock High Yield Bond Portfolio Class K  | 21872409 | 146982587 |
| Eaton Vance Income Fund of Boston Class A  | 22467003 | 110762325 |
| Fidelity Capital & Income Fund (p) | 16731025 | 155431224 |
| MainStay High Yield Corporate Bond Fund Class A  | 28890581 | 142719472 |
| Vanguard High-Yield Corporate Fund Admiral Shares  | 21116184 | 109804157 |
| <br> **TOTAL FIXED-INCOME FUNDS**<br> (Cost $901,163,383) |  | <br> **890362502** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** | &nbsp;&nbsp;**Preferred Securities - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ENERGY - 0.1%  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| DCP Midstream Partners LP 7.375% (g)(q) | 700000 | 700140 |
| FINANCIALS - 0.0%  |  |  |
| Banks - 0.0% |  |  |
| Citigroup, Inc. 3.875% (g)(q) | 25000 | 20859 |
| UTILITIES - 0.3%  |  |  |
| Independent Power and Renewable Electricity Producers - 0.3% |  |  |
| Vistra Corp.: |  |  |
|  7% (d)(g)(q) | 1775000  | 1587602  |
|  8% (d)(g)(q) | 3520000  | 3343406  |
|  |  | 4931008 |
| Multi-Utilities - 0.0% |  |  |
| NiSource, Inc. 5.65% (g)(q) | 470000 | 437100 |
| TOTAL UTILITIES |  | 5368108 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $6,247,325) |  | <br> **6089107** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.2%** | &nbsp;&nbsp;**Money Market Funds - 1.2%** | &nbsp;&nbsp;**Money Market Funds - 1.2%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (r) | 2376206 | 2376681 |
| State Street Institutional U.S. Government Money Market Fund Premier Class 3.66% (s) | 17369334 | 17369334 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $19,745,868) |  | **19746015** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.1%**<br> (Cost $1,815,758,325)<br>| <br>**1690040547** |
| **NET OTHER ASSETS (LIABILITIES) - 0.9%**  | **15741984** |
| **NET ASSETS - 100.0%** | **1705782531** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Treasury Contracts |  |  |  |  |  |
| CBOT 10-Year U.S. Treasury Note Contracts (United States) | 190 | Mar 2023 | 21565000 | 151106 | 151106 |
| CBOT 2-Year U.S. Treasury Note Contracts (United States) | 112 | Mar 2023 | 23000250 | 52071 | 52071 |
| CBOT 5-Year U.S. Treasury Note Contracts (United States) | 10 | Dec 2022 | 1082266 | 6550 | 6550 |
| CBOT Long Term U.S. Treasury Bond Contracts (United States) | 4 | Mar 2023 | 508000 | 4502 | 4502 |
| CBOT Ultra Long Term U.S. Treasury Bond Contracts (United States) | 1 | Mar 2023 | 136281 | 543 | 543 |
| TOTAL PURCHASED |  |  |  |  | 214772 |
| Sold |  |  |  |  |  |
| Treasury Contracts |  |  |  |  |  |
| CBOT 5-Year U.S. Treasury Note Contracts (United States) | 10 | Dec 2022 | 1082266 | (3145) | (3145) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **211627** |
| The notional amount of futures purchased as a percentage of Net Assets is 2.7% | The notional amount of futures purchased as a percentage of Net Assets is 2.7% | The notional amount of futures purchased as a percentage of Net Assets is 2.7% | The notional amount of futures purchased as a percentage of Net Assets is 2.7% | The notional amount of futures purchased as a percentage of Net Assets is 2.7% | The notional amount of futures purchased as a percentage of Net Assets is 2.7% |
| The notional amount of futures sold as a percentage of Net Assets is 0.1% | The notional amount of futures sold as a percentage of Net Assets is 0.1% | The notional amount of futures sold as a percentage of Net Assets is 0.1% | The notional amount of futures sold as a percentage of Net Assets is 0.1% | The notional amount of futures sold as a percentage of Net Assets is 0.1% | The notional amount of futures sold as a percentage of Net Assets is 0.1% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| USD | 216361 | GBP | 180405 | HSBC Bank | 12/02/22 | (1072) |
| GBP | 180405 | USD | 216734 | HSBC Bank | 1/20/23 | 1079 |
| USD | 956780 | GBP | 847154 | Barclays Bank PLC | 1/20/23 | (66037) |
| USD | 51969 | GBP | 44000 | HSBC Bank | 1/20/23 | (1154) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(67184)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 1079 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (68263) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Rating<sup>(1)</sup> | Maturity <br> Date<br> Clearinghouse / <br> Counterparty<sup>(2)</sup> | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount<sup>(3)(4)</sup> | Value ($)<sup>(1)</sup> | Upfront<br> Premium<br> Received/<br> (Paid) ($)<sup>(5)</sup> | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |
| 5-Year CDX N.A. HY Series 39 |  | Dec 2027<br> ICE | (5%) | Quarterly | 24975000 | (1684656) | 0 | (1684656) |
| Sell Protection |  |  |  |  |  |  |  |  |
| 5-Year CDX N.A. HY Series 38 | NR | Jun 2027<br> ICE | 5% | Quarterly | 1516680 | 83229 | 0 | 83229 |
| Community Health Systems, Inc. | Caa2 | Dec 2026<br> ICE | 5% | Quarterly | 484000 | (212649) | 0 | (212649) |
| **TOTAL SELL PROTECTION** |  |  |  |  |  | (129420) | 0 | (129420) |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  | **(1814076)** | **0** | **(1814076)** |

---

(1)Ratings are presented for credit default swaps in which the Fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent a weighted average of the ratings of all securities included in the index. The credit rating or value can be measures of the current payment/performance risk. Ratings are from Moody's Investors Service, Inc. Where Moody's® ratings are not available, S&P® ratings are disclosed and are indicated as such. All ratings are as of the report date and do not reflect subsequent changes.

(2)Swaps with Intercontinental Exchange (ICE) are centrally cleared over-the-counter (OTC) swaps.

(3)The notional amount of each credit default swap where the Fund has sold protection approximates the maximum potential amount of future payments that the Fund could be required to make if a credit event were to occur.

(4)Notional amount is stated in U.S. Dollars unless otherwise noted.

(5)Any premiums for centrally cleared over-the-counter (OTC) swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

**Currency Abbreviations**

EUR - European Monetary Unit <br> GBP - British pound sterling <br> USD - U.S. dollar

**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 $6,638,893 or 0.4% 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 $536,906,047 or 31.5% of net assets.

(e) 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.

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

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

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

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

(j) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,164,655.

(k) Security or a portion of the security was pledged to cover margin requirements for centrally cleared OTC swaps. At period end, the value of securities pledged amounted to $1,810,746.

(l) Non-income producing

(m) 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.

(n) The coupon rate will be determined upon settlement of the loan after period end.

(o) 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 $210,870 and $192,102, respectively.

(p) Affiliated Fund

(q) Security is perpetual in nature with no stated maturity date.

(r) 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.

(s) The rate quoted is the annualized seven-day yield of the fund at period end.

---

| | | |
|:---|:---|:---|
| 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 | 368047 |
| Mesquite Energy, Inc. 15% 7/15/23 | 11/05/20 - 1/18/22 | 635565 |

---

**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 3.86% | 1012831 | 259079507 | 257715657 | 125632 | - | - | 2376681 | 0.0% |
| Total | 1012831 | 259079507 | 257715657 | 125632 | - | - | 2376681 |  |

---

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

**Affiliated Underlying Funds**

Fiscal year to date information regarding the Fund's investments in affiliated Underlying Funds is presented below. Exchanges between classes of the same affiliated Underlying Funds may occur. If an Underlying Funds changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| 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 ($) |
| Fidelity Capital & Income Fund | 504966112 | 21655373 | 324010619 | 21652880 | (5642261) | (41537381) | 155431224 |
|  | 504966112 | 21655373 | 324010619 | 21652880 | (5642261) | (41537381) | 155431224 |

---

Amounts in the 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, U.S. Treasury Obligations, Municipal Securities, Bank Loan Obligations and Preferred Securities 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.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps 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.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

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. If an unaffiliated open-end mutual fund's NAV is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.

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

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared OTC swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A centrally cleared OTC swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.

Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

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 Rutland Square Trust II

- **b. Investment Company Act file number:** 811-21991

- **c. CIK number of Registrant:** 0001364924

- **d. LEI of Registrant:** 1KZ3JN58GDRI3EZKKG06

- **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:** Strategic Advisers Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000029151

- **c. LEI of Series:** 549300GAQZVROP4LK289

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

- **a. Date of fiscal year-end:** 2023-02-28

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1706781433.09

**Total Liabilities:** $9441382.68

**Net Assets:** $1697340050.41

**Delayed Delivery Securities:** $230614.90

**Cash Not Reported:** $4443305.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1525.24778285 | **1-Year:** 7420.62695565 | **5-Year:** 19519.54804185 | **10-Year:** 3566.37532200 | **30-Year:** 669.46632050

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

- **3-Month:** 39473.65547432 | **1-Year:** 122413.56682100 | **5-Year:** 142249.80902383 | **10-Year:** 19665.77029555 | **30-Year:** 2615.63092990

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089633 | -4.18%               | 2.66%                | 1.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6645366.86             | $-77061222.41                              |
| Month 2  | $-9490957.97             | $47601020.37                               |
| Month 3  | $-2667838.46             | $26340485.36                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RADIATE HOLDCO LLC / RADIATE FIN INC                                             | RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A                                               | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2890000 | PA      | $1559733.00   | 0.09%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                               | WYNN MACAU LIMITED 5.125% 12/15/2029 144A                                                               | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    875000 | PA      | $697812.50    | 0.04%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    625000 | PA      | $543825.63    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A                                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2180795.63   | 0.13%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.5% 12/01/2024 144A                                                                     | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2740000 | PA      | $2753700.00   | 0.16%             | 2024-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E TERM B 1LN 06/23/2025                                                                          | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |    888236 | PA      | $873615.35    | 0.05%             | 2025-06-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A                                                          | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $125267.51    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARD FIN SA                                                                       | ARD FIN SA PIK VAR 06/30/2027 144A                                                                      | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   1463279 | PA      | $1082826.46   | 0.06%             | 2027-06-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | T ROWE CDS COMMUNITY HEALTH SYSTEMS 12/20/2026                                                          | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    484000 | NC      | $-212648.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LABL INC                                                                         | LABL INC 8.25% 11/01/2029 144A                                                                          | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1204411.25   | 0.07%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                     | REALPAGE INC TERM 2LN 02/17/2029                                                                        | CUSIP: 75605VAG7<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    750000 | PA      | $717660.00    | 0.04%             | 2029-02-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE INC 4.25% 02/15/2030 144A                                                                     | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125376.25    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                    | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1028382.39   | 0.06%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                                  | HECLA MINING CO 7.25% 02/15/2028                                                                        | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1804408.12   | 0.11%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORPORATION                                                      | ENTEGRIS ESCROW CORPORATION 5.95% 06/15/2030 144A                                                       | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2914233.10   | 0.17%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 3.875% 02/15/2031                                                         | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    945000 | PA      | $812992.95    | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                          | GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A                                                          | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $735512.32    | 0.04%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                          | KB HOME 4% 06/15/2031                                                                                   | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    975000 | PA      | $777942.75    | 0.05%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPER LP 8.125% 08/16/2030                                                                 | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    570000 | PA      | $632251.36    | 0.04%             | 2030-08-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115062.10    | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2026                                                                          | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1695770.58   | 0.10%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORPORATION                                                      | ENTEGRIS ESCROW CORPORATION 4.75% 04/15/2029 144A                                                       | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $918660.97    | 0.05%             | 2029-04-15      | Fixed         | 0.05%                 | 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        |    368047 | PA      | $2434630.91   | 0.14%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                         | NATIONSTAR MTG HLDGS INC 5.5% 08/15/2028 144A                                                           | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    768000 | PA      | $644026.84    | 0.04%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                 | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 8.25% 02/15/2026 144A                                  | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1557051.10   | 0.09%             | 2026-02-15      | Fixed         | 0.08%                 | No            |                  2 | 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        |   3035000 | PA      | $2933190.93   | 0.17%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                             | BEAZER HOMES USA INC 7.25% 10/15/2029                                                                   | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2552771.69   | 0.15%             | 2029-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                                   | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    840000 | PA      | $890072.40    | 0.05%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 2SARL                                                           | ALBION FINANCING 2SARL 8.75% 04/15/2027 144A                                                            | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    370000 | PA      | $314457.36    | 0.02%             | 2027-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    680000 | PA      | $587609.69    | 0.03%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 5.875% 04/15/2030 144A                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    725000 | PA      | $678998.75    | 0.04%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.25% 09/01/2030                                                                               | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1020023.86   | 0.06%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 3.75% 01/15/2032                                                          | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414914.41    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                          | BECTON DICKINSON AND CO 6.5% PC 06/01/2023                                                              | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |     12400 | NS      | $615908.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                            | PLAYTIKA HOLDING CORP 4.25% 03/15/2029 144A                                                             | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    605000 | PA      | $490757.85    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                        | CONNECT FINCO SARL / CONNECT US FINCO LLC 6.75% 10/01/2026 144A                                         | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1039500.00   | 0.06%             | 2026-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVE and BUSTERS INC                                                             | DAVE and BUSTERS INC 7.625% 11/01/2025 144A                                                             | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703441.00    | 0.04%             | 2025-11-01      | Fixed         | 0.08%                 | 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        |    725000 | PA      | $674993.27    | 0.04%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 5% 01/30/2028 144A                                                                | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3350000 | PA      | $1371053.70   | 0.08%             | 2028-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1376814.80   | 0.08%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | HOWARD HUGHES CORP 5.375% 08/01/2028 144A                                                               | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1564456.30   | 0.09%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                       | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $547222.50    | 0.03%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2671825.01   | 0.16%             | 2029-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A                                                 | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    310000 | PA      | $293238.30    | 0.02%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RACKSPACE HOSTING INC                                                            | RACKSPACE HOSTING INC 3.5% 02/15/2028 144A                                                              | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $325541.25    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | 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        |    630000 | PA      | $623700.00    | 0.04%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA CVR SER B RT                                                                  | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | LU        |     10942 | NS      | $353754.86    | 0.02%             |  |  |  | No            |                  3 | 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        |         1 | PA      | $0.97         | 0.00%             | 2028-12-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1079000 | PA      | $850284.37    | 0.05%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                               | CENTURY COMMUNITIES INC 6.75% 06/01/2027                                                                | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290918.88    | 0.02%             | 2027-06-01      | Fixed         | 0.07%                 | 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        |     60000 | PA      | $58575.00     | 0.00%             | 2025-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                                                                 | BMC SOFTWARE TERM B 2LN 03/23/2026                                                                      | CUSIP: N/A<br>LEI: 549300TEWK6ENMZQLF18       | Long             | LON              | CORP              | US        |    380000 | PA      | $348581.60    | 0.02%             | 2026-03-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 6% 12/01/2029 144A                                                                 | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1560450.92   | 0.09%             | 2029-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX LLC                                                             | SMYRNA READY MIX LLC 6% 11/01/2028 144A                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1435570.00   | 0.08%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1025441.10   | 0.06%             | 2029-06-01      | Fixed         | 0.05%                 | 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        |   1200000 | PA      | $1142484.00   | 0.07%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                             | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    805000 | PA      | $630306.37    | 0.04%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION AUTOMOTIVE FINANCING PLC                                           | CONSTELLATION AUTOMOTIVE FINANCING PLC 4.875% 07/15/2027 144A                                           | CUSIP: N/A<br>LEI: 254900HVTSU7VICDRM89       | Long             | DBT              | CORP              | GB        |    260000 | PA      | $207212.61    | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 4.625% 06/01/2030 144A                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    370000 | PA      | $328341.70    | 0.02%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP                                  | ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP 3.875% 02/01/2029 144A                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $679114.68    | 0.04%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031                                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    655000 | PA      | $664559.73    | 0.04%             | 2031-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                        | PIKE CORP 5.5% 09/01/2028 144A                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1205115.66   | 0.07%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $463897.50    | 0.03%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 5.35% 11/01/2043                                                                         | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    845000 | PA      | $678112.50    | 0.04%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                                   | STERICYCLE INC 3.875% 01/15/2029 144A                                                                   | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    690000 | PA      | $600300.00    | 0.04%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                       | MGM CHINA HOLDINGS LIMITED 5.375% 05/15/2024 144A                                                       | CUSIP: 55300RAA9<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $386272.00    | 0.02%             | 2024-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 6.625% 06/15/2035                                                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $562480.00    | 0.03%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A                                                          | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    475000 | PA      | $387125.00    | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                                                   | CCM MERGER INC 6.375% 05/01/2026 144A                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1342308.50   | 0.08%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                            | AMSTED INDUSTRIES INC 4.625% 05/15/2030 144A                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    965000 | PA      | $815425.00    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENATOR FINANCE SARL / VENATOR MATERIALS CORP                                    | VENATOR FINANCE SARL / VENATOR MATERIALS CORP 5.75% 07/15/2025 144A                                     | CUSIP: 9226APAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    625000 | PA      | $215625.00    | 0.01%             | 2025-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919260.00    | 0.05%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                  | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    480000 | PA      | $407955.76    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    170000 | PA      | $144500.00    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                         | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    605000 | PA      | $589266.98    | 0.03%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145250.00    | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                  | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1233000.00   | 0.07%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3307000 | PA      | $2097158.85   | 0.12%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                         | COOPER STANDARD AUTO INC 5.625% 11/15/2026 144A                                                         | CUSIP: 216762AF1<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $20905.37     | 0.00%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                         | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    154000 | PA      | $73937.80     | 0.00%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                         | CORONADO FINANCE PTY LTD 10.75% 05/15/2026 144A                                                         | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    820000 | PA      | $850750.00    | 0.05%             | 2026-05-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                 | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    935000 | PA      | $793200.16    | 0.05%             | 2029-03-01      | Fixed         | 0.04%                 | 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        |    640000 | PA      | $599884.80    | 0.04%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE INC 4.75% 09/01/2029 144A                                                                     | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    645000 | PA      | $543193.20    | 0.03%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                | FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A                                                    | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    900000 | PA      | $671716.92    | 0.04%             | 2029-03-01      | 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        |    665000 | PA      | $616042.70    | 0.04%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                       | ADIENT GLOBAL HOLDINGS LTD 4.875% 08/15/2026 144A                                                       | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1225000 | PA      | $1128347.50   | 0.07%             | 2026-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY LT                                                               | TE CONNECTIVITY LTD                                                                                     | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      1200 | NS      | $151344.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                       | MGM CHINA HOLDINGS LIMITED 4.75% 02/01/2027 144A                                                        | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    505000 | PA      | $442026.50    | 0.03%             | 2027-02-01      | Fixed         | 0.05%                 | 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        |    645000 | PA      | $553306.80    | 0.03%             | 2027-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                                                    | DIAMOND BC BV 4.625% 10/01/2029 144A                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    640000 | PA      | $482489.60    | 0.03%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 5.625% 01/15/2029 144A                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    290000 | PA      | $246500.00    | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | 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        |   2072000 | PA      | $2004562.89   | 0.12%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAP                                                               | TELECOM ITALIA CAP 7.2% 07/18/2036                                                                      | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    353000 | PA      | $292601.70    | 0.02%             | 2036-07-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC            | PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC 4.375% 10/15/2028 144A            | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $328125.00    | 0.02%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $506544.01    | 0.03%             | 2029-05-15      | Fixed         | 0.04%                 | 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        |     40000 | PA      | $37283.00     | 0.00%             | 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        |    450000 | PA      | $402664.50    | 0.02%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                    | GOLAR LNG LTD 7% 10/20/2025 144A                                                                        | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    635000 | PA      | $599400.31    | 0.04%             | 2025-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                               | MATTAMY GROUP CORP 4.625% 03/01/2030 144A                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $1770492.75   | 0.10%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2107910.70   | 0.12%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENATOR FINANCE SARL / VENATOR MATERIALS CORP                                    | VENATOR FINANCE SARL / VENATOR MATERIALS CORP 9.5% 07/01/2025 144A                                      | CUSIP: 9226ALAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    825000 | PA      | $604312.50    | 0.04%             | 2025-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 4.5% 07/01/2028 144A                                                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    910000 | PA      | $856692.20    | 0.05%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                                                           | HOME POINT CAPITAL INC 5% 02/01/2026 144A                                                               | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    690000 | PA      | $415814.68    | 0.02%             | 2026-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWS CORP NEW                                                                    | NEWS CORP NEW 3.875% 05/15/2029 144A                                                                    | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    375000 | PA      | $333281.25    | 0.02%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 5.5% 07/01/2029 144A                                                                | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    495000 | PA      | $460894.50    | 0.03%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                         | PATTERN ENERGY OP LP/PAT 4.5% 08/15/2028 144A                                                           | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197420.92    | 0.01%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 4.625% 08/01/2029 144A                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1429899.65   | 0.08%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.625% 09/01/2029 144A                                                         | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $388000.00    | 0.02%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP INC                                                     | CARROLS RESTAURANT GROUP INC 5.875% 07/01/2029 144A                                                     | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |    475000 | PA      | $333863.25    | 0.02%             | 2029-07-01      | 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        |    865000 | PA      | $462775.00    | 0.03%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                                      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    570000 | PA      | $513706.80    | 0.03%             | 2028-09-01      | Fixed         | 0.04%                 | 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        |   1230000 | PA      | $1200738.30   | 0.07%             | 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        |    275000 | PA      | $228783.50    | 0.01%             | 2025-12-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1495285.85   | 0.09%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $993014.88    | 0.06%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                           | MILLENNIUM ESCROW CORP 6.625% 08/01/2026 144A                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $392400.00    | 0.02%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                           | PATRICK INDUSTRIES INC 4.75% 05/01/2029 144A                                                            | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    650000 | PA      | $510250.00    | 0.03%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6% 05/01/2029 144A                                                                        | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    790000 | PA      | $559402.95    | 0.03%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EG FINCO LTD                                                                     | EG GROUP TERM B 02/06/2025                                                                              | CUSIP: N/A<br>LEI: 2138003OUK4UQHRJLT65       | Long             | LON              | CORP              | GB        |   1097758 | PA      | $1000507.38   | 0.06%             | 2025-02-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PANTHER BF AGGREGATOR 2 LP / PANTHER FIN CO INC                                  | PANTHER BF AGGREGATOR 2 LP / PANTHER FIN CO INC 8.5% 05/15/2027 144A                                    | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1712562.08   | 0.10%             | 2027-05-15      | Fixed         | 0.09%                 | 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        |   1435000 | PA      | $1302291.20   | 0.08%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPA HOLDINGS 3 OY                                                                | SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A                                                                | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    775000 | PA      | $631446.61    | 0.04%             | 2028-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                               | CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20175.00     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US ULTRA BOND CBT FUT MAR23 WNH3                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $542.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1516918.60   | 0.09%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWITCH LTD                                                                       | SWITCH LTD 4.125% 06/15/2029 144A                                                                       | CUSIP: 87105NAC4<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100707.54    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER INC                                                      | MODIVCARE ESCROW ISSUER INC 5% 10/01/2029 144A                                                          | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $365791.50    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | 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        |   1612000 | PA      | $1438667.62   | 0.08%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                         | PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A                                                         | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1588519.80   | 0.09%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPER LP 5.625% 07/15/2027                                                                 | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9959.62      | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                     | ANTERO RESOURCES CORP 7.625% 02/01/2029 144A                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142847.79    | 0.01%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                                                             | METIS MERGER SUB LLC 6.5% 05/15/2029 144A                                                               | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2285000 | PA      | $1881697.50   | 0.11%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.25% 06/01/2029 144A                                                             | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $2971804.00   | 0.18%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 3.75% 10/01/2030 144A                                                                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    585000 | PA      | $506025.00    | 0.03%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 5.291% 12/08/2046                                                                         | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $316012.00    | 0.02%             | 2046-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                                    | TPC GROUP INC TERM 1LN 05/31/2023                                                                       | CUSIP: N/A<br>LEI: 549300K276KVW5JD1583       | Long             | LON              | CORP              | US        |    277532 | PA      | $277531.94    | 0.02%             | 2023-05-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 10/01/2028 144A                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2232725.00   | 0.13%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                                           | MAXIM CRANE WORKS HOLDINGS CAPITAL LLC 10.125% 08/01/2024 144A                                          | CUSIP: 18911YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1740934.68   | 0.10%             | 2024-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                      | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 5.5% 05/01/2028 144A                                        | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $913531.50    | 0.05%             | 2028-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | IHEARTCOMMUNICATIONS INC 8.375% 05/01/2027                                                              | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $3697950.00   | 0.22%             | 2027-05-01      | 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        |   1255057 | PA      | $1185677.69   | 0.07%             | 2028-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 4.75% 01/15/2043                                                                          | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3613000 | PA      | $2673403.94   | 0.16%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 6.125% 05/15/2028 144A                                                       | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $563046.09    | 0.03%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| P and L DEVELOPMENT LLC/PLD FINANCE CORP                                         | P and L DEVELOPMENT LLC/PLD FINANCE CORP 7.75% 11/15/2025 144A                                          | CUSIP: 69306RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $538091.40    | 0.03%             | 2025-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                                                  | FOOT LOCKER INC 4% 10/01/2029 144A                                                                      | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $841051.20    | 0.05%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 2.9% 02/10/2029                                                                      | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    670000 | PA      | $548937.70    | 0.03%             | 2029-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                                     | BREAD FINANCIAL HOLDINGS INC 4.75% 12/15/2024 144A                                                      | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $391370.23    | 0.02%             | 2024-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                                                          | ROCKCLIFF ENERGY II LLC 5.5% 10/15/2029 144A                                                            | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    640000 | PA      | $587200.00    | 0.03%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                      | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $506286.00    | 0.03%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS TERM B 05/31/2025                                                                    | CUSIP: 36250LAP9<br>LEI: 549300ETSL7K1ZX05H30 | Long             | LON              | CORP              | US        |   3708841 | PA      | $2188216.27   | 0.13%             | 2025-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                    | MARRIOTT INTERNATIONAL INC/MD 5.75% 05/01/2025                                                          | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8129.52      | 0.00%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                               | GRAY ESCROW II INC 5.375% 11/15/2031 144A                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1030009.50   | 0.06%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 5.93% 05/01/2060                                                                              | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $580088.86    | 0.03%             | 2060-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $770000.00    | 0.05%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC.                                               | INTERNATIONAL GAME TECHNOLOGY PL 6.25% 01/15/2027 144A                                                  | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1610000 | PA      | $1599937.50   | 0.09%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A                                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $265656.53    | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1184526.90   | 0.07%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYS CORP                                                        | HUGHES SATELLITE SYS CORP 6.625% 08/01/2026                                                             | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1073763.11   | 0.06%             | 2026-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 4% 11/13/2030                                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80355.75     | 0.00%             | 2030-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4.375% 08/15/2029 144A                                                            | CUSIP: 36168QAP9<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $600670.00    | 0.04%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECHNOLOGIES INC                                                    | ECO MATERIAL TECHNOLOGIES INC 7.875% 01/31/2027 144A                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $523050.00    | 0.03%             | 2027-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM B 1LN 02/15/2029                                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1241020 | PA      | $1130569.30   | 0.07%             | 2029-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC                                        | CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1852789.63   | 0.11%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | 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        |   1845000 | PA      | $1785037.50   | 0.11%             | 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        |    700000 | PA      | $701750.00    | 0.04%             | 2027-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 01/15/2029 144A                                                                 | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    992000 | PA      | $781200.00    | 0.05%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                                                  | HILLENBRAND INC 3.75% 03/01/2031                                                                        | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    590000 | PA      | $479375.00    | 0.03%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6.25% 04/15/2032 144A                                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $344062.50    | 0.02%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A                                                       | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85053.02     | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.75% 01/15/2030 144A                                                                  | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $2785290.00   | 0.16%             | 2030-01-15      | Fixed         | 0.06%                 | 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        |   1033621 | PA      | $981940.35    | 0.06%             | 2025-05-07      | Variable      | 0.07%                 | No            |                  3 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                           | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1184865.00   | 0.07%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1183988.66   | 0.07%             | 2029-04-15      | Fixed         | 0.05%                 | 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 5.875% 02/15/2028 144A           | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95622.00     | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $346353.28    | 0.02%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $701376.00    | 0.04%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP                                 | SHEA HOMES LTD PARTNERSHP/CORP 4.75% 02/15/2028                                                         | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1032000.00   | 0.06%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                                        | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2805621.00   | 0.17%             | 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        |    625000 | PA      | $635937.50    | 0.04%             | 2027-08-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC                                       | NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A                                           | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    510000 | PA      | $436687.50    | 0.03%             | 2030-01-27      | 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        |    124000 | PA      | $119660.00    | 0.01%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                   | CONSTELLIUM SE CL A                                                                                     | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     41600 | NS      | $517920.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 01/15/2028 144A                                              | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1349509.67   | 0.08%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                          | KRONOS ACQ / KIK CUSTOM 7% 12/31/2027 144A                                                              | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1792800.00   | 0.11%             | 2027-12-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| H and E EQUIPMENT SERVICES INC                                                   | H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A                                                   | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2425735.95   | 0.14%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.125% 10/15/2027                                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1041000 | PA      | $955117.50    | 0.06%             | 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        |    442764 | PA      | $424942.58    | 0.03%             | 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        |   2410000 | PA      | $2291030.35   | 0.13%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1264938.30   | 0.07%             | 2029-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTUS MIDSTREAM LP                                                               | ALTUS MIDSTREAM LP 5.875% 06/15/2030 144A                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1635095.40   | 0.10%             | 2030-06-15      | 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        |    340000 | PA      | $309655.00    | 0.02%             | 2029-10-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HLDGS INC                                                            | TRIDENT TPI HLDGS INC 9.25% 08/01/2024 144A                                                             | CUSIP: 89616RAB5<br>LEI: 549300CDIWH76BWR6804 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429863.24    | 0.03%             | 2024-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PICARD MIDCO INC                                                                 | PICARD MIDCO INC 6.5% 03/31/2029 144A                                                                   | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $489099.06    | 0.03%             | 2029-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309792.00    | 0.02%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031                                                             | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    700000 | PA      | $766500.00    | 0.05%             | 2031-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    695000 | PA      | $618550.00    | 0.04%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                              | BOXER PARENT CO INC 7.125% 10/02/2025 144A                                                              | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    840000 | PA      | $823200.00    | 0.05%             | 2025-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP 5.75% 10/01/2025                                                                    | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87525.00     | 0.01%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 4.5% 10/01/2029 144A                                                                      | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $210625.00    | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                              | AMERICAN AXLE and MFG INC 6.25% 03/15/2026                                                              | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213101.47    | 0.01%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA CVR SER A RT                                                                  | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | LU        |     10942 | NS      | $95961.34     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| OPTION CARE HEALTH INC                                                           | OPTION CARE HEALTH INC 4.375% 10/31/2029 144A                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1013049.98   | 0.06%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC 4.75% 02/01/2030                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    440000 | PA      | $348700.00    | 0.02%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP                                                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     21570 | NS      | $2232495.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 6.375% 09/01/2029 144A                                                           | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3090000 | PA      | $2943966.60   | 0.17%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                  | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1578866.00   | 0.09%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAM (CARTER) CO                                                              | WILLIAM (CARTER) CO 5.625% 03/15/2027 144A                                                              | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191798.63    | 0.01%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD STEP 06/18/2030                                                                         | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $171000.00    | 0.01%             | 2030-06-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLATFELTER CORP                                                                  | GLATFELTER CORP 4.75% 11/15/2029 144A                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    625000 | PA      | $407812.50    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 5.25% 10/01/2029 144A                                                               | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5735000 | PA      | $4674025.00   | 0.28%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA/LUXEMBOURG                                                           | INTELSAT SA/LUXEMBOURG                                                                                  | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |    104500 | NS      | $5046305.00   | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    235000 | PA      | $192200.63    | 0.01%             | 2031-04-27      | Fixed         | 0.04%                 | 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        |   1197000 | PA      | $978786.90    | 0.06%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                                      | WESTINGHOUSE TERM 1LN 08/01/2025                                                                        | CUSIP: 11284EAP8<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    225000 | PA      | $223242.75    | 0.01%             | 2025-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                          | PRECISION DRILLING CORP 6.875% 01/15/2029 144A                                                          | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23621.25     | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | 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        |   1506029 | PA      | $1324763.29   | 0.08%             | 2024-06-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                      | GOODYEAR TIRE and RUBBER CO 5% 07/15/2029                                                               | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    745000 | PA      | $648150.00    | 0.04%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                                    | UNITED WHOLESALE MORTGAGE LLC 5.5% 04/15/2029 144A                                                      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    525000 | PA      | $434437.50    | 0.03%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $427333.50    | 0.03%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    645000 | PA      | $496559.70    | 0.03%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                              | GRAY TELEVISION INC 7% 05/15/2027 144A                                                                  | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $643244.00    | 0.04%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIELSEN HOLDINGS PLC                                                             | NIELSEN HOLDINGS TERM 2LN 10/11/2029                                                                    | CUSIP: N/A<br>LEI: 549300ZVCBHQE0XHG367       | Long             | LON              | CORP              | GB        |    415000 | PA      | $402156.61    | 0.02%             | 2029-10-11      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| KAISER ALUMINUM CORP                                                             | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $421237.39    | 0.02%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                                                      | MASONITE INTERNATIONAL CORP 3.5% 02/15/2030 144A                                                        | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $311877.01    | 0.02%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CUSHMAN and WAKEFIELD US BORROWER LLC                                            | CUSHMAN and WAKEFIELD US BORROWER LLC 6.75% 05/15/2028 144A                                             | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1384881.37   | 0.08%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 2.6% 02/15/2033 144A                                                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    280000 | PA      | $211571.00    | 0.01%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                   | FERRELLGAS L P /FERRELLGAS FIN 5.375% 04/01/2026 144A                                                   | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $694600.00    | 0.04%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC 4.625% 02/01/2028 144A                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105311.80    | 0.01%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | BOEING CO 5.805% 05/01/2050                                                                             | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $754763.28    | 0.04%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 4% 03/15/2029 144A                                                                     | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    530000 | PA      | $462337.55    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | FX Forward: USD/GBP settle 2023-01-20                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-66037.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | CDI ESCROW ISSUER INC 5.75% 04/01/2030 144A                                                             | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1029669.30   | 0.06%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                                                  | HILLENBRAND INC VAR 09/15/2026                                                                          | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23905.25     | 0.00%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                          | CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1029340.20   | 0.06%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS and ENTERTAINMENT INC                                             | SEAWORLD PARKS and ENTRTNMNT INC 5.25% 08/15/2029 144A                                                  | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1012556.12   | 0.06%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                        | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1403152.80   | 0.08%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | MISYS LIMITED TERM B 1LN 06/13/2024                                                                     | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    908192 | PA      | $819852.40    | 0.05%             | 2024-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 9.375% 11/30/2029 144A                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284175.00    | 0.02%             | 2029-11-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING CO INC                                                           | STEVENS HOLDING CO INC 6.125% 10/01/2026 144A                                                           | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $337817.35    | 0.02%             | 2026-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                                | PROG HOLDINGS INC 6% 11/15/2029 144A                                                                    | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871140.00    | 0.05%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                                      | PMHC II INC 9% 02/15/2030 144A                                                                          | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    765000 | PA      | $573750.00    | 0.03%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VERSCEND HLDG CORP                                                               | COTIVITI TERM B 1LN 08/27/2025                                                                          | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174466 | PA      | $173002.09    | 0.01%             | 2025-08-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                        | BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1514393.75   | 0.09%             | 2028-09-01      | Fixed         | 0.04%                 | 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        |    443000 | PA      | $340002.50    | 0.02%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040                                                               | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    940000 | PA      | $918821.80    | 0.05%             | 2040-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                             | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $410000.00    | 0.02%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 5.125% 02/28/2030 144A                                                                    | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $89239.70     | 0.01%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                                    | TPC GROUP INC RT                                                                                        | CUSIP: N/A<br>LEI: 549300K276KVW5JD1583       | Long             | EC               | CORP              | US        |   2592104 | NS      | $25.92        | 0.00%             |  |  |  | No            |                  3 | 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        |    660000 | PA      | $640080.01    | 0.04%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                                   | STERICYCLE INC 5.375% 07/15/2024 144A                                                                   | CUSIP: 858912AF5<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153202.00    | 0.01%             | 2024-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORPORATION 4.5% 02/15/2028 144A                                                                | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    615000 | PA      | $562573.17    | 0.03%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 5.125% 12/15/2026 144A                                                            | CUSIP: 36168QAF1<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $86666.40     | 0.01%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                               | WYNN MACAU LIMITED 5.5% 01/15/2026 144A                                                                 | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    745000 | PA      | $670500.00    | 0.04%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $583705.20    | 0.03%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PONTUS LTD                                                            | TRANSOCEAN PONTUS LTD 6.125% 08/01/2025 144A                                                            | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    232400 | PA      | $225428.00    | 0.01%             | 2025-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC           | LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC 5% 02/01/2026 144A               | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $450565.90    | 0.03%             | 2026-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 6.125% 02/15/2028 144A                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    980000 | PA      | $920171.00    | 0.05%             | 2028-02-15      | Fixed         | 0.06%                 | 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        |    665000 | PA      | $600155.85    | 0.04%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A                                                            | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    440000 | PA      | $264218.61    | 0.02%             | 2028-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 6.65% 01/15/2028                                                                          | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    110000 | PA      | $72875.00     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                                     | HUNT COS INC 5.25% 04/15/2029 144A                                                                      | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $974508.87    | 0.06%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS PARTNERS LP                                                           | FERRELLGAS PRTNRS LP CLASS B                                                                            | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |      5547 | NS      | $888906.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    310000 | PA      | $265825.00    | 0.02%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIATE INC                                                    | BCPE ULYSSES INTERMEDIATE INC PIK VAR 04/01/2027 144A                                                   | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $115334.99    | 0.01%             | 2027-04-01      | Variable      | 0.08%                 | 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        |    570000 | PA      | $430524.45    | 0.03%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 9.75% 07/15/2025 144A                                                         | CUSIP: 45824TAY1<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $0.01         | 0.00%             | 2025-07-15      | Fixed         | 0.10%                 | No            |                  3 | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $385696.00    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 10.125% 08/01/2026 144A                                             | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1405234.89   | 0.08%             | 2026-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                               | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $512756.25    | 0.03%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                           | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                               | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $914881.00    | 0.05%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                     | CLARIVATE SCIENCE HLDGS CORP 4.875% 07/01/2029 144A                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $586531.25    | 0.03%             | 2029-07-01      | Fixed         | 0.05%                 | 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 4.875% 02/15/2030 144A           | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $985925.20    | 0.06%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 6.875% 04/29/2030                                                                          | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    585000 | PA      | $522990.00    | 0.03%             | 2030-04-29      | Fixed         | 0.07%                 | 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        |   1170000 | PA      | $1004445.00   | 0.06%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVANTOR INC                                                                      | AVANTOR INC                                                                                             | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26612 | NS      | $592915.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | ICE: (CDX.NA.HY.39.V1) 5.0 12/20/27                                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        | -24975000 | NC      | $-1684656.03  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                              | PGT INNOVATIONS INC 4.375% 10/01/2029 144A                                                              | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    885000 | PA      | $745417.80    | 0.04%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC.                                               | INTERNATIONAL GAME TECHNOLOGY PL 5.25% 01/15/2029 144A                                                  | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $621541.80    | 0.04%             | 2029-01-15      | 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        |   1130000 | PA      | $925396.00    | 0.05%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC T5Y 3.875%/VAR PERP                                                                       | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     25000 | PA      | $20859.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                                             | GRAFTECH FINANCE INC 4.625% 12/15/2028 144A                                                             | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    625000 | PA      | $521093.75    | 0.03%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                      | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225298.01    | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                      | APACHE CORP 4.25% 01/15/2030                                                                            | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    290000 | PA      | $260611.40    | 0.02%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 7.375% 07/01/2028                                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1231792.00   | 0.07%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 9% 12/15/2025 144A                                                                | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $72000.00     | 0.00%             | 2025-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 5% 12/15/2027 144A                                                               | CUSIP: 57665RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $162622.59    | 0.01%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB INC                                                      | DORNOCH DEBT MERGER SUB INC 6.625% 10/15/2029 144A                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $385970.79    | 0.02%             | 2029-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                  | LADDER CAP FIN HLDGS LLLP/CORP 4.75% 06/15/2029 144A                                                    | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $294333.62    | 0.02%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                            | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                              | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179100.00    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 6.25% 10/30/2025 REGS                                                             | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $91052.50     | 0.01%             | 2025-10-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERITAGE POWER LLC                                                               | HERITAGE POWER TERM B 1LN 06/28/2026                                                                    | CUSIP: 42727CAC1<br>LEI: 9845009CA1DFDE381P22 | Long             | LON              | CORP              | US        |   1651509 | PA      | $555319.99    | 0.03%             | 2026-06-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                               | WYNN MACAU LIMITED 5.625% 08/26/2028 144A                                                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $166000.00    | 0.01%             | 2028-08-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                         | MIDCAP FINANCIAL ISSR TR 6.5% 05/01/2028 144A                                                           | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $889950.00    | 0.05%             | 2028-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1357000.00   | 0.08%             | 2028-07-15      | 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        |   1164000 | PA      | $1196394.12   | 0.07%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    385000 | PA      | $313293.75    | 0.02%             | 2032-01-31      | Fixed         | 0.03%                 | 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        |   1270000 | PA      | $1101725.00   | 0.06%             | 2026-08-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS 6.5% 10/15/2026 144A                                                                  | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1640000 | PA      | $1559511.56   | 0.09%             | 2026-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC 4.875% 05/15/2026 144A                                                                  | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    650000 | PA      | $591500.00    | 0.03%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAINSTAY FDS                                                                     | MainStay MacKay High Yield Corp Bd A                                                                    | CUSIP: 56062F772<br>LEI: 5493003Y7K55IDIMKI62 | Long             | EC               | RF                | US        |  28783764 | NS      | $142191793.65 | 8.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC 3.25% 02/15/2029 144A                                                                       | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    785000 | PA      | $689708.85    | 0.04%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                                  | NCL FINANCE LTD 6.125% 03/15/2028 144A                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    395000 | PA      | $304417.67    | 0.02%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                      | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $549301.10    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    545000 | PA      | $182122.21    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD STEP 08/08/2028                                                                         | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    885000 | PA      | $816412.50    | 0.05%             | 2028-08-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5.75% 08/15/2029 144A                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2945000 | PA      | $2408303.20   | 0.14%             | 2029-08-15      | Fixed         | 0.06%                 | 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        |   1890000 | PA      | $1679737.50   | 0.10%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                                              | CASTLE UK FINCO PLC FRN 3MEUR+ 05/15/2028 144A                                                          | CUSIP: N/A<br>LEI: 98450057058CDE2E9650       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $117988.43    | 0.01%             | 2028-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1712037.00   | 0.10%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    410000 | PA      | $344878.04    | 0.02%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 6.75% 04/15/2029 144A                                                            | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2661506.25   | 0.16%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                 | ARCHES BUYER INC 4.25% 06/01/2028 144A                                                                  | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    785000 | PA      | $645780.25    | 0.04%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                                     | GRIFFON CORP 5.75% 03/01/2028                                                                           | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558090.00    | 0.03%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    905000 | PA      | $800363.90    | 0.05%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | DANA INC 5.625% 06/15/2028                                                                              | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1439800.00   | 0.08%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6% 02/01/2031 144A                                                           | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1153131.65   | 0.07%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SkillSoft                                                                        | SKILLSOFT TERM B 1LN 07/01/2028                                                                         | CUSIP: 83066YAB8<br>LEI: 213800VSQFUE8K7NQK89 | Long             | LON              | CORP              | US        |   1905488 | PA      | $1572027.53   | 0.09%             | 2028-07-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RACKSPACE HOSTING INC                                                            | RACKSPACE HOSTING INC 5.375% 12/01/2028 144A                                                            | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $1137642.66   | 0.07%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                     | AMERIGAS PARTN LP/AMERIGAS FIN 5.75% 05/20/2027                                                         | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $284292.00    | 0.02%             | 2027-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                   | TRANSALTA CORP 7.75% 11/15/2029                                                                         | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $210637.50    | 0.01%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025                                                         | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $310010.58    | 0.02%             | 2025-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                           | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A                    | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3705600.00   | 0.22%             | 2026-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                                     | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    210870 | PA      | $192102.19    | 0.01%             | 2029-02-15      | Variable      | 0.04%                 | 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        |   1695000 | PA      | $1659506.70   | 0.10%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                                    | TPC GROUP INC 10.875% 08/01/2024 144A                                                                   | CUSIP: 89236YAC8<br>LEI: 549300K276KVW5JD1583 | Long             | DBT              | CORP              | US        |    911763 | PA      | $948233.52    | 0.06%             | 2024-08-01      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| INDEPENDENCE ENERGY FINANCE LLC                                                  | INDEPENDENCE ENERGY FINANCE LLC 7.25% 05/01/2026 144A                                                   | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1148754.60   | 0.07%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                         | MIDCAP FINANCIAL ISSR TR 5.625% 01/15/2030 144A                                                         | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $371498.28    | 0.02%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                  | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266223.00    | 0.02%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.625% 06/15/2028 144A                                                            | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1534062.86   | 0.09%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP                                                             | VERSCEND ESCROW CORP 9.75% 08/15/2026 144A                                                              | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1490342.70   | 0.09%             | 2026-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 4.625% 01/15/2029                                                                         | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    950000 | PA      | $835876.50    | 0.05%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPER LP 6.75% 09/15/2037 144A                                                             | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    590000 | PA      | $604420.20    | 0.04%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    780000 | PA      | $631963.80    | 0.04%             | 2028-10-01      | Fixed         | 0.04%                 | 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        |    275000 | PA      | $248308.50    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING HOLDCO ISSUER LIMITED PARTNERSHIP                          | INTELLIGENT PACKAGING HOLDCO ISSUER LP PIK VAR 01/15/2026 144A                                          | CUSIP: 45827CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1066000 | PA      | $746211.05    | 0.04%             | 2026-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                         | PRIMO WATER HOLDINGS INC 4.375% 04/30/2029 144A                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    575000 | PA      | $496892.00    | 0.03%             | 2029-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    740000 | PA      | $738534.80    | 0.04%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                          | ENERGIZER HLDGS INC 4.75% 06/15/2028 144A                                                               | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    559000 | PA      | $487414.46    | 0.03%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 6.25% 09/15/2027 144A                                        | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1088000 | PA      | $968299.46    | 0.06%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                                                            | CONDOR MERGER SUB INC 7.375% 02/15/2030 144A                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1282222.34   | 0.08%             | 2030-02-15      | Fixed         | 0.07%                 | 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        |    373000 | PA      | $0.04         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | US LBM TERM B 1LN 12/18/2027                                                                            | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   1094421 | PA      | $939209.95    | 0.06%             | 2027-12-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                     | EMBECTA CORP 5% 02/15/2030 144A                                                                         | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1243375.00   | 0.07%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.75% 09/01/2027 144A                                                               | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82662.50     | 0.00%             | 2027-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAP                                                               | TELECOM ITALIA CAP 6% 09/30/2034                                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    342000 | PA      | $264123.18    | 0.02%             | 2034-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 5.875% 09/15/2027 144A                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    330000 | PA      | $276787.50    | 0.02%             | 2027-09-15      | Fixed         | 0.06%                 | 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        |    685000 | PA      | $614840.22    | 0.04%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 7.875% 05/01/2029 144A                                                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    220000 | PA      | $130075.00    | 0.01%             | 2029-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                   | EG AMERICA LLC TERM B 1LN 02/06/2025                                                                    | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |   1644191 | PA      | $1498531.92   | 0.09%             | 2025-02-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                                    | CEDAR FAIR LP 5.25% 07/15/2029                                                                          | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    420000 | PA      | $366902.36    | 0.02%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $877657.10    | 0.05%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 5.5% 04/15/2029 144A                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    346000 | PA      | $304379.66    | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 10.75% 04/15/2027 144A                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    425000 | PA      | $310721.75    | 0.02%             | 2027-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 5.625% 09/15/2025 144A                                                                       | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $952399.25    | 0.06%             | 2025-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                                         | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1354125.00   | 0.08%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                              | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    895000 | PA      | $872795.05    | 0.05%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 3.25% 08/15/2033 144A                                                                          | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $915260.30    | 0.05%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480000.00    | 0.03%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PARK RIVER HOLDINGS INC 6.75% 08/01/2029 144A                                                           | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $102500.12    | 0.01%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 4.5% 05/01/2029 144A                                                       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    695000 | PA      | $591618.75    | 0.03%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP LP / CARETRUST CAP CORP                                          | CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A                                          | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $576652.50    | 0.03%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1179483.75   | 0.07%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    795000 | PA      | $574923.50    | 0.03%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | MATTEL INC 3.75% 04/01/2029 144A                                                                        | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    570000 | PA      | $499131.90    | 0.03%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.25% 07/01/2030                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $4726631.70   | 0.28%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                       | SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC 6.625% 03/01/2030 144A                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $651948.45    | 0.04%             | 2030-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1095290.84   | 0.06%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4.125% 07/01/2030 144A                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1864842.20   | 0.11%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP 3.875% 05/01/2030 144A                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $863285.40    | 0.05%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 5.5% 11/15/2027                                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2124395.00   | 0.13%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC TERM 2LN 04/13/2029                                                                           | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |    755000 | PA      | $512456.25    | 0.03%             | 2029-04-13      | Variable      | 0.00%                 | 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        |    250000 | PA      | $181875.00    | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1471883.04   | 0.09%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1525000 | PA      | $1244781.25   | 0.07%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                        | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 7% 11/01/2026 144A                                            | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    411000 | PA      | $402883.07    | 0.02%             | 2026-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NISOURCE INC 5.65%/VAR PERP                                                                             | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |    470000 | PA      | $437100.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 4.375% 05/15/2031 144A                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206331.34    | 0.01%             | 2031-05-15      | Fixed         | 0.04%                 | 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        |   1364000 | PA      | $1301706.30   | 0.08%             | 2025-10-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 6.625% 01/15/2028 144A                                                      | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22179.73     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FIN CORP                            | MIDWEST GAMING BORWERLLC/ CORP 4.875% 05/01/2029 144A                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1567270.65   | 0.09%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $459937.50    | 0.03%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 6.875% 07/15/2033 144A                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416356.35    | 0.02%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                          | GAP INC 3.875% 10/01/2031 144A                                                                          | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1000375.00   | 0.06%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE INC 8.25% 03/01/2027 144A                                                                     | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    340000 | PA      | $291857.70    | 0.02%             | 2027-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE TERM B 1LN 04/04/2026                                                                         | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    437449 | PA      | $419815.39    | 0.02%             | 2026-04-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Summer Street Trust                                                     | Fidelity Capital and Income Fund                                                                        | CUSIP: 316062108<br>LEI: P1TJ3M056NR1SYX5LY49 | Long             | EC               | RF                | US        |  16662445 | NS      | $154794118.62 | 9.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2009129.36   | 0.12%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 4.75% 01/30/2030 144A                                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    755000 | PA      | $671269.19    | 0.04%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC / WATCO FIN CORP                                                   | WATCO COS LLC / WATCO FIN CORP 6.5% 06/15/2027 144A                                                     | CUSIP: 941130AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $568403.55    | 0.03%             | 2027-06-15      | 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        |    486000 | PA      | $481140.00    | 0.03%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | FX Forward: USD/GBP settle 2023-01-20                                                                   | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1154.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1806255.00   | 0.11%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 5.625% 06/01/2025                                                                          | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    395000 | PA      | $384270.73    | 0.02%             | 2025-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    435000 | PA      | $367575.00    | 0.02%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                                    | TPC GROUP INC 10.5% 08/01/2024 144A                                                                     | CUSIP: 89236YAB0<br>LEI: 549300K276KVW5JD1583 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $2976000.00   | 0.18%             | 2024-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.375% 04/01/2030                                                                         | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    495000 | PA      | $397457.78    | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                          | KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A                                                              | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $392005.20    | 0.02%             | 2026-12-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A                                                            | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    360000 | PA      | $342990.00    | 0.02%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                      | ASURION TERM B4 2LN 01/20/2029                                                                          | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   9130000 | PA      | $6992027.90   | 0.41%             | 2029-01-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                             | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    805000 | PA      | $580839.70    | 0.03%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 5.875% 09/01/2030 144A                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    785000 | PA      | $745463.18    | 0.04%             | 2030-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 7.25% 02/15/2023 144A                                                               | CUSIP: 79970YAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   3242000 | PA      | $0.32         | 0.00%             | 2023-02-15      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                   | HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A                                                       | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $305239.32    | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                        | SCIENTIFIC GAMES INTL INC 7.25% 11/15/2029 144A                                                         | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2154641.50   | 0.13%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                             | TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    870000 | PA      | $807106.30    | 0.05%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.25% 02/01/2027 144A                                                             | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    845000 | PA      | $809467.75    | 0.05%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                              | RHP HOTEL PPTYS LP and RHP FIN CORP 4.5% 02/15/2029 144A                                                | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $489763.38    | 0.03%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HLDGS INC                                                            | ASP UNIFRAX HLDGS INC 5.25% 09/30/2028 144A                                                             | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    625000 | PA      | $515765.63    | 0.03%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                                      | TRIMAS CORP 4.125% 04/15/2029 144A                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63937.50     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.5% 03/15/2025 144A                                                                     | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3365000 | PA      | $3370047.50   | 0.20%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                          | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    575000 | PA      | $466129.72    | 0.03%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIANMILES LOYALTY LTD             | HAWAIIAN BRD INTEL PPY LTD / HAWAIIANMIL LOYAL LTD 5.75% 01/20/2026 144A                                | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $236935.00    | 0.01%             | 2026-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                        | DIVERSIFIED HEALTHCARE TR 4.375% 03/01/2031                                                             | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $853028.75    | 0.05%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAIN CII CARBON LLC/CII CORP                                                     | RAIN CII CARBON LLC/CII CORP 7.25% 04/01/2025 144A                                                      | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $687080.20    | 0.04%             | 2025-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                         | ROCKETMTGE C0-ISSUER INC 4% 10/15/2033 144A                                                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $367500.00    | 0.02%             | 2033-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 11.75% 07/15/2025 144A                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2565331.05   | 0.15%             | 2025-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 4.95% 05/28/2027                                                                     | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1135644.00   | 0.07%             | 2027-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS BROCKWAY GLASS CONT INC                                                    | OWENS BROCKWAY GLASS CONT INC 6.375% 08/15/2025 144A                                                    | CUSIP: 69073TAS2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621266.20    | 0.04%             | 2025-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 4.625% 12/01/2026 144A                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108433.93    | 0.01%             | 2026-12-01      | Fixed         | 0.05%                 | 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        |   1280000 | PA      | $1164800.00   | 0.07%             | 2025-02-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 5.375% 03/15/2030                                                                | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    925000 | PA      | $869685.00    | 0.05%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    665000 | PA      | $452665.50    | 0.03%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $19372.50     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 7.35% 11/04/2027                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1214331.30   | 0.07%             | 2027-11-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10025.00     | 0.00%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS LP 4% 03/01/2031                                                               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $882487.50    | 0.05%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                       | TWILIO INC 3.875% 03/15/2031                                                                            | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    745000 | PA      | $604448.30    | 0.04%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                         | SLM CORP 4.2% 10/29/2025                                                                                | CUSIP: 78442PGD2<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    495000 | PA      | $454162.50    | 0.03%             | 2025-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                           | PENN ENTERTAINMENT INC 5.625% 01/15/2027 144A                                                           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1521282.25   | 0.09%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                             | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $737468.50    | 0.04%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                              | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $303495.28    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS                                                            | TRITON WATER HOLDINGS 6.25% 04/01/2029 144A                                                             | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1120730.40   | 0.07%             | 2029-04-01      | 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        |    805000 | PA      | $667711.31    | 0.04%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A                                                             | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   3370000 | PA      | $2262112.50   | 0.13%             | 2028-02-15      | Fixed         | 0.06%                 | 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        |    855000 | PA      | $788737.50    | 0.05%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    745000 | PA      | $606653.97    | 0.04%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                        | DIVERSIFIED HEALTHCARE TR 4.75% 05/01/2024                                                              | CUSIP: 81721MAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $721031.54    | 0.04%             | 2024-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                                         | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    990000 | PA      | $825996.60    | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                     | AMERIGAS PARTN LP/AMERIGAS FIN 5.875% 08/20/2026                                                        | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $357187.50    | 0.02%             | 2026-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                          | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   3175000 | PA      | $2921000.00   | 0.17%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2570171.60   | 0.15%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 2LN 05/03/2027                                                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   2784807 | PA      | $2548098.65   | 0.15%             | 2027-05-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.125% 06/01/2029                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2920000 | PA      | $1923696.00   | 0.11%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                          | GAP INC 3.625% 10/01/2029 144A                                                                          | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    146000 | PA      | $112163.77    | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORPORATION 5% 02/01/2031 144A                                                                  | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    685000 | PA      | $592173.39    | 0.03%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                              | SELECT MEDICAL CORP 6.25% 08/15/2026 144A                                                               | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    855000 | PA      | $827520.30    | 0.05%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                                             | RYAN SPECIALTY GROUP 4.375% 02/01/2030 144A                                                             | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    390000 | PA      | $333450.00    | 0.02%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                        | UST BILLS 0% 03/23/2023                                                                                 | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $690804.33    | 0.04%             | 2023-03-23      | Fixed         | 0.00%                 | 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        |    200000 | PA      | $188238.00    | 0.01%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTRADO CORP                                                                     | WEST CORP TERM B 1LN FUNDED 10/10/2024                                                                  | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   5165348 | PA      | $4730580.21   | 0.28%             | 2024-10-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                                        | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $192150.00    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 5.5% 03/15/2029                                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1505636.35   | 0.09%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                                                 | VECTOR GROUP LTD 5.75% 02/01/2029 144A                                                                  | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    781000 | PA      | $678353.17    | 0.04%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B2 1LN 01/31/2029                                                                 | CUSIP: 00076VBA7<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |         1 | PA      | $0.97         | 0.00%             | 2029-01-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                               | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1413675.00   | 0.08%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                                                                | VISTA OUTDOOR INC 4.5% 03/15/2029 144A                                                                  | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |    570000 | PA      | $433200.00    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                                                          | PRAIRIE ECI ACQUIROR LP TERM 1LN 03/11/2026                                                             | CUSIP: 73955HAB0<br>LEI: 549300EXIECHUG4F3335 | Long             | LON              | CORP              | US        |    685000 | PA      | $661990.85    | 0.04%             | 2026-03-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                         | SINCLAIR BROADCASTING TERM 1LN 05/25/2026                                                               | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   1643874 | PA      | $1547706.91   | 0.09%             | 2026-05-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1323918.75   | 0.08%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.625% 06/17/2031                                                                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164158.97    | 0.01%             | 2031-06-17      | Fixed         | 0.04%                 | 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        |    957000 | PA      | $895966.71    | 0.05%             | 2027-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GTCR AP FINANCE INC                                                              | GTCR AP FINANCE INC 8% 05/15/2027 144A                                                                  | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $767062.25    | 0.05%             | 2027-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 5.5% 04/15/2027                                                               | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    384000 | PA      | $361716.98    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                       | Standard Industries Inc/NJ 4.375% 07/15/2030 144A                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2189400.00   | 0.13%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    760000 | PA      | $660918.83    | 0.04%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIG RIV STL LLC / BRS FIN CORP                                                   | BIG RIV STL LLC / BRS FIN CORP 6.625% 01/31/2029 144A                                                   | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1398797.24   | 0.08%             | 2029-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 3.625% 09/01/2030 144A                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    385000 | PA      | $323256.05    | 0.02%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2943000 | PA      | $2479477.50   | 0.15%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                             | BEAZER HOMES USA INC 5.875% 10/15/2027                                                                  | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109250.00    | 0.01%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD             | DIGICEL INTERNATIONAL FINANCE LTD/DIGICEL INTERNATIONAL HOLDINGS LTD 8% 12/31/2026 144A                 | CUSIP: 25381XAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1250000 | PA      | $631250.00    | 0.04%             | 2026-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 7.5% 01/15/2026 144A                                                                     | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     36000 | PA      | $30180.60     | 0.00%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 4.875% 03/15/2028                                                                          | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    630000 | PA      | $514265.85    | 0.03%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                    | LFS TOPCO LLC 5.875% 10/15/2026 144A                                                                    | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $620014.40    | 0.04%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A                                                     | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88108.28     | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $458350.00    | 0.03%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | HOWARD HUGHES CORP 4.125% 02/01/2029 144A                                                               | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    920000 | PA      | $758660.01    | 0.04%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE INCOME FD BOS INC                                                    | Eaton Vance Income Fund of Boston A                                                                     | CUSIP: 277907101<br>LEI: 549300VF5K2L0CCUBE97 | Long             | EC               | RF                | US        |  22364027 | NS      | $110254652.28 | 6.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 4.875% 06/01/2024 144A                                                              | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $223818.75    | 0.01%             | 2024-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                                 | API GROUP DE INC 4.75% 10/15/2029 144A                                                                  | CUSIP: 00185PAA9<br>LEI: 549300PF7K5YYDIK7Y13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21456.20     | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $190300.65    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                       | HILCORP ENERGY I LP/FIN CO 6% 04/15/2030 144A                                                           | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $252871.04    | 0.01%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTL TERM B 04/25/2025                                                                              | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    321406 | PA      | $315071.42    | 0.02%             | 2025-04-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 4.75% 04/01/2028 144A                                                    | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $461212.50    | 0.03%             | 2028-04-01      | Fixed         | 0.05%                 | 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        |   2415000 | PA      | $1563712.50   | 0.09%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   7074000 | PA      | $6335833.05   | 0.37%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAP                                                               | TELECOM ITALIA CAP 7.721% 06/04/2038                                                                    | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $168226.00    | 0.01%             | 2038-06-04      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1813693.75   | 0.11%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $630290.48    | 0.04%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                          | CITY FOOTBALL GROUP TERM B 1LN 07/21/2028                                                               | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |   3116450 | PA      | $2921671.88   | 0.17%             | 2028-07-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030 144A                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1852518.90   | 0.11%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A                       | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $627750.00    | 0.04%             | 2025-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                                                           | SWF ESCROW ISSUER CORP 6.5% 10/01/2029 144A                                                             | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1133343.75   | 0.07%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                                 | ACCO BRANDS CORP 4.25% 03/15/2029 144A                                                                  | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    910000 | PA      | $760223.10    | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                               | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1426775.00   | 0.08%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 2YR NOTE (CBT) FUT MAR23 TUH3                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       112 | NC      | $52071.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    809000 | PA      | $681307.44    | 0.04%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC 6.375% 05/15/2029                                                                           | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    780000 | PA      | $804663.60    | 0.05%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    725000 | PA      | $589375.40    | 0.03%             | 2029-07-15      | Fixed         | 0.04%                 | 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        |    780000 | PA      | $558690.60    | 0.03%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 6.125% 04/01/2029 144A                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   1624000 | PA      | $1453799.81   | 0.09%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 7.125% 01/31/2025                                                  | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    965000 | PA      | $966930.00    | 0.06%             | 2025-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.375% 01/15/2030 144A                                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1350158.50   | 0.08%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                     | TELEFLEX INC 4.25% 06/01/2028 144A                                                                      | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    270000 | PA      | $250695.00    | 0.01%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1144112.86   | 0.07%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                                | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                                | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    865000 | PA      | $639797.30    | 0.04%             | 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        |    440000 | PA      | $157920.40    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                   | FERRELLGAS L P /FERRELLGAS FIN 5.875% 04/01/2029 144A                                                   | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1326208.79   | 0.08%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVICTUS US LLC                                                                  | INVICTUS US LLC 5% 10/30/2029 144A                                                                      | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    950000 | PA      | $760000.00    | 0.04%             | 2029-10-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                                            | LD HOLDINGS GROUP LLC 6.125% 04/01/2028 144A                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $707000.00    | 0.04%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A                                                           | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $286564.45    | 0.02%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 7% 06/15/2025 144A                                                                 | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1758787.28   | 0.10%             | 2025-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.4% 03/01/2027 144A                                                              | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $597231.66    | 0.04%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040 144A                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112050.00    | 0.01%             | 2040-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                              | SPECTRUM BRANDS INC 5.5% 07/15/2030 144A                                                                | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8563.80      | 0.00%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    474000 | PA      | $415863.90    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 3.75% 12/31/2024 144A                                                              | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9450.00      | 0.00%             | 2024-12-31      | Fixed         | 0.04%                 | 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        |   1377000 | PA      | $1292554.22   | 0.08%             | 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        |    215000 | PA      | $194575.00    | 0.01%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 5.5% 08/01/2023                                                               | CUSIP: 45824TAP0<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   3685000 | PA      | $0.37         | 0.00%             | 2023-08-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A                                                     | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1351000.00   | 0.08%             | 2025-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 7.5% 06/15/2029                                                                 | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230767.05    | 0.01%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERDE BIDCO SPA                                                                  | VERDE BIDCO SPA 4.625% 10/01/2026 144A                                                                  | CUSIP: N/A<br>LEI: 984500D74F7AB47FCW98       | Long             | DBT              | CORP              | IT        |    215000 | PA      | $191008.63    | 0.01%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                     | ANTERO RESOURCES CORP 5.375% 03/01/2030 144A                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1007215.88   | 0.06%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC                           | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    695000 | PA      | $569900.00    | 0.03%             | 2030-02-01      | Fixed         | 0.06%                 | 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        |   2219000 | PA      | $1858634.40   | 0.11%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 9.25% 01/15/2029 144A                                                       | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    675000 | PA      | $691038.00    | 0.04%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                                         | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $371412.50    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                                               | STL HOLDING CO LLC 7.5% 02/15/2026 144A                                                                 | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1090625.00   | 0.06%             | 2026-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                      | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 6.25% 01/15/2028 144A                                       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $837000.00    | 0.05%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 11.5% 01/30/2027 144A                                                                    | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $503750.00    | 0.03%             | 2027-01-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDING INC                                                    | AMC ENTMT HLDGS INC PIK STEP 06/15/2026 144A                                                            | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    452120 | PA      | $168961.77    | 0.01%             | 2026-06-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.625% 07/15/2026 144A                                    | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1675800.00   | 0.10%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                                                           | MAXAR TECHNOLOGIES INC 7.75% 06/15/2027 144A                                                            | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |    915000 | PA      | $899152.20    | 0.05%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 10/15/2026 144A                                                                            | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385000.00    | 0.02%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                     | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                                       | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1036950.00   | 0.06%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                                               | CDK GLOBAL TERM 1LN 07/06/2029                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130000 | PA      | $128330.80    | 0.01%             | 2029-07-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.25% 03/14/2027 144A                                                                | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    771000 | PA      | $768108.75    | 0.05%             | 2027-03-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    845000 | PA      | $745712.50    | 0.04%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNSET DEBT MERGER SUB INC                                                       | SPRINGS WINDOW FASHIONS TERM B 1LN 09/17/2028                                                           | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1711400 | PA      | $1336312.46   | 0.08%             | 2028-09-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 5YR NOTE (CBT) FUT DEC22 FVZ2                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        10 | NC      | $6550.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 4% 07/15/2030                                                             | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    877000 | PA      | $760797.50    | 0.04%             | 2030-07-15      | Fixed         | 0.04%                 | 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        |    540000 | PA      | $494694.00    | 0.03%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 4.75% 02/15/2029 144A                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    285000 | PA      | $253969.20    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC                                       | VIRGIN MEDIA VENDOR FINANCING NOTES IV DAC 5% 07/15/2028 144A                                           | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    747000 | PA      | $640373.22    | 0.04%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.375% 06/15/2026                                                                         | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    405000 | PA      | $397762.65    | 0.02%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    240000 | PA      | $210264.00    | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                            | FREEDOM MTG CORP 7.625% 05/01/2026 144A                                                                 | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193500.00    | 0.01%             | 2026-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 8.25% 01/15/2029                                                                   | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271250.20    | 0.02%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 8% 02/01/2027 144A                                                                       | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $61312.50     | 0.00%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HLDGS INC                                                            | TRIDENT TPI HLDGS INC 6.625% 11/01/2025 144A                                                            | CUSIP: 89616RAA7<br>LEI: 549300CDIWH76BWR6804 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64512.08     | 0.00%             | 2025-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC                                 | FIRST STUDENT BIDCO INC/FIRST TRANSIT PARENT INC 4% 07/31/2029 144A                                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $406700.00    | 0.02%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.5% 03/31/2027                                                                               | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26310000 | PA      | $24845478.58  | 1.46%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $486000.00    | 0.03%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 7.125% 02/01/2027 144A                                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    452000 | PA      | $459317.88    | 0.03%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 6.25% 03/15/2026 144A                                                                     | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2612242.50   | 0.15%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAGUAR LD ROVER AUTOMOTIVE PLC                                                   | JAGUAR LD ROVER AUTOMOTIVE PLC 5.875% 01/15/2028 144A                                                   | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $650650.00    | 0.04%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    807000 | PA      | $595888.80    | 0.04%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FDS II                                                                 | BlackRock High Yield Bond K                                                                             | CUSIP: 09260B614<br>LEI: N/A                  | Long             | EC               | RF                | US        |  21814008 | NS      | $146590134.99 | 8.64%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | TROWE ICE CDX SWAP 06/20/27                                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   1516680 | NC      | $83228.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 8.75% 03/15/2032                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1315215.00   | 0.08%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 2.45% 02/15/2031 144A                                                                      | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    265000 | PA      | $209075.57    | 0.01%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 5% 03/15/2027                                                                              | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    950000 | PA      | $830052.46    | 0.05%             | 2027-03-15      | 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        |    635565 | PA      | $4204262.48   | 0.25%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $401947.50    | 0.02%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                       | MGM CHINA HOLDINGS LIMITED 5.875% 05/15/2026 144A                                                       | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    315000 | PA      | $289012.50    | 0.02%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                                                              | CASTLE UK FINCO PLC 7% 05/15/2029 144A                                                                  | CUSIP: N/A<br>LEI: 98450057058CDE2E9650       | Long             | DBT              | CORP              | GB        |    295000 | PA      | $248173.03    | 0.01%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 4.75% 02/15/2030 144A                                                              | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1130812.20   | 0.07%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP NEW                                                           | ELDORADO GOLD CORP NEW 6.25% 09/01/2029 144A                                                            | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $482125.00    | 0.03%             | 2029-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                              | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    605000 | PA      | $552558.60    | 0.03%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.75% 11/15/2028 144A                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    795000 | PA      | $698220.68    | 0.04%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 4% 11/15/2029 144A                                                                             | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    555000 | PA      | $490081.65    | 0.03%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                           | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $529188.60    | 0.03%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3980000 | PA      | $2915350.00   | 0.17%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 08/01/2029 144A                                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $313707.24    | 0.02%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 03/01/2027 144A                                                                     | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    700000 | PA      | $527069.45    | 0.03%             | 2027-03-01      | Fixed         | 0.06%                 | 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        |    425000 | PA      | $420431.25    | 0.02%             | 2025-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                          | GCI LLC 4.75% 10/15/2028 144A                                                                           | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    720000 | PA      | $616845.60    | 0.04%             | 2028-10-15      | Fixed         | 0.05%                 | 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        |   1285000 | PA      | $1124375.00   | 0.07%             | 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        |    675000 | PA      | $611310.58    | 0.04%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 8% 11/01/2026 144A                                                                | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    765000 | PA      | $773709.07    | 0.05%             | 2026-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | IHEARTCOMMUNICATIONS INC 5.25% 08/15/2027 144A                                                          | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    465000 | PA      | $414115.05    | 0.02%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMWLTH                                                              | PR ST VAR 11/1/2043                                                                                     | CUSIP: 74514L3T2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1961452 | PA      | $892460.86    | 0.05%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SA                                                         | GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A                                                          | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    720000 | PA      | $605073.60    | 0.04%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.95% 03/01/2033                                                                | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $381606.33    | 0.02%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.5% 09/15/2031 144A                                                                     | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    875000 | PA      | $745692.50    | 0.04%             | 2031-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | MATTEL INC 3.375% 04/01/2026 144A                                                                       | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55098.60     | 0.00%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    844000 | PA      | $824655.52    | 0.05%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                         | ALBION FINANCING 1SARL / 6.125% 10/15/2026 144A                                                         | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    605000 | PA      | $536362.75    | 0.03%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76212.18     | 0.00%             | 2031-11-15      | Fixed         | 0.04%                 | 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        |   2000000 | PA      | $1729580.00   | 0.10%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARTISAN PARTNERS FDS INC                                                         | Artisan High Income Investor                                                                            | CUSIP: 04314H725<br>LEI: 549300QY9C2JZ6CCJQ17 | Long             | EC               | RF                | US        |  25894230 | NS      | $223467207.34 | 13.17%            |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                                                              | BELLRING BRANDS INC 7% 03/15/2030 144A                                                                  | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $753550.20    | 0.04%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 4.25% 02/15/2029 144A                                                   | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1029566.10   | 0.06%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $1152600.00   | 0.07%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | WYNN RESORTS FIN LLC / CAP CORP 7.75% 04/15/2025 144A                                                   | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $480015.48    | 0.03%             | 2025-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 4.875% 05/15/2029 144A | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $483843.40    | 0.03%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A                                                   | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    979000 | PA      | $921207.96    | 0.05%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3247000 | PA      | $1352157.30   | 0.08%             | 2030-01-30      | 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        |   1583000 | PA      | $1539040.09   | 0.09%             | 2025-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1190000 | PA      | $984725.00    | 0.06%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                 | CINEMARK USA INC 5.25% 07/15/2028 144A                                                                  | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1158187.50   | 0.07%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | NORDSTROM INC 4.25% 08/01/2031                                                                          | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    740000 | PA      | $574639.60    | 0.03%             | 2031-08-01      | Fixed         | 0.04%                 | 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        |   2380000 | PA      | $2390003.14   | 0.14%             | 2025-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 5.875% 02/01/2029 144A                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    531000 | PA      | $503919.00    | 0.03%             | 2029-02-01      | Fixed         | 0.06%                 | 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        |    440000 | PA      | $360923.74    | 0.02%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                               | ICELAND BONDCO PLC 4.625% 03/15/2025 REGS                                                               | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |    510000 | PA      | $508645.63    | 0.03%             | 2025-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                     | NEW GOLD INC 7.5% 07/15/2027 144A                                                                       | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $283600.00    | 0.02%             | 2027-07-15      | Fixed         | 0.07%                 | 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        |   1310000 | PA      | $1208619.10   | 0.07%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 9.25% 04/01/2026 144A                                                        | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    949000 | PA      | $615372.87    | 0.04%             | 2026-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | WYNN RESORTS FIN LLC / CAP CORP 5.125% 10/01/2029 144A                                                  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $412826.28    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                             | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 6.625% 08/15/2027 144A                             | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15605000 | PA      | $557098.50    | 0.03%             | 2027-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                          | ENERGIZER HLDGS INC 4.375% 03/31/2029 144A                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21268.00     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                        | DIVERSIFIED HEALTHCARE TR 9.75% 06/15/2025                                                              | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1028000 | PA      | $990684.73    | 0.06%             | 2025-06-15      | Fixed         | 0.10%                 | 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        |    640000 | PA      | $593600.00    | 0.03%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.125% 04/15/2029 144A                                                              | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1225798.89   | 0.07%             | 2029-04-15      | Fixed         | 0.05%                 | 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        |   1120000 | PA      | $1015000.00   | 0.06%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                           | VMED O2 UK FINANCING I 4.75% 07/15/2031 144A                                                            | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1537072.50   | 0.09%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT TERM 2LN 05/27/2029                                                                          | CUSIP: 74345HAD3<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    520000 | PA      | $496600.00    | 0.03%             | 2029-05-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 7.125% 09/30/2030 144A                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    745000 | PA      | $751019.60    | 0.04%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7% 05/01/2026 144A                                                                | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891054.00    | 0.05%             | 2026-05-01      | Fixed         | 0.07%                 | 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        |    525000 | PA      | $423096.42    | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC               | REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC 9.75% 12/01/2026 144A                | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1226075.92   | 0.07%             | 2026-12-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A                                                          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    760000 | PA      | $737200.00    | 0.04%             | 2027-07-01      | Fixed         | 0.07%                 | 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        |    730000 | PA      | $649940.90    | 0.04%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                              | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $434490.00    | 0.03%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 7.625% 03/01/2026 144A                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2465000 | PA      | $2076762.50   | 0.12%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 4.125% 01/15/2030                                                                  | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $309796.86    | 0.02%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                     | EMBECTA CORP 6.75% 02/15/2030 144A                                                                      | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22827.78     | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 6.25% 02/15/2029 144A                                                             | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2210000 | PA      | $923404.76    | 0.05%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $224994.29    | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 9.75% 07/15/2027 144A                                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $956544.00    | 0.06%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 4.625% 11/15/2029 144A                                                                      | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1275925.00   | 0.08%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345950.00    | 0.02%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 5.625% 02/15/2029 144A                                                           | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $147098.06    | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP 6.875% 03/15/2028                                                                             | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    950000 | PA      | $982518.50    | 0.06%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                              | AMERICAN ELECTRIC POWER INC PC 6.125% 08/15/2025                                                        | CUSIP: 02557T307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8050 | NS      | $423108.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                            | ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    427000 | PA      | $364939.82    | 0.02%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLDINGS LLC                                                  | LIONS GATE CAPITAL HOLDINGS LLC 5.5% 04/15/2029 144A                                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    454000 | PA      | $295100.00    | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 6.1% 08/19/2032                                                                           | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3268038.44   | 0.19%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                                               | SCRIPPS ESCROW INC 5.875% 07/15/2027 144A                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $885550.00    | 0.05%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                      | VISTRA CORP T5Y 7%/VAR PERP 144A                                                                        | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   1775000 | PA      | $1587602.03   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2376206 | NS      | $2376681.40   | 0.14%             |  |  |  | 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        |   1106000 | PA      | $1014755.00   | 0.06%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 7.25% 06/15/2028 144A                                                            | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15195.75     | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $1708875.00   | 0.10%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP 4.875% 01/15/2029                                                                      | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    897000 | PA      | $829043.28    | 0.05%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A                                                         | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    206000 | PA      | $203013.00    | 0.01%             | 2025-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 6.75% 09/30/2027 144A                                                                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    765000 | PA      | $768297.15    | 0.05%             | 2027-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FIN CORP              | SUGARHOUSE HS GMNG MEZZ LP/CRP 5.875% 05/15/2025 144A                                                   | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $475032.04    | 0.03%             | 2025-05-15      | 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        |     87000 | PA      | $48267.60     | 0.00%             | 2030-10-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    605000 | PA      | $520300.00    | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | 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        |   1314000 | PA      | $1039676.22   | 0.06%             | 2025-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A                                                         | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    245000 | PA      | $226108.05    | 0.01%             | 2026-03-15      | Fixed         | 0.08%                 | 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        |     25000 | PA      | $24500.00     | 0.00%             | 2025-07-01      | 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        |    511000 | PA      | $499475.44    | 0.03%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                  | CANO HEALTH LLC 6.25% 10/01/2028 144A                                                                   | CUSIP: 13782CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $277750.00    | 0.02%             | 2028-10-01      | Fixed         | 0.06%                 | 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 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $748000.00    | 0.04%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211961.06    | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC    | INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A        | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    937000 | PA      | $753211.39    | 0.04%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 7.75% 02/15/2029 144A                                                                      | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1020000 | PA      | $816000.00    | 0.05%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228265.73    | 0.01%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 9.625% 04/22/2030                                                                         | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $809501.00    | 0.05%             | 2030-04-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    975000 | PA      | $756336.75    | 0.04%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE INC 6% 03/01/2026 144A                                                                        | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164468.20    | 0.01%             | 2026-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                      | GPD COS INC 10.125% 04/01/2026 144A                                                                     | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $467337.50    | 0.03%             | 2026-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                      | GOODYEAR TIRE and RUBBER CO 5.625% 04/30/2033                                                           | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    270000 | PA      | $230175.00    | 0.01%             | 2033-04-30      | Fixed         | 0.06%                 | 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        |    374000 | PA      | $358486.48    | 0.02%             | 2025-02-15      | Fixed         | 0.05%                 | 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        |    387000 | PA      | $366682.50    | 0.02%             | 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        |   1685000 | PA      | $1655828.44   | 0.10%             | 2024-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC 5.279% PC 03/01/23                                                                   | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16050 | NS      | $820957.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 11.25% 12/15/2027 144A                                                                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240875.00    | 0.01%             | 2027-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| MUELLER WTR PRODS INC                                                            | MUELLER WTR PRODS INC 4% 06/15/2029 144A                                                                | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1462281.98   | 0.09%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.694% 01/15/2027                                                               | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291405.52    | 0.02%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC / GATES CORP                                                    | GATES GLOBAL LLC / GATES CORP 6.25% 01/15/2026 144A                                                     | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $462820.80    | 0.03%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                        | TEGNA INC 5% 09/15/2029                                                                                 | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355314.05    | 0.02%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                                                      | DIGICEL LTD 6.75% 03/01/2023 144A                                                                       | CUSIP: 25380QAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7925000 | PA      | $3011500.00   | 0.18%             | 2023-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | DANAHER CORP SER B 5% PC 04/15/2023                                                                     | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |       625 | NS      | $877959.18    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                     | JELD-WEN INC 4.625% 12/15/2025 144A                                                                     | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    450000 | PA      | $381375.00    | 0.02%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA 10.5% 05/15/2027 144A                                                          | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    965000 | PA      | $762350.00    | 0.04%             | 2027-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288705.00    | 0.02%             | 2030-06-15      | 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        |    495000 | PA      | $493762.50    | 0.03%             | 2025-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.625% 05/31/2027                                                                             | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10130000 | PA      | $9614398.80   | 0.57%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8.5% 05/01/2030 144A                                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    345000 | PA      | $349628.11    | 0.02%             | 2030-05-01      | Fixed         | 0.09%                 | 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        |    115000 | PA      | $122088.92    | 0.01%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                        | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    550000 | PA      | $466906.00    | 0.03%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5% 12/01/2029 144A                                                                           | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    800000 | PA      | $634864.00    | 0.04%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                              | VIAVI SOLUTIONS INC 3.75% 10/01/2029 144A                                                               | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    455000 | PA      | $375375.00    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 5.125% 05/09/2029                                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1585000 | PA      | $1422149.18   | 0.08%             | 2029-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAGUAR LD ROVER AUTOMOTIVE PLC                                                   | JAGUAR LD ROVER AUTOMOTIVE PLC 7.75% 10/15/2025 144A                                                    | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $499834.50    | 0.03%             | 2025-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                                                          | TRANSOCEAN GUARDIAN LTD 5.875% 01/15/2024 144A                                                          | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    507513 | PA      | $494363.34    | 0.03%             | 2024-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $46566.00     | 0.00%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM LP                                                                 | DCP MIDSTREAM LP 7.375%/VAR PERP                                                                        | CUSIP: 23311PAA8<br>LEI: 52990024YYS3MLGW0E91 | Long             | EP               | CORP              | US        |    700000 | PA      | $700140.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | FREEPORT-MCMORAN INC 5.45% 03/15/2043                                                                   | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    330000 | PA      | $295864.80    | 0.02%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                                 | ZIPRECRUITER INC 5% 01/15/2030 144A                                                                     | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    425000 | PA      | $347029.50    | 0.02%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| B and G FOODS INC                                                                | B and G FOODS INC 5.25% 09/15/2027                                                                      | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1138226.00   | 0.07%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                                | State Street Instl US Govt MMkt Premier                                                                 | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |  13806769 | NS      | $13806769.38  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 5.375% 01/15/2029 144A                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $645293.00    | 0.04%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1015000 | PA      | $853868.75    | 0.05%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 1LN 05/03/2026                                                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   1526206 | PA      | $1472147.39   | 0.09%             | 2026-05-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                         | PM GENERAL PURCHASER LLC 9.5% 10/01/2028 144A                                                           | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880000 | PA      | $771947.58    | 0.05%             | 2028-10-01      | Fixed         | 0.10%                 | 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        |    935000 | PA      | $873215.20    | 0.05%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                                                      | EMBARQ CORP 7.995% 06/01/2036                                                                           | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $337739.85    | 0.02%             | 2036-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                 | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    800000 | PA      | $665000.00    | 0.04%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORP                                                             | GULFPORT ENERGY CORP 8% 05/17/2026 144A                                                                 | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403691.85    | 0.02%             | 2026-05-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                                  | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1248624.00   | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                     | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    740000 | PA      | $648055.00    | 0.04%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RES L P / EER FIN INC                                            | ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1958558.00   | 0.12%             | 2028-01-30      | Fixed         | 0.06%                 | 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        |    240000 | PA      | $228600.00    | 0.01%             | 2025-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS III LLC                                                  | COLGATE ENERGY PARTNERS III LLC 7.75% 02/15/2026 144A                                                   | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24783.05     | 0.00%             | 2026-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                                              | SCIL IV LLC / SCIL USA HOLDINGS LLC 5.375% 11/01/2026 144A                                              | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $339284.70    | 0.02%             | 2026-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162016.58    | 0.01%             | 2029-02-15      | Fixed         | 0.03%                 | 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        |    344000 | PA      | $321627.04    | 0.02%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | MISYS LIMITED TERM 2LN 06/13/2025                                                                       | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   1175000 | PA      | $898146.50    | 0.05%             | 2025-06-13      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                          | KB HOME 4.8% 11/15/2029                                                                                 | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    875000 | PA      | $756875.00    | 0.04%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                      | VISTRA CORP 8%/VAR PERP 144A                                                                            | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   3520000 | PA      | $3343406.35   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                                                         | UNIVAR SOLUTIONS USA INC 5.125% 12/01/2027 144A                                                         | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    720000 | PA      | $692431.20    | 0.04%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 8% 12/15/2027 144A                                                         | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $912276.15    | 0.05%             | 2027-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                             | PRESIDIO HOLDING INC 8.25% 02/01/2028 144A                                                              | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $756248.22    | 0.04%             | 2028-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 4.75% 10/15/2028                                                              | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1973000 | PA      | $1745670.94   | 0.10%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP                                         | SUMMIT MATLS LLC / FIN CORP 6.5% 03/15/2027 144A                                                        | CUSIP: 86614RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975096.86    | 0.06%             | 2027-03-15      | Fixed         | 0.07%                 | 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        |    410000 | PA      | $414350.10    | 0.02%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $292125.00    | 0.02%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                                    | UNITED WHOLESALE MORTGAGE LLC 5.75% 06/15/2027 144A                                                     | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    740000 | PA      | $654900.00    | 0.04%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $965723.00    | 0.06%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732000 | PA      | $629317.21    | 0.04%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS INC                                                      | XPLORNET TERM B 1LN 10/01/2028                                                                          | CUSIP: N/A<br>LEI: 2138007ZVGYYNWEGU394       | Long             | LON              | CORP              | CA        |   1581023 | PA      | $1284580.83   | 0.08%             | 2028-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 5.875% 10/01/2028 144A                                                                       | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    240000 | PA      | $84228.00     | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                                                   | WYNDHAM HOTELS and RESORTS INC 4.375% 08/15/2028 144A                                                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    215000 | PA      | $192266.21    | 0.01%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                             | ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A                                                             | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    390000 | PA      | $380250.00    | 0.02%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    430000 | PA      | $378367.14    | 0.02%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE and LIME CO INC                                             | NEW ENTERP STONE and LIME CO INC 5.25% 07/15/2028 144A                                                  | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    840000 | PA      | $760200.00    | 0.04%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                    | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    657000 | PA      | $591063.48    | 0.03%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                        | EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2030 144A                                                          | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413581.35    | 0.02%             | 2030-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 5.375% 10/15/2025 144A                                                  | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    430000 | PA      | $392959.80    | 0.02%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63875.00     | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                                      | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    520000 | PA      | $467590.80    | 0.03%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                         | DIRECTV FINANCING LLC / CO-OBLIGOR INC 5.875% 08/15/2027 144A                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $619366.50    | 0.04%             | 2027-08-15      | Fixed         | 0.06%                 | 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        |    140000 | PA      | $133342.36    | 0.01%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                          | TITAN INTERNATIONAL INC 7% 04/30/2028                                                                   | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23913.50     | 0.00%             | 2028-04-30      | Fixed         | 0.07%                 | 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        |   1711180 | PA      | $270588.83    | 0.02%             | 2026-08-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                        | UST NOTES 2.75% 04/30/2027                                                                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2175000 | PA      | $2075085.94   | 0.12%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIVE PT OPER CO LP / FIVE PT PT CAP CORP                                         | FIVE PT OPER CO LP / FIVE PT PT CAP CORP 7.875% 11/15/2025 144A                                         | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1163650.00   | 0.07%             | 2025-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                   | AMN HEALTHCARE 4% 04/15/2029 144A                                                                       | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $984386.70    | 0.06%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1730926.50   | 0.10%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                           | VMED O2 UK FINANCING I 4.25% 01/31/2031 144A                                                            | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $101949.25    | 0.01%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP                                 | LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP 7.75% 02/15/2026 144A                                  | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $706010.85    | 0.04%             | 2026-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                      | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1083000.00   | 0.06%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIKEWIZE CORP                                                                    | LIKEWIZE CORP 9.75% 10/15/2025 144A                                                                     | CUSIP: 10947XAA0<br>LEI: TF9O1XIG83ZLXX7WN472 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1195849.70   | 0.07%             | 2025-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                                        | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    460000 | PA      | $435705.10    | 0.03%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                                    | M/I HOMES INC 4.95% 02/01/2028                                                                          | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1161414.78   | 0.07%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                        | AADVANTAGE TERM B 1LN 04/20/2028                                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    915000 | PA      | $908631.60    | 0.05%             | 2028-04-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                       | TEREX CORP NEW 5% 05/15/2029 144A                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    435000 | PA      | $393322.65    | 0.02%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                         | WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A                                                             | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $2419800.00   | 0.14%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                               | WYNN MACAU LIMITED 5.5% 10/01/2027 144A                                                                 | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2265000 | PA      | $1919587.50   | 0.11%             | 2027-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                | VIKING OCEAN CRUISES SHIP VII LTD 5.625% 02/15/2029 144A                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    845000 | PA      | $676000.00    | 0.04%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 4.625% 06/01/2028 144A                                                           | CUSIP: 57665RAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $447199.72    | 0.03%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES                                                        | PRIME HEALTHCARE SERVICES 7.25% 11/01/2025 144A                                                         | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1323762.00   | 0.08%             | 2025-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 5.125% 03/01/2030 144A                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $373962.21    | 0.02%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 5.625% 04/15/2027 144A                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1001742.70   | 0.06%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 4.875% 01/15/2028                                                         | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    525000 | PA      | $503506.50    | 0.03%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A                                                        | CUSIP: 12769GAA8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    650000 | PA      | $544375.00    | 0.03%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4002535.25   | 0.24%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWS CORP NEW                                                                    | NEWS CORP NEW 5.125% 02/15/2032 144A                                                                    | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    505000 | PA      | $462933.50    | 0.03%             | 2032-02-15      | Fixed         | 0.05%                 | 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        |   2759000 | PA      | $2694798.07   | 0.16%             | 2025-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                             | TEVA PHARMACEUTICAL FIN NETH III B V 6.75% 03/01/2028                                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1145000 | PA      | $1127040.68   | 0.07%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    605000 | PA      | $518357.95    | 0.03%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 7.5% 07/15/2038 144A                                                       | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1398915.83   | 0.08%             | 2038-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $884775.00    | 0.05%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                                               | XPO ESCROW SUB LLC 7.5% 11/15/2027 144A                                                                 | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126875.00    | 0.01%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.875% 11/15/2031                                                                 | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    990000 | PA      | $866250.00    | 0.05%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                               | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1464288.75   | 0.09%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B3 1LN 12/21/2028                                                                 | CUSIP: 00076VBB5<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |         1 | PA      | $0.97         | 0.00%             | 2028-12-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTERNATIONAL SARL                                                 | CIRSA FINANCE INTERNATIONAL SARL 10.375% 11/30/2027 144A                                                | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $107702.10    | 0.01%             | 2027-11-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                               | ARCHROCK PARTNERS LP / FIN CORP 6.875% 04/01/2027 144A                                                  | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $488587.50    | 0.03%             | 2027-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC                     | MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 3.875% 02/15/2029 144A                     | CUSIP: 55303XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $769823.00    | 0.05%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.815% 11/02/2027                                                                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    330000 | PA      | $295614.00    | 0.02%             | 2027-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 5.5% 12/15/2029 144A                                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    239000 | PA      | $219513.14    | 0.01%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 3.85% 05/15/2026 144A                                                                | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1214083.75   | 0.07%             | 2026-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                                   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1394319.60   | 0.08%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                           | PATRICK INDUSTRIES INC 7.5% 10/15/2027 144A                                                             | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166572.00    | 0.01%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                                            | TRANSOCEAN SENTRY LTD 5.375% 05/15/2023 144A                                                            | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    373766 | PA      | $370144.12    | 0.02%             | 2023-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1322137.25   | 0.08%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                        | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                                        | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     36000 | PA      | $32490.00     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC                                      | SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A                                        | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1380000 | PA      | $1178451.95   | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP 6.75% 06/15/2026                                                                           | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    385000 | PA      | $366881.90    | 0.02%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.75% 12/01/2028 144A                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $900265.50    | 0.05%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.95% 06/15/2039                                                              | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1322677.62   | 0.08%             | 2039-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTL INC                                                        | COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198036.30    | 0.01%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 6% 01/15/2030 144A                                                 | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $691446.60    | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    625000 | PA      | $500186.60    | 0.03%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 8.5% 10/15/2024 144A                                                          | CUSIP: 45824TBA2<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   7200000 | PA      | $0.72         | 0.00%             | 2024-10-15      | Fixed         | 0.09%                 | No            |                  3 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH LLC                                                      | LEGACY LIFEPOINT HEALTH LLC 4.375% 02/15/2027 144A                                                      | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $352306.76    | 0.02%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP  | CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP 5.375% 04/15/2027       | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $387441.03    | 0.02%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HLDGS LLC                                                        | MPH ACQUISITION HLDGS LLC 5.5% 09/01/2028 144A                                                          | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319508.00    | 0.02%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                         | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                             | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $637812.50    | 0.04%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 7.375% 05/15/2027 144A                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72937.50     | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                    | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $974308.28    | 0.06%             | 2028-06-15      | Fixed         | 0.06%                 | 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        |   2000000 | PA      | $1920000.00   | 0.11%             | 2025-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    265000 | PA      | $244797.45    | 0.01%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 6.625% 01/15/2028                                                                  | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1610044.50   | 0.09%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                        | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $806417.72    | 0.05%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    640000 | PA      | $534308.36    | 0.03%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 7.5% 04/01/2028 144A                                                                   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1086579.45   | 0.06%             | 2028-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                     | JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     29131 | NS      | $1822726.67   | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO GROUP HLDGS INC 6.125% 03/01/2028 144A                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    933000 | PA      | $506152.50    | 0.03%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.75% 04/15/2028 144A                                                | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $741329.26    | 0.04%             | 2028-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                          | MIDAS OPCO HOLDINGS LLC 5.625% 08/15/2029 144A                                                          | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1410587.50   | 0.08%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029                                                         | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $879106.25    | 0.05%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    879000 | PA      | $791100.00    | 0.05%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                             | KAISER ALUMINUM CORP 4.5% 06/01/2031 144A                                                               | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $261754.70    | 0.02%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                          | PARK RIVER HOLDINGS INC 5.625% 02/01/2029 144A                                                          | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1194375.00   | 0.07%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING INC 5.625% 07/15/2027 144A                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471460.00    | 0.03%             | 2027-07-15      | Fixed         | 0.06%                 | 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        |    350000 | PA      | $339953.25    | 0.02%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 5.875% 05/28/2045                                                                          | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    380000 | PA      | $260537.50    | 0.02%             | 2045-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                         | ASGN INC 4.625% 05/15/2028 144A                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    620000 | PA      | $553350.00    | 0.03%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    740000 | PA      | $616723.40    | 0.04%             | 2028-01-15      | Fixed         | 0.06%                 | 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        |    864602 | PA      | $0.09         | 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        |    225000 | PA      | $188869.28    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                        | ASCENT RESOURCES UTICA LLC / ARU FIN CORP TERM 2LN 11/01/2025                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3503000 | PA      | $3692757.51   | 0.22%             | 2025-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US LONG BOND(CBT) FUT MAR23 USH3                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         4 | NC      | $4502.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1440792.50   | 0.08%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELESAT CDA / TELESAT LLC                                                        | TELESAT CDA / TELESAT LLC 6.5% 10/15/2027 144A                                                          | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    865000 | PA      | $265987.50    | 0.02%             | 2027-10-15      | Fixed         | 0.07%                 | 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        |    550000 | PA      | $460534.25    | 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        |   1630000 | PA      | $1381425.00   | 0.08%             | 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        |   6605000 | PA      | $1073536.87   | 0.06%             | 2026-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                    | ION TRADING TECHNOLOGIES SARL 5.75% 05/15/2028 144A                                                     | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    405000 | PA      | $330265.35    | 0.02%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTERNATIONAL SARL                                                 | CIRSA FINANCE INTERNATIONAL SARL 4.5% 03/15/2027 144A                                                   | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    515000 | PA      | $463346.92    | 0.03%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $338186.40    | 0.02%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A                                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2182427.50   | 0.13%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                         | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                          | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    665000 | PA      | $598500.00    | 0.04%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                                                          | COBRA ACQUISITIONCO LLC 6.375% 11/01/2029 144A                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $422100.00    | 0.02%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    590000 | PA      | $541372.20    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 4.375% 01/15/2027 144A                                                             | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    765000 | PA      | $684414.99    | 0.04%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029                                                  | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $411075.58    | 0.02%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPECIATLY BUILDING PRODUCTS HOLDINGS LLC / SBP FINANCE CORP                      | SPECIATLY BUILDING PRODUCTS HOLDINGS LLC/FINANCE CORP 6.375% 09/30/2026 144A                            | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $549393.26    | 0.03%             | 2026-09-30      | Fixed         | 0.06%                 | 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        |    515000 | PA      | $507275.00    | 0.03%             | 2026-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    780000 | PA      | $730220.40    | 0.04%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                          | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $756000.00    | 0.04%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    330000 | PA      | $281301.57    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $378675.00    | 0.02%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERTICAL HOLDCO GMBH                                                             | VERTICAL HOLDCO GMBH 7.625% 07/15/2028 144A                                                             | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |   1891000 | PA      | $1569530.00   | 0.09%             | 2028-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 4.25% 07/01/2026 144A                                                       | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    640000 | PA      | $526174.29    | 0.03%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 5YR NOTE (CBT) FUT DEC22 FVZ2                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -10 | NC      | $-3145.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.65% 12/01/2044                                                                          | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $260250.00    | 0.02%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                          | CABINETWORKS TERM B 1LN 05/17/2028                                                                      | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    970175 | PA      | $702339.11    | 0.04%             | 2028-05-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   2838000 | PA      | $2477517.24   | 0.15%             | 2030-08-01      | Fixed         | 0.05%                 | 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        |    590000 | PA      | $530988.20    | 0.03%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 9.5% 12/31/2028 144A                                                                  | CUSIP: 36162JAD8<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    650000 | PA      | $615561.48    | 0.04%             | 2028-12-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    725000 | PA      | $614212.75    | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5% 03/15/2023                                                                             | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $347331.25    | 0.02%             | 2023-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1028194.50   | 0.06%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS and CO                                                              | LEVI STRAUSS and CO 3.5% 03/01/2031 144A                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $914759.16    | 0.05%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC                     | MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 5.75% 02/01/2027                           | CUSIP: 55303XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $607200.00    | 0.04%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                          | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                          | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    675000 | PA      | $641798.44    | 0.04%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                               | SALLY HOLDINGS LLC / CAP INC 5.625% 12/01/2025                                                          | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $382906.00    | 0.02%             | 2025-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                         | MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A                                                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218500 | PA      | $217405.32    | 0.01%             | 2027-06-20      | Fixed         | 0.07%                 | 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        |    720000 | PA      | $596592.94    | 0.04%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 7.5% 04/15/2025 144A                                                       | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $303012.60    | 0.02%             | 2025-04-15      | 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 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $916324.75    | 0.05%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC 7.5% 04/15/2026 144A                                                                        | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1003651.88   | 0.06%             | 2026-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDING INC                                                                 | IRIS HOLDING INC 10% 12/15/2028 144A                                                                    | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    675000 | PA      | $588422.02    | 0.03%             | 2028-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    931000 | PA      | $833377.67    | 0.05%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                | AT HOME GROUP INC 7.125% 07/15/2029 144A                                                                | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $821925.00    | 0.05%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229800.00    | 0.01%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                                | CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A                                                     | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920650.00    | 0.05%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5% 01/15/2028 144A                                                                       | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1715000 | PA      | $1399234.20   | 0.08%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $884160.00    | 0.05%             | 2030-12-01      | Fixed         | 0.04%                 | 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        |   1214000 | PA      | $950343.48    | 0.06%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                              | WHITE CAP BUYER LLC 6.875% 10/15/2028 144A                                                              | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $581821.99    | 0.03%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1029268.00   | 0.06%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                      | GOODYEAR TIRE and RUBBER CO 5.25% 07/15/2031                                                            | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1387789.20   | 0.08%             | 2031-07-15      | Fixed         | 0.05%                 | 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        |   1351000 | PA      | $1244399.35   | 0.07%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                                                | NEW ALBERTSONS LP 7.45% 08/01/2029                                                                      | CUSIP: 013104AF1<br>LEI: 549300NTX8OHLI2I0Q54 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262165.05    | 0.02%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                      | GOODYEAR TIRE and RUBBER CO 5.25% 04/30/2031                                                            | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $983250.00    | 0.06%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                        | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    997000 | PA      | $448650.00    | 0.03%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP                                | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A                                  | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66738.06     | 0.00%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                             | PETSMART INC / PETSMART FINANCE CORP 7.75% 02/15/2029 144A                                              | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925000.00    | 0.05%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 6.875% 11/15/2037                                                                        | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1153533.17   | 0.07%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 3.625% 12/15/2024 144A                                                                     | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    157000 | PA      | $136453.03    | 0.01%             | 2024-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     46770 | NS      | $2892746.39   | 0.17%             |  |  |  | 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        |   1955000 | PA      | $1905207.95   | 0.11%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                           | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1297776.00   | 0.08%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                        | TARGA RES P LP/TARGA RES P FIN 6.875% 01/15/2029                                                        | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $554774.40    | 0.03%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                         | BROADSTREET PARTNERS INC 5.875% 04/15/2029 144A                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255000.00    | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD 5% 02/15/2028 144A                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    630000 | PA      | $542984.40    | 0.03%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DA VINCI PURCHASER CORP                                                          | WIRB-COPERNICUS GROUP TERM B 1LN 12/13/2026                                                             | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |     54443 | PA      | $51040.35     | 0.00%             | 2026-12-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                         | LABL INC 5.875% 11/01/2028 144A                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353453.38    | 0.02%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                     | CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A                                                     | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $835865.40    | 0.05%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE INC 7.125% 07/01/2028 144A                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    430000 | PA      | $333250.00    | 0.02%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                   | SUBURBAN PROPANE LP/ENGY FIN C 5% 06/01/2031 144A                                                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $684115.32    | 0.04%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH GROUP INC 6.5% 02/15/2030 144A                                                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1097141.43   | 0.06%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                     | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $293284.00    | 0.02%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP 5.25% 12/15/2029                                                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $504624.10    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1185000 | PA      | $1005016.28   | 0.06%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    710000 | PA      | $520209.90    | 0.03%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VANGUARD FIXED INCOME SECS FD                                                    | Vanguard High-Yield Corporate Adm                                                                       | CUSIP: 922031760<br>LEI: 4IWOXNHIBJ1X5UBP4985 | Long             | EC               | RF                | US        |  21063263 | NS      | $109528967.71 | 6.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                                                               | EVERI HOLDINGS INC 5% 07/15/2029 144A                                                                   | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216582.24    | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 3.625% 06/15/2029 144A                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1256020.81   | 0.07%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                              | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $750807.15    | 0.04%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1380000 | PA      | $1088368.62   | 0.06%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 5.625% 12/01/2029 144A                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    695000 | PA      | $608562.54    | 0.04%             | 2029-12-01      | Fixed         | 0.06%                 | 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        |    250000 | PA      | $245625.00    | 0.01%             | 2028-01-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 4.75% 02/01/2032                                                                 | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1455675.17   | 0.09%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                  | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $607185.00    | 0.04%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                         | UNITED MILEAGE PLUS TERM B 1LN 07/02/27                                                                 | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    959500 | PA      | $985886.25    | 0.06%             | 2027-07-02      | Variable      | 0.09%                 | 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        |   2310000 | PA      | $2086430.81   | 0.12%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                          | TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A                                                          | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3014000 | PA      | $2290640.00   | 0.13%             | 2027-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 10.5% 06/01/2030 144A                                                                     | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    785000 | PA      | $672069.90    | 0.04%             | 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        |    515000 | PA      | $437126.85    | 0.03%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD 4.375% 05/01/2026 144A                                                                       | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $636376.00    | 0.04%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    463838 | PA      | $447148.63    | 0.03%             | 2029-04-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $317774.30    | 0.02%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                         | NATIONSTAR MTG HLDGS INC 5.125% 12/15/2030 144A                                                         | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $323535.92    | 0.02%             | 2030-12-15      | Fixed         | 0.05%                 | 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        |    395000 | PA      | $353011.50    | 0.02%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORPORATION 5.25% 05/15/2026 144A                                                            | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569914.13    | 0.03%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS III LLC                                                  | COLGATE ENERGY PARTNERS III LLC 5.875% 07/01/2029 144A                                                  | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    670000 | PA      | $616400.00    | 0.04%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                             | VERMILION ENERGY INC 6.875% 05/01/2030 144A                                                             | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $724763.54    | 0.04%             | 2030-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC                                                         | ALTA EQUIPMENT GROUP INC 5.625% 04/15/2026 144A                                                         | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440751.34    | 0.03%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 5% 04/15/2029 144A                                                                      | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $948600.00    | 0.06%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.125% 10/01/2031                                                                               | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    495000 | PA      | $418036.48    | 0.02%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.25% 10/01/2030 144A                                                               | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130733.41    | 0.01%             | 2030-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                     | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $322227.39    | 0.02%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHABASCA OIL CORP                                                               | ATHABASCA OIL CORP 9.75% 11/01/2026 144A                                                                | CUSIP: 04682RAE7<br>LEI: 549300STK2KBVO6WED71 | Long             | DBT              | CORP              | CA        |    791000 | PA      | $847609.32    | 0.05%             | 2026-11-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | US 10YR NOTE FUT (CBT)MAR23 TYH3                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       190 | NC      | $151105.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GTT COMMUNICATIONS INC                                                           | GTT COMMUNICATIONS RT                                                                                   | CUSIP: N/A<br>LEI: 549300ETSL7K1ZX05H30       | Long             | EC               | CORP              | US        |    106083 | NS      | $106083.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1191513.00   | 0.07%             | 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        |    825000 | PA      | $807790.50    | 0.05%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 7.125% 08/01/2030 144A                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683410.00    | 0.04%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                             | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   1365000 | PA      | $1195507.95   | 0.07%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 4.625% 05/01/2030 144A                                                                    | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $482137.50    | 0.03%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS INC                                                      | XPLORNET TERM 2LN 09/30/2029                                                                            | CUSIP: N/A<br>LEI: 2138007ZVGYYNWEGU394       | Long             | LON              | CORP              | CA        |    325000 | PA      | $243750.00    | 0.01%             | 2029-09-30      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 8.25% 01/15/2029 144A                                                       | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    450000 | PA      | $453093.75    | 0.03%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                   | SUBURBAN PROPANE LP/ENGY FIN C 5.875% 03/01/2027                                                        | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $165584.49    | 0.01%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer