# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-26-002609
**Filing Date:** 2026-4
**Character Count:** 504008
**Document Hash:** 9fb3672d5e43214d9f8b79afcaa3020d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002609.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002609

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Merrimack Street Trust
- **CENTRAL INDEX KEY:** 0001562565

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 26895459

**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

### Fidelity Limited Term Bond ETF (Series ID: S000042569)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000131661 | Fidelity Limited Term Bond ETF | FLTB            |

## 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 Merrimack Street Trust

- **b. Investment Company Act file number:** 811-22796

- **c. CIK number of Registrant:** 0001562565

- **d. LEI of Registrant:** 549300782HVYOIE6CE74

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Limited Term Bond ETF

- **b. EDGAR series identifier (if any):** S000042569

- **c. LEI of Series:** 549300ESQV7BRJNHTF45

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $374400875.51

**Total Liabilities:** $3585236.08

**Net Assets:** $370815639.43

**Delayed Delivery Securities:** $275836.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8683.75289070 | **1-Year:** 41584.35093515 | **5-Year:** 36454.03203625 | **10-Year:** 462.19338592 | **30-Year:** 151.66026987

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

- **3-Month:** 1741.52182210 | **1-Year:** 3693.31635601 | **5-Year:** 2950.37765954 | **10-Year:** 129.78854915 | **30-Year:** 79.74027230

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131661 | 0.33%                | 0.36%                | 0.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $52860.29                | $-165802.91                                |
| Month 2  | $-50271.32               | $162474.40                                 |
| Month 3  | $65128.42                | $703999.77                                 |

**Designated Index Information**

- **Index Name:** Bloomberg US 1-5 Year Credit Bond Index

- **Index Identifier:** 19808154

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                                                       | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   5459694 | NS      | $5460786.26   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                           | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                                  | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182229.83    | 0.05%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                      | HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026                                                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448178.05    | 0.12%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.85% 07/15/2026                                                                              | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55037.84     | 0.01%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                   | CSC HOLDINGS LLC 5.5% 04/15/2027 144A                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25435.12     | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 4.3% 04/01/2027                                                                               | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1546153.78   | 0.42%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                      | DISH DBS CORP 7.75% 07/01/2026                                                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $143203.84    | 0.04%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.887%/VAR 01/10/2028                                                                     | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1388070.89   | 0.37%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64985.46     | 0.02%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.041%/VAR 03/13/2028                                                                 | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $340172.23    | 0.09%             | 2028-03-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2017-C1                                                               | BBCMS MTG TR 2017-C1 ASB 3.488% 02/15/2050                                                              | CUSIP: 07332VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156864 | PA      | $156185.02    | 0.04%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497240.29    | 0.13%             | 2028-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                             | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229643.99    | 0.06%             | 2026-05-01      | 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        |     44000 | PA      | $44123.73     | 0.01%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 3.591%/VAR 07/22/2028                                                                    | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357777.35    | 0.10%             | 2028-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                  | IRON MOUNTAIN INC 4.875% 09/15/2027 144A                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59978.93     | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | 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        |     75000 | PA      | $73500.28     | 0.02%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                       | PLAINS ALL AMERN PIPELINE LP 6.125%/VAR PERP                                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    110000 | PA      | $109905.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                               | BUCKEYE PARTNERS MLP 4.125% 12/01/2027                                                                  | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54665.89     | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028        | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297351.59    | 0.08%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                | CHURCHILL DOWNS INC 4.75% 01/15/2028 144A                                                               | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47844.23     | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                             | SEMPRA 3.4% 02/01/2028                                                                                  | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    196000 | PA      | $193859.03    | 0.05%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 3.772%/VAR 01/24/2029                                                                    | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338659.26    | 0.09%             | 2029-01-24      | Variable      | 0.04%                 | 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        |     20000 | PA      | $19982.97     | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                           | CONSTELLATION BRANDS INC 3.6% 02/15/2028                                                                | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    740000 | PA      | $735353.42    | 0.20%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                              | KINDER MORGAN INC DEL 4.3% 03/01/2028                                                                   | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251978.62    | 0.07%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 4.3% 03/25/2028                                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1549044.30   | 0.42%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                    | DOLLAR TREE INC 4.2% 05/15/2028                                                                         | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381383.42    | 0.10%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.075%/VAR 04/23/2029                                                                     | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    652000 | PA      | $652967.00    | 0.18%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501478.71    | 0.14%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                     | CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A                                                     | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $79432.61     | 0.02%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 4.972%/VAR 05/16/2029                                                                      | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1320000 | PA      | $1343506.19   | 0.36%             | 2029-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2018-1A A2II 4.328% 07/25/2048 144A                                        | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    994875 | PA      | $993698.76    | 0.27%             | 2048-07-25      | 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        |    103000 | PA      | $103209.09    | 0.03%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                              | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    896000 | PA      | $899211.80    | 0.24%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                                       | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1096164.78   | 0.30%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                       | SM ENERGY CO 6.625% 01/15/2027                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54039.20     | 0.01%             | 2027-01-15      | Fixed         | 0.07%                 | 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        |     32000 | PA      | $32012.13     | 0.01%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 3.2% 03/01/2029                                                                               | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $527629.65    | 0.14%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                          | SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    214000 | PA      | $213678.17    | 0.06%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.5% 06/01/2027                                                                      | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1106480.71   | 0.30%             | 2027-06-01      | Fixed         | 0.06%                 | 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        |      6000 | PA      | $6011.99      | 0.00%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL   | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL 5.75% 05/15/2026 144A  | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94739.96     | 0.03%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                          | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183597.61    | 0.05%             | 2027-05-15      | Fixed         | 0.05%                 | 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        |     85000 | PA      | $84797.78     | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                   | BERRY GLOBAL INC 4.875% 07/15/2026 144A                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24004.44     | 0.01%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                               | KEURIG DR PEPPER INC 4.597% 05/25/2028                                                                  | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393942.98    | 0.11%             | 2028-05-25      | Fixed         | 0.05%                 | 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        |    419000 | PA      | $418395.80    | 0.11%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 3% 03/25/2048                                                            | CUSIP: 3136B45G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    178249 | PA      | $171973.37    | 0.05%             | 2048-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                               | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1305000 | PA      | $1293779.05   | 0.35%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                        | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                               | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $136061.06    | 0.04%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FREDDIE MAC REMICS 3% 10/25/2048                                                                        | CUSIP: 3137FN3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     90331 | PA      | $85888.16     | 0.02%             | 2048-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                             | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                                 | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137452 | PA      | $134962.37    | 0.04%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 2.95% 09/01/2029                                                                           | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    477000 | PA      | $460608.91    | 0.12%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    426000 | PA      | $408401.36    | 0.11%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310180.49    | 0.08%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                            | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                                 | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97346 | PA      | $95324.39     | 0.03%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A                                                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     95000 | PA      | $93800.09     | 0.03%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1889759.67   | 0.51%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                          | TEGNA INC 5% 09/15/2029                                                                                 | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38963.08     | 0.01%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                                 | ALCON FINANCE CORP 2.75% 09/23/2026 144A                                                                | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198617.01    | 0.05%             | 2026-09-23      | Fixed         | 0.03%                 | 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        |     56000 | PA      | $54138.74     | 0.01%             | 2030-03-01      | 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        |    240000 | PA      | $238537.44    | 0.06%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                       | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                             | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46734 | PA      | $45813.27     | 0.01%             | 2029-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2019-NQM4                                                | NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A                                                | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36776 | PA      | $35492.64     | 0.01%             | 2059-08-25      | Fixed         | 0.04%                 | 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        |    224000 | PA      | $223856.57    | 0.06%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                      | UNITED RENTALS NORTH AMER INC 3.875% 11/15/2027                                                         | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71580.32     | 0.02%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 08/01/2039#FM1353                                                                        | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18597 | PA      | $18952.30     | 0.01%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 06/01/2039#FM1045                                                                        | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6995 | PA      | $7128.36      | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 03/01/2039#FM1774                                                                        | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13722 | PA      | $13984.68     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 09/01/2049#FM1534                                                                        | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124231 | PA      | $124820.90    | 0.03%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                        | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                      | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100744 | PA      | $97472.48     | 0.03%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                 | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                   | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60046.80     | 0.02%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108959.62    | 0.03%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $190375.00    | 0.05%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     92000 | PA      | $95435.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                | ALTICE FINANCING SA 5% 01/15/2028 144A                                                                  | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $10558.53     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | 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        |    136000 | PA      | $129640.98    | 0.03%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                             | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     34452 | PA      | $33108.10     | 0.01%             | 2026-12-30      | Variable      | 0.08%                 | 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        |     40000 | PA      | $39153.96     | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                                  | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182219.32    | 0.05%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 2.95% 04/01/2030                                                                            | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74449.90     | 0.02%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 4.7% 04/02/2027                                                                        | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543661.28    | 0.15%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.04% 05/01/2027                                                                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444626.49    | 0.12%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 3.375% 02/15/2030                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97365.87     | 0.03%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 4.625% 12/15/2029                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34151.82     | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                                 | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $287047.08    | 0.08%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 4.25% 12/01/2027                                                                                | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462049.86    | 0.12%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030                                                          | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $338531.67    | 0.09%             | 2030-09-15      | Fixed         | 0.04%                 | 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        |     43000 | PA      | $42886.33     | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                        | PACIFIC GAS and ELECTRIC CO 2.1% 08/01/2027                                                             | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1247346.39   | 0.34%             | 2027-08-01      | Fixed         | 0.02%                 | 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        |    440000 | PA      | $448484.06    | 0.12%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                           | TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A                                                          | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    204000 | PA      | $203917.20    | 0.05%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                       | GUARDIAN LIFE GLOBAL FUNDING 1.4% 07/06/2027 144A                                                       | CUSIP: 40139LAH6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    358000 | PA      | $346647.09    | 0.09%             | 2027-07-06      | Fixed         | 0.01%                 | 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        |     84000 | PA      | $83234.26     | 0.02%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476813 | PA      | $404071.02    | 0.11%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                  | CIGNA GROUP (THE) 3.4% 03/01/2027                                                                       | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338735.24    | 0.09%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 1.65% 02/01/2028                                                                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441119.37    | 0.12%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 4.15% 11/15/2030                                                                           | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310973.65    | 0.08%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 1.75% 03/01/2026                                                                                | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159000.00    | 0.04%             | 2026-03-01      | Fixed         | 0.02%                 | 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        |     37000 | PA      | $35676.22     | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                   | BOYD GAMING CORP 4.75% 12/01/2027                                                                       | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59919.79     | 0.02%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A                                            | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    344000 | PA      | $331594.27    | 0.09%             | 2027-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                           | VIRGIN/O2 TERM Q 1LN 01/31/2029                                                                         | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |     60000 | PA      | $58155.00     | 0.02%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                            | EMPOWER FINANCE 2020 LP 1.357% 09/17/2027 144A                                                          | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $248126.57    | 0.07%             | 2027-09-17      | Fixed         | 0.01%                 | 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        |     72000 | PA      | $71946.80     | 0.02%             | 2028-09-15      | Fixed         | 0.06%                 | 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        |    148000 | PA      | $147883.24    | 0.04%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | 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        |     87000 | PA      | $83546.69     | 0.02%             | 2030-10-15      | 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        |     99000 | PA      | $99387.73     | 0.03%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $45929.03     | 0.01%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                           | ACADIA HEALTHCARE CO INC 5% 04/15/2029 144A                                                             | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58767.14     | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                    | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                   | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $153420.44    | 0.04%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                             | ANGUS CHEMICAL TERM B 1LN 11/24/2027                                                                    | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     53875 | PA      | $51584.97     | 0.01%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                     | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20912.34     | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162941.87    | 0.04%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                              | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    207000 | PA      | $203796.52    | 0.05%             | 2028-08-01      | Fixed         | 0.04%                 | 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        |     78000 | PA      | $75943.51     | 0.02%             | 2029-05-01      | Fixed         | 0.04%                 | 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        |    103000 | PA      | $103059.33    | 0.03%             | 2028-05-01      | Fixed         | 0.05%                 | 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        |     27000 | PA      | $25525.29     | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | 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        |     15000 | PA      | $11436.34     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                            | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    102000 | PA      | $95880.00     | 0.03%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                            | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                               | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212689.06    | 0.06%             | 2027-02-15      | Fixed         | 0.04%                 | 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        |     85000 | PA      | $82669.50     | 0.02%             | 2029-02-15      | Fixed         | 0.07%                 | 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        |     84000 | PA      | $83646.61     | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | 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        |     19000 | PA      | $18984.40     | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | 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        |     29000 | PA      | $29285.19     | 0.01%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                                             | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $79525.17     | 0.02%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                             | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116547.68    | 0.03%             | 2029-03-01      | Fixed         | 0.07%                 | 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        |    113000 | PA      | $112926.61    | 0.03%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 1.591% 04/03/2028 144A                                                                 | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $572368.49    | 0.15%             | 2028-04-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                            | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $86863.50     | 0.02%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                               | WESTERN UN CO 1.35% 03/15/2026                                                                          | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279678.64    | 0.08%             | 2026-03-15      | Fixed         | 0.01%                 | 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 3.25% 09/01/2028 144A         | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $31899.75     | 0.01%             | 2028-09-01      | Fixed         | 0.03%                 | 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        |     45000 | PA      | $42949.62     | 0.01%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                  | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                                  | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69100.00     | 0.02%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                       | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170845.86    | 0.05%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                               | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     29674 | PA      | $25612.82     | 0.01%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                             | COMPASS GROUP DIV HLDGS LLC 5.25% 04/15/2029 144A                                                       | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93604.97     | 0.03%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                        | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     15000 | PA      | $14827.88     | 0.00%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                  | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20416 | PA      | $20443.67     | 0.01%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                           | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334615 | PA      | $273642.89    | 0.07%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                       | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $141887.63    | 0.04%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73617.98     | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                                 | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    194000 | PA      | $185270.00    | 0.05%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 1.726%/VAR 04/01/2027                                                                      | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    181000 | PA      | $180657.09    | 0.05%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                | DOMINION ENERGY INC 1.45% 04/15/2026                                                                    | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388814.26    | 0.10%             | 2026-04-15      | Fixed         | 0.01%                 | 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        |     43000 | PA      | $43941.92     | 0.01%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                               | BWX TECHNOLOGIES INC 4.125% 04/15/2029 144A                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92999.21     | 0.03%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TORY BURCH                                                                         | TORY BURCH TERM B 1LN 4/16/2028                                                                         | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |     53872 | PA      | $53710.14     | 0.01%             | 2028-04-16      | Variable      | 0.07%                 | 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        |     50000 | PA      | $44430.28     | 0.01%             | 2031-04-30      | 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        |     66000 | PA      | $64789.93     | 0.02%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                | SCIH SALT HLDGS INC 4.875% 05/01/2028 144A                                                              | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38850.69     | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                | SCIH SALT HLDGS INC 6.625% 05/01/2029 144A                                                              | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94762.50     | 0.03%             | 2029-05-01      | 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        |     45000 | PA      | $43582.36     | 0.01%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                              | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22804.99     | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                       | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    905000 | PA      | $896875.82    | 0.24%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    185000 | PA      | $184499.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                              | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |    109602 | PA      | $97623.18     | 0.03%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     85000 | PA      | $83800.32     | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                       | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $104762.58    | 0.03%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                              | AHEAD DB HOLDINGS LLC 6.625% 05/01/2028 144A                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178943.17    | 0.05%             | 2028-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                                 | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                                | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $22000.45     | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                         | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    124274 | PA      | $115404.38    | 0.03%             | 2028-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION TERM B 1LN 01/31/2029                                                                         | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    117052 | PA      | $116320.67    | 0.03%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 3.625% 05/15/2031 144A                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    880000 | PA      | $841905.58    | 0.23%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                         | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7407.16      | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | 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        |     75000 | PA      | $73668.89     | 0.02%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                 | VORNADO REALTY LP 2.15% 06/01/2026                                                                      | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79374.86     | 0.02%             | 2026-06-01      | Fixed         | 0.02%                 | 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: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5035.60      | 0.00%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC          | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 5% 06/01/2029 144A            | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $77101.08     | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                       | DNB BANK ASA 1.535%/VAR 05/25/2027 144A                                                                 | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    381000 | PA      | $378793.17    | 0.10%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                         | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.125% 06/01/2028 144A                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10049.00     | 0.00%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 3.875% 04/15/2030                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091543.65   | 0.29%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LTD / SLAM 2021-1 LLC                                                  | SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1129666 | PA      | $1083503.96   | 0.29%             | 2046-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    112000 | PA      | $105860.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                  | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     34456 | PA      | $29263.11     | 0.01%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                                      | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    336000 | PA      | $333920.59    | 0.09%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 1.887%/VAR 06/07/2029                                                             | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238954.84    | 0.06%             | 2029-06-07      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                   | ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A                                                             | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    186000 | PA      | $184599.17    | 0.05%             | 2027-06-16      | Variable      | 0.02%                 | 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        |     71000 | PA      | $68425.82     | 0.02%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                      | LGI HOMES INC 4% 07/15/2029 144A                                                                        | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27870.97     | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | 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        |     83000 | PA      | $82027.40     | 0.02%             | 2027-01-15      | 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        |    125000 | PA      | $123360.71    | 0.03%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L         | BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A       | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    323492 | PA      | $310346.74    | 0.08%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                               | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     34971 | PA      | $32356.54     | 0.01%             | 2028-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.45% 07/15/2028                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160229.83    | 0.04%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                         | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     82000 | PA      | $77471.80     | 0.02%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                | NOMURA HOLDINGS INC 1.653% 07/14/2026                                                                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99168.41     | 0.03%             | 2026-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                                             | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99176.67     | 0.03%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                | CHENIERE ENERGY INC 4.625% 10/15/2028                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54980.35     | 0.01%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                        | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $297235.47    | 0.08%             | 2027-07-20      | Variable      | 0.02%                 | 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        |     42000 | PA      | $40777.22     | 0.01%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                         | VMWARE LLC 1.4% 08/15/2026                                                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321156.60    | 0.09%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 1.95% 08/01/2028                                                                     | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $514249.93    | 0.14%             | 2028-08-01      | Fixed         | 0.02%                 | 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        |     82000 | PA      | $77966.94     | 0.02%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                         | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98025.35     | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                | SIRIUS XM RADIO INC 3.125% 09/01/2026 144A                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    249000 | PA      | $247651.14    | 0.07%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE 4.625% 11/15/2029 144A                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28416.31     | 0.01%             | 2029-11-15      | 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: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28738.10     | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $214204.88    | 0.06%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                                | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $87.50        | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| BLOX 2021-BLOX                                                                     | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                          | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352000 | PA      | $349826.22    | 0.09%             | 2026-09-15      | Variable      | 0.05%                 | 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        |     10000 | PA      | $8930.33      | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                 | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                                | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $395214.86    | 0.11%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                   | ARCLIN TERM B 1LN 09/30/2028                                                                            | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53879 | PA      | $53692.08     | 0.01%             | 2028-09-30      | Variable      | 0.07%                 | 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        |     80000 | PA      | $78264.58     | 0.02%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 2.45% 09/15/2028 144A                                                    | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4677.85      | 0.00%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1395086.14   | 0.38%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                          | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $56565.36     | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                      | PRA GROUP INC 5% 10/01/2029 144A                                                                        | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13845.86     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                       | JDE PEETS BV 1.375% 01/15/2027 144A                                                                     | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    344000 | PA      | $336032.62    | 0.09%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC                          | TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC AR TSFR3M+119.161 07/15/2030 144A             | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     40050 | PA      | $40068.38     | 0.01%             | 2030-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                       | DNB BANK ASA 1.605%/VAR 03/30/2028 144A                                                                 | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    389000 | PA      | $379555.49    | 0.10%             | 2028-03-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029        | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $566411.24    | 0.15%             | 2029-01-15      | Fixed         | 0.02%                 | 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        |     47000 | PA      | $47246.00     | 0.01%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52126.10     | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A                                                             | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1637235.51   | 0.44%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 1.6% 10/04/2026                                                                            | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $266295.55    | 0.07%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027                                                         | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    160000 | PA      | $157797.68    | 0.04%             | 2027-10-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 4.125%/VAR PERP                                                                          | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    128000 | PA      | $126912.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 2.045%/VAR 10/19/2027 144A                                                                      | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    378000 | PA      | $373407.60    | 0.10%             | 2027-10-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                                | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    957500 | PA      | $942997.99    | 0.25%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                                  | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323000 | PA      | $322394.38    | 0.09%             | 2036-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47732.48     | 0.01%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    151000 | PA      | $149538.66    | 0.04%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                        | ROBLOX CORP 3.875% 05/01/2030 144A                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67799.09     | 0.02%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 1.878%/VAR 11/02/2027                                                              | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1092650.72   | 0.29%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                        | VIATRIS INC 2.3% 06/22/2027                                                                             | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    540000 | PA      | $526669.59    | 0.14%             | 2027-06-22      | Fixed         | 0.02%                 | 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        |     90000 | PA      | $90892.89     | 0.02%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TR                                                                    | AASET 2021-1 TR 2.95% 11/16/2041 144A                                                                   | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85888 | PA      | $83611.18     | 0.02%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                    | BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A                                                           | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238310 | PA      | $238235.50    | 0.06%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A                                            | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    451000 | PA      | $443888.97    | 0.12%             | 2026-11-12      | Fixed         | 0.02%                 | 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        |     45000 | PA      | $43709.91     | 0.01%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.2% 06/15/2028                                                                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23121.58     | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                      | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250814 | PA      | $250735.23    | 0.07%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                                 | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $13275.00     | 0.00%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 21-GS5                                                 | LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A                                                  | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    358528 | PA      | $360143.13    | 0.10%             | 2067-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                                      | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $374900.38    | 0.10%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                        | CANADIAN PAC RY CO 1.75% 12/02/2026                                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $152612.57    | 0.04%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TR                                                                    | AASET 2021-2 TR 2.798% 01/15/2047 144A                                                                  | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    278752 | PA      | $267471.57    | 0.07%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                    | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     74000 | PA      | $73635.18     | 0.02%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                 | RGA GLOBAL FUNDING 2% 11/30/2026 144A                                                                   | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    273000 | PA      | $268922.08    | 0.07%             | 2026-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 TR                                                                  | CSMC 2021-RPL9 TR VAR 02/25/2061 144A                                                                   | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    463546 | PA      | $464580.28    | 0.13%             | 2061-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                      | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105056.60    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A                                             | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345049.38    | 0.09%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                             | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026                                             | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $131138.87    | 0.04%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TR                                                                  | GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A                                                                | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137482 | PA      | $129770.67    | 0.03%             | 2066-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                           | COOPERATIEVE RABOBANK UA 1.98%/VAR 12/15/2027 144A                                                      | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    375000 | PA      | $369315.01    | 0.10%             | 2027-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-8                                                            | ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A                                                           | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292239 | PA      | $265365.35    | 0.07%             | 2066-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    668000 | PA      | $658371.03    | 0.18%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 2.2% 01/15/2027                                                                          | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265905.75    | 0.07%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 2.35% 02/26/2027                                                               | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    910000 | PA      | $895679.79    | 0.24%             | 2027-02-26      | Fixed         | 0.02%                 | 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        |    159000 | PA      | $149956.05    | 0.04%             | 2030-01-15      | Fixed         | 0.07%                 | 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        |     30000 | PA      | $28113.02     | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1223028.19   | 0.33%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 2.475%/VAR 01/21/2028                                                                    | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1588573.28   | 0.43%             | 2028-01-21      | Variable      | 0.02%                 | 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        |     24000 | PA      | $23059.97     | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | 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        |    133000 | PA      | $133665.00    | 0.04%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                             | ATHENAHEALTH GROUP TERM B 1LN 02/15/2029                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     34183 | PA      | $33243.30     | 0.01%             | 2029-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                             | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                      | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53820 | PA      | $53803.66     | 0.01%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2220000 | PA      | $2226438.00   | 0.60%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318346.12    | 0.09%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     28000 | PA      | $13471.87     | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     95829 | PA      | $94968.56     | 0.03%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A                                                       | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    620000 | PA      | $622292.26    | 0.17%             | 2028-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114493.08    | 0.03%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                       | ENTEGRIS INC 4.75% 04/15/2029 144A                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    206000 | PA      | $206171.19    | 0.06%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.323%/VAR 04/26/2028                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $592011.23    | 0.16%             | 2028-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                          | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     67000 | PA      | $67166.90     | 0.02%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                      | INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027                                                             | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    302000 | PA      | $302870.79    | 0.08%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                           | WILLIS NORTH AMERICA INC 4.65% 06/15/2027                                                               | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442887.48    | 0.12%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A                                                     | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651796.96    | 0.18%             | 2027-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                                  | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1536460.47   | 0.41%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.75% 06/09/2027                                                                          | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1088444.12   | 0.29%             | 2027-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $136447.52    | 0.04%             | 2027-06-15      | Fixed         | 0.07%                 | 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        |    124000 | PA      | $124002.38    | 0.03%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                      | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                     | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $77011.15     | 0.02%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $452042.70    | 0.12%             | 2027-07-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                                      | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1443395.32   | 0.39%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1512000 | PA      | $1535792.42   | 0.41%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 4.3% 03/15/2028                                                                    | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    675000 | PA      | $680384.50    | 0.18%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 3.25% 03/15/2027                                                         | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    950000 | PA      | $932982.57    | 0.25%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                        | ASURION TERM B10 1LN 08/19/2028                                                                         | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     58848 | PA      | $58774.06     | 0.02%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                                   | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                                  | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       202 | PA      | $202.53       | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 6.5% 09/01/2030 144A                                                                          | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    483000 | PA      | $521369.07    | 0.14%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 5.354%/VAR 09/13/2028                                                        | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $306382.29    | 0.08%             | 2028-09-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                              | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10456.10     | 0.00%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE GROUP INC 6.5% 03/31/2029 144A                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68647.39     | 0.02%             | 2029-03-31      | Fixed         | 0.07%                 | 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        |    120000 | PA      | $124233.12    | 0.03%             | 2027-11-15      | Fixed         | 0.12%                 | 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        |    124000 | PA      | $124310.00    | 0.03%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                     | PNC FINANCIAL SERVICES GRP INC 5.354%/VAR 12/02/2028                                                    | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92276.52     | 0.02%             | 2028-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 2.75% 03/15/2027                                                                            | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1189811.86   | 0.32%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 6% 01/09/2028                                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1249994.25   | 0.34%             | 2028-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5.25% 02/01/2028                                                                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $497127.36    | 0.13%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                   | CROWN CASTLE INC 5% 01/11/2028                                                                          | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396817.79    | 0.11%             | 2028-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1485123.56   | 0.40%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 4.873%/VAR 01/26/2029                                                             | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1422828.32   | 0.38%             | 2029-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 5.468%/VAR 02/01/2029                                                              | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $974018.27    | 0.26%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                     | US BANCORP DEL 4.653%/VAR 02/01/2029                                                                    | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506376.15    | 0.14%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.5% 05/06/2028                                                                             | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372201.85    | 0.10%             | 2028-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                             | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $108231.36    | 0.03%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 4.95% 03/15/2028                                                                       | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $377589.51    | 0.10%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                    | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $91794.65     | 0.02%             | 2030-02-15      | Fixed         | 0.09%                 | 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 6.5% 02/15/2028 144A             | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $155711.16    | 0.04%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69807.17     | 0.02%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                              | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                             | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30575.08     | 0.01%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                          | AMGEN INC 5.15% 03/02/2028                                                                              | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    761000 | PA      | $779325.82    | 0.21%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 5.667%/VAR 05/27/2029                                                             | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $259040.39    | 0.07%             | 2029-05-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                        | CENTERPOINT ENERGY RES CORP 5.25% 03/01/2028                                                            | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1355500.49   | 0.37%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                          | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $559720.95    | 0.15%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                  | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                      | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369428.58    | 0.10%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 6.161%/VAR 03/09/2029                                                                 | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1410000 | PA      | $1466054.68   | 0.40%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                             | ADVANCE AUTO PARTS INC 5.95% 03/09/2028                                                                 | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    239000 | PA      | $245704.67    | 0.07%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 5.25% 03/30/2028                                                                           | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    440000 | PA      | $451152.69    | 0.12%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                        | NUTRIEN LTD 4.9% 03/27/2028                                                                             | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $529423.22    | 0.14%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2028 144A                                            | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315150.40    | 0.08%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                               | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 5.15% 03/30/2026 144A                                              | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189103.90    | 0.05%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 5.6% 03/30/2028 144A                                                                   | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $452830.47    | 0.12%             | 2028-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244812.28    | 0.07%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                        | VALARIS LTD 8.375% 04/30/2030 144A                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $36704.96     | 0.01%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                               | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93739.65     | 0.03%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                       | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1751974.05   | 0.47%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                          | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                         | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $156497.27    | 0.04%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                                    | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    727000 | PA      | $743503.31    | 0.20%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1050000 | PA      | $1094356.81   | 0.30%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                          | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     14000 | PA      | $14437.01     | 0.00%             | 2028-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                   | GEORGIA POWER CO 4.65% 05/16/2028                                                                       | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    264000 | PA      | $268291.96    | 0.07%             | 2028-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                           | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                          | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52169.68     | 0.01%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 4.875% 06/01/2028                                                                         | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458666.28    | 0.12%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 5.45% 06/01/2028                                                                               | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1442569.25   | 0.39%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                            | XPO INC 6.25% 06/01/2028 144A                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82302.24     | 0.02%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $60801.98     | 0.02%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                          | IQVIA INC 6.5% 05/15/2030 144A                                                                          | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68890.27     | 0.02%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1148938.33   | 0.31%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 6.95% 06/10/2026                                                               | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1859559.76   | 0.50%             | 2026-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                | RHP HOTEL PPTYS LP and RHP FIN CORP 7.25% 07/15/2028 144A                                               | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $42100.40     | 0.01%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 5.8% 06/23/2028                                                                | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1109052.12   | 0.30%             | 2028-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                 | VIKING CRUISES LTD 9.125% 07/15/2031 144A                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    105000 | PA      | $111714.23    | 0.03%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                               | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $52542.71     | 0.01%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 7.625%/VAR PERP                                                                  | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     74000 | PA      | $78969.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                            | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                              | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     53000 | PA      | $51230.16     | 0.01%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                      | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74709.63     | 0.02%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56496.17     | 0.02%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027                                                               | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $476485.37    | 0.13%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                          | L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027                                                               | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658616.11    | 0.18%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                                          | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $231951.60    | 0.06%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1430000 | PA      | $1506412.08   | 0.41%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                   | TRINET GROUP INC 7.125% 08/15/2031 144A                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87313.75     | 0.02%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.125% 03/15/2027                                                                               | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1437947.63   | 0.39%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                      | APOLLO GLOBAL MANAGEMENT INC SER A PC 6.75% 07/31/2026                                                  | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       541 | NS      | $30310.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                     | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                   | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100346.60    | 0.03%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                      | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1428316.77   | 0.39%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A                                                      | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211811.42    | 0.06%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY 5.5% 03/15/2029                                                                        | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1131933.72   | 0.31%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                                  | CHASE ISSUANCE TR 5.08% 09/15/2030                                                                      | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    536000 | PA      | $555176.74    | 0.15%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029                                                       | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    640000 | PA      | $667465.20    | 0.18%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     96000 | PA      | $101448.96    | 0.03%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                         | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     30865 | PA      | $31189.30     | 0.01%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 6.246%/VAR 09/22/2029 144A                                                                 | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $736873.97    | 0.20%             | 2029-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.1% 01/15/2027                               | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1490000 | PA      | $1515276.35   | 0.41%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                              | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                             | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $141392.54    | 0.04%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 6.35% 01/15/2029                                                                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    498000 | PA      | $526247.66    | 0.14%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                               | LIFEPOINT HEALTH INC 11% 10/15/2030 144A                                                                | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44531.00     | 0.01%             | 2030-10-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TR 2023-B                                                          | ARI FLEET LEASE TR 2023-B 6.05% 07/15/2032 144A                                                         | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71348 | PA      | $71812.51     | 0.02%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                                | DELL EQUIPMENT FINANCE TRUST 2023-3 A3 5.93% 04/23/2029 144A                                            | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55677 | PA      | $55908.93     | 0.02%             | 2029-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                                                        | CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028                                                               | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47246 | PA      | $47789.88     | 0.01%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 6.714%/VAR 10/19/2029 144A                                                                      | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $610632.57    | 0.16%             | 2029-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                        | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                               | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $406339.42    | 0.11%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1539747.71   | 0.42%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                                  | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    129119 | PA      | $130536.49    | 0.04%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                   | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                                   | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45642 | PA      | $46173.22     | 0.01%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.484%/VAR 10/24/2029                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    720000 | PA      | $762201.07    | 0.21%             | 2029-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 6.25% 11/01/2028                                                                           | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    239000 | PA      | $252437.33    | 0.07%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                             | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1528689.47   | 0.41%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 7.149%/VAR 10/29/2027                                                              | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1555251.91   | 0.42%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINL AUTO SECURITIZATION TR 2023-2                                         | PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A                                          | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63797 | PA      | $64249.24     | 0.02%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2023-3                                                | UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A                                              | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7533 | PA      | $7546.61      | 0.00%             | 2033-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                             | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44558 | PA      | $36054.80     | 0.01%             | 2029-04-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                         | HUMANA INC 5.75% 12/01/2028                                                                             | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518243.79    | 0.14%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                           | RTX CORP 5.75% 01/15/2029                                                                               | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89308.49     | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 6.15% 03/01/2029                                                                         | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1921418.24   | 0.52%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.9% 11/15/2026                                                                            | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    857000 | PA      | $867396.64    | 0.23%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                              | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    231000 | PA      | $248335.79    | 0.07%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                      | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     98000 | PA      | $104113.63    | 0.03%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                            | INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A                                                          | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $12900.00     | 0.00%             | 2029-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                          | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A                                         | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    108000 | PA      | $113537.23    | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                             | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                                                 | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303526.62    | 0.08%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                      | LGI HOMES INC 8.75% 12/15/2028 144A                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52168.10     | 0.01%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                        | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63487.74     | 0.02%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                              | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                             | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10488.50     | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                             | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20363.00     | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                           | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 8% 06/15/2027 144A                                             | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2080.24      | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                          | MOSAIC CO NEW 5.375% 11/15/2028                                                                         | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1755866.81   | 0.47%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36328.29     | 0.01%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154638.00    | 0.04%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                               | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34354.25     | 0.01%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                               | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     56135 | PA      | $56397.76     | 0.02%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                                           | TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A                                                          | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    146978 | PA      | $148275.05    | 0.04%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                            | USI INC 7.5% 01/15/2032 144A                                                                            | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30773.73     | 0.01%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030                                                           | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $428173.95    | 0.12%             | 2030-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC          | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37748.46     | 0.01%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                            | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252590.57    | 0.07%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504466.02    | 0.14%             | 2028-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                | ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A                                               | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65015.99     | 0.02%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                   | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33390.74     | 0.01%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                           | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $109126.06    | 0.03%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                              | HUB INTERNATIONAL LTD 7.375% 01/31/2032 144A                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132317.22    | 0.04%             | 2032-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                               | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26036.29     | 0.01%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.1% 03/15/2028                                                                      | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    359000 | PA      | $346436.03    | 0.09%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                          | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102635.90    | 0.03%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    187000 | PA      | $156326.00    | 0.04%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                            | UKG INC 6.875% 02/01/2031 144A                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    159000 | PA      | $154253.64    | 0.04%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                            | KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90213.00     | 0.02%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                   | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                                 | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $7500.00      | 0.00%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                     | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                               | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |     78949 | PA      | $70585.01     | 0.02%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                               | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21630.88     | 0.01%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 5.174%/VAR 02/13/2030                                                                     | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    735000 | PA      | $757330.68    | 0.20%             | 2030-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 4.875% 02/13/2029                                                                | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205585.44    | 0.06%             | 2029-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    437000 | PA      | $448471.25    | 0.12%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                   | AMWINS GROUP INC 6.375% 02/15/2029 144A                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39686.91     | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                 | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73401.65     | 0.02%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                | PRAIRIE ACQUIROR LP 9% 08/01/2029 144A                                                                  | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177392.45    | 0.05%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.546%/VAR 03/04/2030                                                                 | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $520070.36    | 0.14%             | 2030-03-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                         | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 8.625% 03/15/2029 144A                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $124254.56    | 0.03%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17914.67     | 0.00%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                 | RITHM CAPITAL CORP 8% 04/01/2029 144A                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10063.44     | 0.00%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                             | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                           | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39266.58     | 0.01%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                      | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48807.57     | 0.01%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                       | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1365676.77   | 0.37%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                         | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     17000 | PA      | $17972.86     | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 5.335%/VAR 03/19/2030                                                                      | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    711000 | PA      | $736557.93    | 0.20%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                                                  | NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A                                                 | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113000 | PA      | $114217.06    | 0.03%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                  | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     30000 | PA      | $24225.00     | 0.01%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                          | BANK IRELAND GROUP PLC 5.601%/VAR 03/20/2030 144A                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    242000 | PA      | $251795.94    | 0.07%             | 2030-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                             | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139740 | PA      | $139784.15    | 0.04%             | 2041-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                     | BRUNSWICK CORP 5.85% 03/18/2029                                                                         | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1857936.04   | 0.50%             | 2029-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 5% 03/26/2027 144A                                                                      | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202373.43    | 0.05%             | 2027-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 5.125% 03/26/2029 144A                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207180.95    | 0.06%             | 2029-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                             | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                                  | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75038.77     | 0.02%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                          | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $80493.82     | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                       | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    230843 | PA      | $231024.30    | 0.06%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A                                                            | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355152.65    | 0.10%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG TERM B 1LN 04/16/2031                                                                               | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      4975 | PA      | $4983.24      | 0.00%             | 2031-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 03/31/2029                                                                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11461800 | PA      | $11702676.83  | 3.16%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                   | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29687.73     | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                          | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $48832.61     | 0.01%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                          | ESAB CORP 6.25% 04/15/2029 144A                                                                         | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66628.77     | 0.02%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                          | MATADOR RES CO 6.5% 04/15/2032 144A                                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40850.43     | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 5.338% 04/04/2027 144A                                                                 | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355054.94    | 0.10%             | 2027-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                           | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29963.60     | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                   | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     18000 | PA      | $18541.35     | 0.01%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                            | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                               | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     39500 | PA      | $39433.25     | 0.01%             | 2031-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                             | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                                            | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49288 | PA      | $49542.19     | 0.01%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                           | AMPHENOL CORPORATION NEW 5.05% 04/05/2029                                                               | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84768.52     | 0.02%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.3% 04/05/2029                                                                            | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1246000 | PA      | $1291437.68   | 0.35%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                            | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58751.95     | 0.02%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                         | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     46921 | PA      | $47510.38     | 0.01%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                         | NUVEEN LLC 5.55% 01/15/2030 144A                                                                        | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $69934.16     | 0.02%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                             | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                                  | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    352000 | PA      | $356518.73    | 0.10%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                       | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     73000 | PA      | $76005.41     | 0.02%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                                 | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027                                                     | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126662 | PA      | $127575.55    | 0.03%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.571%/VAR 04/22/2028                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    222000 | PA      | $225980.63    | 0.06%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                                            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712815.92    | 0.19%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                              | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                             | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25278.85     | 0.01%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                  | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                                 | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50742.58     | 0.01%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                             | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57089.07     | 0.02%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                            | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $73022.78     | 0.02%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                        | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                           | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    443000 | PA      | $446960.35    | 0.12%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                           | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                        | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112638 | PA      | $112708.22    | 0.03%             | 2041-05-15      | Floating      | 0.05%                 | 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 7% 02/01/2030 144A     | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35202.65     | 0.01%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                   | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                                                   | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19000 | PA      | $19394.04     | 0.01%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                     | FORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 144A                                                    | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    192000 | PA      | $195080.04    | 0.05%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65840.58     | 0.02%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                         | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61792.02     | 0.02%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                 | INGERSOLL RAND INC 5.197% 06/15/2027                                                                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304385.83    | 0.08%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                 | INGERSOLL RAND INC 5.176% 06/15/2029                                                                    | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311155.88    | 0.08%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                    | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59962.89     | 0.02%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                         | HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A                                                         | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $65189.75     | 0.02%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                     | PNC FINANCIAL SERVICES GRP INC 5.492%/VAR 05/14/2030                                                    | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1921622.69   | 0.52%             | 2030-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                            | MKS INC CONV 1.25% 06/01/2030                                                                           | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     25000 | PA      | $43487.50     | 0.01%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.85% 05/17/2027                                                               | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508193.61    | 0.14%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                      | PRA GROUP INC 8.875% 01/31/2030 144A                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47822.50     | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                            | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     90000 | PA      | $93005.25     | 0.03%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                   | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136475.17    | 0.04%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                        | STAPLES INC 10.75% 09/01/2029 144A                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    147000 | PA      | $134881.93    | 0.04%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 7.125%/VAR PERP                                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     35000 | PA      | $36175.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                      | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                                   | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100031.25    | 0.03%             | 2041-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     63960 | PA      | $52639.40     | 0.01%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                 | RGA GLOBAL FUNDING 5.448% 05/24/2029 144A                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    193000 | PA      | $200347.57    | 0.05%             | 2029-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                 | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                                  | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49297 | PA      | $48845.33     | 0.01%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                          | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1340000 | PA      | $1407027.48   | 0.38%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                       | ARI FLEET LEASE TRUST 2024-B 5.26% 04/15/2033 144A                                                      | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101938.72    | 0.03%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                | ACRISURE LLC / ACRISURE FINANCE INC 8.5% 06/15/2029 144A                                                | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109747.39    | 0.03%             | 2029-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | OLYMPUS WATER US HOLDING CORPORATION 7.25% 06/15/2031 144A                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74689.59     | 0.02%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                        | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50385.74     | 0.01%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $80595.91     | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                               | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26382.88     | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                               | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $32293.04     | 0.01%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     43000 | PA      | $44223.91     | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                        | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                       | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66162 | PA      | $66533.61     | 0.02%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                               | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $68694.12     | 0.02%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A                                         | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152584.05    | 0.04%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                                  | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230942.14    | 0.06%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                                   | KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A                                                  | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101474.04    | 0.03%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                             | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1760000 | PA      | $1813207.92   | 0.49%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                         | PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A                                                       | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    167334 | PA      | $171735.04    | 0.05%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 5.5% 02/01/2030 144A                                                        | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $574515.41    | 0.15%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                                                      | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1168760.83   | 0.32%             | 2027-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                 | BANCO SANTANDER SA 5.365%/VAR 07/15/2028                                                                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203548.28    | 0.05%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 5.05% 07/12/2029                                                                           | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    246000 | PA      | $254532.64    | 0.07%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 5.05% 07/12/2027                                                                           | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    197000 | PA      | $200266.95    | 0.05%             | 2027-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                              | ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A                                             | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206000 | PA      | $208701.11    | 0.06%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                  | GEO GROUP INC/THE 10.25% 04/15/2031                                                                     | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69789.66     | 0.02%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                  | GEO GROUP INC/THE 8.625% 04/15/2029                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57228.38     | 0.02%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                                    | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    740000 | PA      | $761418.67    | 0.21%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                      | SUMMIT MIDSTREAM HOLDINGS LLC 8.625% 10/31/2029 144A                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14652.68     | 0.00%             | 2029-10-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                             | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42602.87     | 0.01%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                                            | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                                  | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    311000 | PA      | $311188.47    | 0.08%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                   | EQT TR 2024-EXTR A VAR 07/05/2041 144A                                                                  | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406000 | PA      | $416252.72    | 0.11%             | 2041-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                             | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87132.40     | 0.02%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                               | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56583.04     | 0.02%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 4.95% 07/01/2027                                                                          | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106250.67    | 0.03%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                    | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54554.81     | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                                | M2S GROUP TERM B 1LN 8/25/2031                                                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76610 | PA      | $75524.02     | 0.02%             | 2031-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26541.55     | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                  | POST HLDGS INC 6.375% 03/01/2033 144A                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35625.87     | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.8% 11/15/2029                                                                        | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173218.70    | 0.05%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                            | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8672 | PA      | $0.00         | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                     | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    144000 | PA      | $148420.94    | 0.04%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                                  | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     70554 | PA      | $71284.15     | 0.02%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO TRUST 2024-C                                                       | WORLD OMNI AUTO TRUST 2024-C A3 4.43% 12/17/2029                                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    194000 | PA      | $195328.98    | 0.05%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                           | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20694.35     | 0.01%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                 | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                  | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $27056.69     | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 4.964%/VAR 08/15/2030                                                                 | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $963694.55    | 0.26%             | 2030-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                             | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                                  | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132025.22    | 0.04%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                          | COREBRIDGE GBL FUNDING 4.65% 08/20/2027 144A                                                            | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    116000 | PA      | $117084.65    | 0.03%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                 | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                                  | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49222 | PA      | $49101.43     | 0.01%             | 2034-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                                          | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                                | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250452.25    | 0.07%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 6.25% 03/01/2030 144A                                                                      | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     29000 | PA      | $29689.07     | 0.01%             | 2030-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     86000 | PA      | $87519.96     | 0.02%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                         | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71854.79     | 0.02%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                 | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81611.93     | 0.02%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                               | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66084.66     | 0.02%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                      | PG and E CORP 7.375%/VAR 03/15/2055                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    171000 | PA      | $176981.41    | 0.05%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.25% 09/24/2027                                                                              | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33157.85     | 0.01%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.4% 10/15/2029                                                                               | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35295.53     | 0.01%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                 | BUNGE LTD FIN CORP 4.1% 01/07/2028                                                                      | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196968.48    | 0.05%             | 2028-01-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                               | WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A                                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25530.95     | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                 | AVIS BUDG CAR RENT LLC/FIN INC 8.25% 01/15/2030 144A                                                    | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15131.25     | 0.00%             | 2030-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                       | FOCUS FINANCIAL PARTNERS LLC 6.75% 09/15/2031 144A                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59684.31     | 0.02%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 5.55% 09/13/2029 144A                                                    | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9978.12      | 0.00%             | 2029-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                      | INTERCONTINENTAL EXCHANGE INC 3.625% 09/01/2028                                                         | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397313.52    | 0.11%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                      | HEWLETT PACKARD ENTERPRISE CO 4.4% 09/25/2027                                                           | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159914.91    | 0.04%             | 2027-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                     | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87677.77     | 0.02%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                   | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     61000 | PA      | $61965.02     | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                                                 | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                                                     | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    313514 | PA      | $314123.63    | 0.08%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     15000 | PA      | $15467.21     | 0.00%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                     | TRONOX TERM B 1LN 09/30/2031                                                                            | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    114798 | PA      | $89255.83     | 0.02%             | 2031-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                               | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62341.08     | 0.02%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                   | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21039.84     | 0.01%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.125%/VAR PERP                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     10000 | PA      | $10304.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                           | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $100019.33    | 0.03%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72340.94     | 0.02%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                          | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19738.25     | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 4.6% 10/01/2029 144A                                                       | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    624000 | PA      | $626114.90    | 0.17%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                             | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $70840.44     | 0.02%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120144.20    | 0.03%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                       | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     36032 | PA      | $127283.04    | 0.03%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                       | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24480.65     | 0.01%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                       | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24627 | PA      | $8902.66      | 0.00%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                              | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    108000 | PA      | $110368.87    | 0.03%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                            | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33235.56     | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 4.721% 10/08/2029 144A                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1320701.16   | 0.36%             | 2029-10-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                              | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A                                             | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88000 | PA      | $88974.44     | 0.02%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                           | DELL EQUIP FIN TR 2024-2 4.59% 08/22/2030 144A                                                          | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100650.45    | 0.03%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                   | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                          | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $146808.62    | 0.04%             | 2041-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                         | CNH INDUSTRIAL CAPITAL LLC 4.5% 10/08/2027                                                              | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    646000 | PA      | $650599.30    | 0.18%             | 2027-10-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                             | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70871.42     | 0.02%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                     | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59264 | PA      | $55915.55     | 0.02%             | 2029-06-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    950000 | PA      | $967561.17    | 0.26%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                            | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41244.81     | 0.01%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                                       | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                                      | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       470 | PA      | $469.68       | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                      | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67980.59     | 0.02%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                           | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     87000 | PA      | $86743.96     | 0.02%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES   | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $108507.84    | 0.03%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                                    | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    171287 | PA      | $171287.49    | 0.05%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                    | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177305.86    | 0.05%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                                    | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                          | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    550000 | PA      | $550458.15    | 0.15%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP PIK VAR 11/30/2030                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146849.33    | 0.04%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                      | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71564.88     | 0.02%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                              | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73778.71     | 0.02%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                               | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109335.00    | 0.03%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                              | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                                    | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    421000 | PA      | $421388.58    | 0.11%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                              | ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A                                                              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112771.17    | 0.03%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                          | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    506000 | PA      | $529124.35    | 0.14%             | 2028-11-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                    | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     21000 | PA      | $21918.75     | 0.01%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                            | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    103000 | PA      | $108796.46    | 0.03%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 4.62% 11/20/2030                                                                   | CUSIP: 92348KDM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $477289.47    | 0.13%             | 2030-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                       | STRATEGY INC CONV 0% 12/01/2029                                                                         | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    157000 | PA      | $128159.10    | 0.03%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                          | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115237.44    | 0.03%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                         | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                        | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27945.08     | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101579.39    | 0.03%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.259% 05/01/2027                                                                             | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29708.70     | 0.01%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                                              | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                                     | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    990000 | PA      | $991277.10    | 0.27%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                                  | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                        | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $374700.38    | 0.10%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                    | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                          | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    372000 | PA      | $372269.33    | 0.10%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49435.82     | 0.01%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                                             | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    297000 | PA      | $304644.23    | 0.08%             | 2029-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.95% 01/15/2028 144A                                                       | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1316000 | PA      | $1333477.84   | 0.36%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                           | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                                | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49400 | PA      | $49415.32     | 0.01%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                        | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     80500 | PA      | $78875.63     | 0.02%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP/DE                                                                    | SANDISK TERM B 1LN 2/20/2032                                                                            | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1960 | PA      | $1960.50      | 0.00%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                   | UWM HOLDINGS LLC 6.625% 02/01/2030 144A                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $78402.97     | 0.02%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                        | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346000 | PA      | $346432.78    | 0.09%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                                 | RIOT PLATFORMS INC CONV 0.75% 01/15/2030                                                                | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     68000 | PA      | $92242.00     | 0.02%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                          | TORONTO DOMINION BANK 4.783% 12/17/2029                                                                 | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    359000 | PA      | $369275.42    | 0.10%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                     | TRONOX TERM B 1LN 04/04/2029                                                                            | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     14962 | PA      | $12063.36     | 0.00%             | 2029-04-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2019-III                                                           | BARINGS CLO LTD 2019-III A1RR TSFR3M+114 01/20/2036 144A                                                | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600603.00    | 0.16%             | 2036-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                       | GALLAGHER (ARTHUR J.) and CO 4.6% 12/15/2027                                                            | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    274000 | PA      | $277076.82    | 0.07%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                       | ACRISURE TERM B6 1LN 11/06/2030                                                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      4950 | PA      | $4785.41      | 0.00%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                       | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     58841 | PA      | $58620.60     | 0.02%             | 2028-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                            | USI TERM D 1LN 11/21/2029                                                                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     53905 | PA      | $53635.96     | 0.01%             | 2029-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89442.15     | 0.02%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD                                                               | SOLENIS TERM B6 1LN 6/20/2031                                                                           | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35112 | PA      | $34388.14     | 0.01%             | 2031-06-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.875% 11/07/2029                                                              | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    470000 | PA      | $486095.96    | 0.13%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                            | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376353.37    | 0.10%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                              | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1930000 | PA      | $2030360.00   | 0.55%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                          | COREBRIDGE GBL FUNDING 4.9% 01/07/2028 144A                                                             | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208479.55    | 0.06%             | 2028-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                        | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1880000 | PA      | $1929115.70   | 0.52%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                                   | LINCOLN FINANCIAL GLOBAL FUNDING 5.3% 01/13/2030 144A                                                   | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    601000 | PA      | $617461.60    | 0.17%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.95% 01/13/2028 144A                                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    152000 | PA      | $154599.24    | 0.04%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                            | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                            | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $2076021.09   | 0.56%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                          | FLYNN RESTAURANT TERM B 1LN 01/28/2032                                                                  | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     14663 | PA      | $14397.37     | 0.00%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                   | CALIBER COLLISION TERM B 1LN 01/30/2031                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     19464 | PA      | $19339.87     | 0.01%             | 2031-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510996.70    | 0.14%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                                 | HUNTER DOUGLAS TERM B 1LN 1/17/2032                                                                     | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |     37848 | PA      | $37808.94     | 0.01%             | 2032-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                    | ENVU TERM B 1LN 10/04/2029                                                                              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     88995 | PA      | $87181.87     | 0.02%             | 2029-10-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                  | CLARIOS TERM B 1LN 01/28/2032                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      4988 | PA      | $4970.89      | 0.00%             | 2032-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                  | WASTE PRO USA INC 7% 02/01/2033 144A                                                                    | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26018.65     | 0.01%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                          | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                         | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62847.60     | 0.02%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                           | AZULE ENERGY FINANCE PLC 8.125% 01/23/2030 144A                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25390.83     | 0.01%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                           | BASS PRO TERM B 1LN 01/23/2032                                                                          | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     92836 | PA      | $92604.33     | 0.02%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                   | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                 | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $47890.33     | 0.01%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                            | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2023064.94   | 0.55%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                            | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    115000 | PA      | $120426.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                     | MORGAN STANLEY BK NA SALT LAKE 5.016%/VAR 01/12/2029                                                    | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    267000 | PA      | $272143.90    | 0.07%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.979%/VAR 01/24/2029                                                       | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508933.03    | 0.14%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                 | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                         | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $694060.64    | 0.19%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                                | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                   | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     93743 | PA      | $89055.79     | 0.02%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                    | INTRAFI TERM B 1LN 07/31/2031                                                                           | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39675 | PA      | $37133.68     | 0.01%             | 2031-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 01/31/2030                                                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5231400 | PA      | $5381802.75   | 1.45%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                              | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.82% 02/20/2029 144A                                             | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $264564.25    | 0.07%             | 2029-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                | AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031                                                               | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121913.73    | 0.03%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                              | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121597.87    | 0.03%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                                     | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     85000 | PA      | $89036.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                              | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.25% 03/15/2030 144A                                             | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    327000 | PA      | $337550.76    | 0.09%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     63000 | PA      | $65217.41     | 0.02%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                      | SINCLAIR BROADCASTING TERM B7 1LN 12/31/2030                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    119774 | PA      | $100110.59    | 0.03%             | 2030-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 5.13%/VAR 02/14/2031                                                                | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $652318.34    | 0.18%             | 2031-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                               | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58449.83     | 0.02%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                         | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                       | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60995.34     | 0.02%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                             | TWITTER TERM B1 1LN 10/26/2029                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228898 | PA      | $229374.47    | 0.06%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                    | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |     79600 | PA      | $79401.00     | 0.02%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 6.95%/VAR PERP                                                                            | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     75000 | PA      | $77106.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                         | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     84000 | PA      | $86753.31     | 0.02%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                                             | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                                     | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1390000 | PA      | $1389305.00   | 0.37%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                             | X TERM 1LN 10/26/2029                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91000 | PA      | $95413.50     | 0.03%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                  | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450919 | PA      | $450355.59    | 0.12%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A                                                      | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54657 | PA      | $54520.24     | 0.01%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     65000 | PA      | $67224.17     | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 7.625%/VAR PERP                                                                            | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |     23000 | PA      | $24422.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 5.2% 04/01/2030                                                                           | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1267521.30   | 0.34%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5% 03/01/2028                                                                                   | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229659.74    | 0.06%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                         | HPS CORPORATE LENDING FUND 6.25% 09/30/2029                                                             | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510492.42    | 0.14%             | 2029-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $28771.74     | 0.01%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                      | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    804000 | PA      | $834575.03    | 0.23%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                             | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26065.53     | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.786%/VAR 03/04/2029                                                                     | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1299239.80   | 0.35%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029                                                                 | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    408000 | PA      | $414657.47    | 0.11%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                          | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14647.07     | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                            | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                               | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |    144562 | PA      | $68612.18     | 0.02%             | 2028-10-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                                     | CHEVRON PHIL CHEM LLC /CHEV LP 4.75% 05/15/2030 144A                                                    | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $415803.52    | 0.11%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                        | ALUMINA LTD 6.375% 09/15/2032 144A                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    123000 | PA      | $127703.40    | 0.03%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXV LTD                                                | BENEFIT STREET PARTNERS CLO XXV LTD A1R TSFR3M+100 01/15/2035 144A                                      | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    486000 | PA      | $486093.80    | 0.13%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10077.63     | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                       | NEW GOLD INC 6.875% 04/01/2032 144A                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $30819.23     | 0.01%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2025-VTT                                                   | WELLS FARGO COML MTG TR 2025-VTT A VAR 03/15/2038 144A                                                  | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $104991.14    | 0.03%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.6% 03/01/2028 144A                                                                           | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    701000 | PA      | $711168.71    | 0.19%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.8% 03/01/2030 144A                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1307609.17   | 0.35%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                   | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38933.70     | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                           | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25808.70     | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                | DOMINION ENERGY INC 5% 06/15/2030                                                                       | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1206201.20   | 0.33%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                | PUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/2030                                                           | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1174730.61   | 0.32%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    107000 | PA      | $112522.28    | 0.03%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                       | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21068.48     | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                           | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     33000 | PA      | $35386.46     | 0.01%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 4.9% 03/15/2030                                                                     | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1407849.10   | 0.38%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                     | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $85971.70     | 0.02%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                              | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82883.76     | 0.02%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                    | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |     24531 | PA      | $24623.24     | 0.01%             | 2030-03-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                       | STRATEGY INC SER A 10% PERP PFD                                                                         | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       296 | NS      | $29206.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 BC LTD                                                                     | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36194.64     | 0.01%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                             | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                                    | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367190 | PA      | $367649.04    | 0.10%             | 2040-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                               | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25835.90     | 0.01%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 03/31/2030                                                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3885000 | PA      | $3962700.00   | 1.07%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                     | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    244224 | PA      | $237576.65    | 0.06%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                       | VISTAJET TERM B 1LN 04/01/2031                                                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |      9950 | PA      | $9956.27      | 0.00%             | 2031-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 5% 03/27/2030 144A                                              | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    257000 | PA      | $263249.18    | 0.07%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 4.907% 04/01/2028 144A                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2128202.84   | 0.57%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37279.37     | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                      | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2523 | PA      | $0.00         | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FLATIRON CLO LTD                                                                   | FLATIRON CLO LTD AR2 TSFR3M+118 11/16/2034 144A                                                         | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    434598 | PA      | $434875.65    | 0.12%             | 2034-11-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 04/01/2028                                                                     | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $2063072.05   | 0.56%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5% 04/01/2030                                                                        | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1990069.44   | 0.54%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                       | FORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A                                                      | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332370.35    | 0.09%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                                            | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    556000 | PA      | $559997.16    | 0.15%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                   | LPL HOLDINGS INC 4.9% 04/03/2028                                                                        | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2168000 | PA      | $2193087.97   | 0.59%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                        | PAYCHEX INC 5.1% 04/15/2030                                                                             | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1785153.98   | 0.48%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 5.165% 06/15/2030                                                                          | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1316327.14   | 0.35%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 4.85% 05/15/2028 144A                                                                 | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    277000 | PA      | $282636.75    | 0.08%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 5.21% 06/15/2030 144A                                                                 | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    232000 | PA      | $242270.61    | 0.07%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1529372.73   | 0.41%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1578416.87   | 0.43%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTST LINE CO                                                      | TRANS-ALLEGHENY INTST LINE CO 5.2% 01/15/2031 144A                                                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1882165.77   | 0.51%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $32170.54     | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    489000 | PA      | $498543.13    | 0.13%             | 2029-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681374.57    | 0.18%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                | AMERICAN EXPRESS CO 4.731%/VAR 04/25/2029                                                               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    560000 | PA      | $569274.82    | 0.15%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                          | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45571.50     | 0.01%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                            | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30785.53     | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                      | EW SCRIPPS TERM B3 1LN 11/30/2029                                                                       | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     40000 | PA      | $38720.00     | 0.01%             | 2029-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                    | WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A                                                    | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1692019.10   | 0.46%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 4.125% 04/28/2028                                                                | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684840.48    | 0.18%             | 2028-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                             | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                                          | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37722 | PA      | $37770.70     | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 4.792%/VAR 05/09/2029 144A                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    680000 | PA      | $688628.57    | 0.19%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                   | AMERICAN INTERNATIONAL GRP INC 4.85% 05/07/2030                                                         | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    725000 | PA      | $743861.77    | 0.20%             | 2030-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                       | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    770000 | PA      | $780928.69    | 0.21%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                          | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                                    | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    431000 | PA      | $431866.31    | 0.12%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                         | PINNACLE WEST CAPITAL CORP 4.9% 05/15/2028                                                              | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179416.84    | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                         | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                                             | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1752991.10   | 0.47%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                            | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     84000 | PA      | $86448.94     | 0.02%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    150000 | PA      | $156753.30    | 0.04%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.249%/VAR 05/22/2029 144A                                                      | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    955000 | PA      | $975800.05    | 0.26%             | 2029-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                | ALA TRUST 2025-OANA A VAR 06/15/2040 144A                                                               | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $447232.57    | 0.12%             | 2040-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                  | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79641.70     | 0.02%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.63% 04/15/2030                                                                        | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $335960.36    | 0.09%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.84% 04/15/2030                                                                        | CUSIP: 34529BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $167467.21    | 0.05%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A                                                     | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101759.14    | 0.03%             | 2029-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                      | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160629.77    | 0.04%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                      | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    307000 | PA      | $318561.93    | 0.09%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                     | SABRE GLBL INC 11.125% 07/15/2030 144A                                                                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     26000 | PA      | $18850.00     | 0.01%             | 2030-07-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                                                 | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1520000 | PA      | $1567606.37   | 0.42%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                              | AHLSTROM TERM B 1LN 5/23/2030                                                                           | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |     49750 | PA      | $49723.44     | 0.01%             | 2030-05-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.7% 08/15/2030                                                                            | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    449000 | PA      | $460368.05    | 0.12%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                                | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                                    | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    541000 | PA      | $541904.55    | 0.15%             | 2036-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                         | HPS CORPORATE LENDING FUND 5.3% 06/05/2027 144A                                                         | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1666448.81   | 0.45%             | 2027-06-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                          | IQVIA INC 6.25% 06/01/2032 144A                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40118.36     | 0.01%             | 2032-06-01      | 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 10% 01/15/2031 144A                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $44456.42     | 0.01%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                      | JH NORTH AMERICA HOLDINGS INC 5.875% 01/31/2031 144A                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83747.58     | 0.02%             | 2031-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                        | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $69737.08     | 0.02%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                   | EQUITABLE AMERICA GLOBAL FUNDING 4.95% 06/09/2030 144A                                                  | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    923000 | PA      | $943004.35    | 0.25%             | 2030-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 5.45% 09/09/2028 144A                                                        | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1494918.72   | 0.40%             | 2028-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 5.8% 09/09/2030 144A                                                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100311.69    | 0.03%             | 2030-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                   | EQUITABLE AMERICA GLOBAL FUNDING 4.65% 06/09/2028 144A                                                  | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1183357.01   | 0.32%             | 2028-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-B                                                      | OPORTUN ISSUANCE TRUST 2025-B 4.88% 05/09/2033 144A                                                     | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $286669.76    | 0.08%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                               | ROCKET COS INC 6.125% 08/01/2030 144A                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $88232.04     | 0.02%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 4.9% 09/15/2030                                                                          | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    227000 | PA      | $233114.17    | 0.06%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                                             | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.55% 08/12/2030                                                 | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $313058.77    | 0.08%             | 2030-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                           | X.AI TERM B 1LN 06/28/2030                                                                              | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4975 | PA      | $5153.55      | 0.00%             | 2030-06-28      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                           | X.AI TERM 1LN 06/28/2030                                                                                | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14937 | PA      | $16913.55     | 0.00%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                                        | USB AUTO OWNER TRUST 2025-1 4.49% 06/17/2030 144A                                                       | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151514.06    | 0.04%             | 2030-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                     | WHIRLPOOL CORP 6.125% 06/15/2030                                                                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46206.45     | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                     | WHIRLPOOL CORP 6.5% 06/15/2033                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9979.46      | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                                | NEW HOME CO INC/THE 8.5% 11/01/2030 144A                                                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31239.54     | 0.01%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029                                                          | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    371000 | PA      | $377279.10    | 0.10%             | 2029-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                  | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10346.62     | 0.00%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                | BROWN and BROWN INC 4.7% 06/23/2028                                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110030.77    | 0.03%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                | BROWN and BROWN INC 4.9% 06/23/2030                                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    223000 | PA      | $226693.51    | 0.06%             | 2030-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.6% 06/20/2028                                                                            | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $77021.12     | 0.02%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                               | BEACON MOBILITY CORP 7.25% 08/01/2030 144A                                                              | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31422.90     | 0.01%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 4.875% 06/23/2027 144A                                                                 | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    590000 | PA      | $597059.39    | 0.16%             | 2027-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                         | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26937.78     | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                     | PROOFPOINT TERM 1LN 08/31/2028                                                                          | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |    194394 | PA      | $185797.47    | 0.05%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                        | SKECHERS TERM B 1LN 09/13/2032                                                                          | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      5000 | PA      | $5006.25      | 0.00%             | 2032-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                           | ARES CLO AR2 TSFR3M+131 07/15/2038 144A                                                                 | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501844.50    | 0.14%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                       | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030 144A                                                      | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $230060.22    | 0.06%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                        | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     26351 | PA      | $29117.93     | 0.01%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 4.5% 06/30/2028 144A                                                        | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1490000 | PA      | $1505572.08   | 0.41%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                  | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                                 | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $87772.53     | 0.02%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                           | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     15000 | PA      | $15199.50     | 0.00%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                  | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                           | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    838189 | PA      | $838701.38    | 0.23%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                                             | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1585000 | PA      | $1616201.80   | 0.44%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.625% 06/30/2030                                                                      | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122068.57    | 0.03%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2016-11 LTD                                                                | OCP CLO 2016-11 LTD XR TSFR3M+ 07/26/2038 144A                                                          | CUSIP: 67110DBN6<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    376000 | PA      | $375988.34    | 0.10%             | 2038-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                           | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                              | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    312000 | PA      | $311029.68    | 0.08%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29307 | PA      | $14506.90     | 0.00%             | 2026-03-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21989 | PA      | $21989.18     | 0.01%             | 2026-03-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                      | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                                  | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37710 | PA      | $37765.95     | 0.01%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                               | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                              | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124000 | PA      | $127117.37    | 0.03%             | 2040-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     15000 | PA      | $15566.99     | 0.00%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 4.6% 07/15/2030                                                                            | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511236.14    | 0.14%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                                  | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1660000 | PA      | $1685078.12   | 0.45%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201814.29    | 0.05%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXII LTD                                               | BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A                                     | CUSIP: 08186UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    780000 | PA      | $780971.88    | 0.21%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                              | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5% 09/15/2030 144A                                                | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    600000 | PA      | $613478.41    | 0.17%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15872.50     | 0.00%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC T5Y+289 6.875%/VAR PERP                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    100000 | PA      | $102515.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.41% 05/18/2040 144A                                                  | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $605972.10    | 0.16%             | 2040-05-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                     | MORGAN STANLEY PRIVATE BANK NA 4.466%/VAR 07/06/2028                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    720000 | PA      | $724701.61    | 0.20%             | 2028-07-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                      | COREWEAVE INC 9% 02/01/2031 144A                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131221.82    | 0.04%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                      | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                                     | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129420 | PA      | $128573.69    | 0.03%             | 2029-01-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    100000 | PA      | $102896.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 03/15/2033 144A                                                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19431.38     | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70819.73     | 0.02%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | SOLENIS TERM B 1LN 11/3/2032                                                                            | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      5000 | PA      | $4910.40      | 0.00%             | 2032-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                       | STRATEGY INC 9%/VAR PERP PFD                                                                            | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       224 | NS      | $22400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                                                | MEDLINE TERM B 1LN 10/23/2028                                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     19491 | PA      | $19512.38     | 0.01%             | 2028-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                             | ADVANCE AUTO PARTS INC 7% 08/01/2030 144A                                                               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16414.00     | 0.00%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                      | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                          | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |     44888 | PA      | $43989.75     | 0.01%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     49745 | PA      | $42926.25     | 0.01%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    875000 | PA      | $891160.98    | 0.24%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                      | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160662.72    | 0.04%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                       | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41098.94     | 0.01%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55215.99     | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                       | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    297000 | PA      | $300367.88    | 0.08%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91404.60     | 0.02%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                     | ALLIANT HOLDINGS TERM B 1LN 09/19/2031                                                                  | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     49080 | PA      | $47886.67     | 0.01%             | 2031-09-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                              | HIGHTOWER TERM B 1LN 02/03/2032                                                                         | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     74073 | PA      | $72915.82     | 0.02%             | 2032-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCO PARENT INC                                                                   | DUCK CREEK TERM B 1LN 8/6/2032                                                                          | CUSIP: 25461GAB9<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |     75000 | PA      | $72937.50     | 0.02%             | 2032-08-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                        | ALLIED UNIVERSAL TERM B 1LN 08/20/2032                                                                  | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     24938 | PA      | $24922.04     | 0.01%             | 2032-08-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17672.26     | 0.00%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                       | MILLROSE PROPERTIES INC REIT 6.375% 08/01/2030 144A                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $116952.60    | 0.03%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-5 LTD                                                 | BAIN CAPITAL CREDIT CLO 2020-5 LTD ARR TSFR3M+115 04/20/2034 144A                                       | CUSIP: 05683FBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1211144.66   | 0.33%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                           | LINDBLAD EXPEDITIONS LLC 7% 09/15/2030 144A                                                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15735.54     | 0.00%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                    | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                                   | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74850 | PA      | $71444.33     | 0.02%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                    | INTRAFI NETWORK TERM B 2LN 2/16/2032                                                                    | CUSIP: 65343UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29137.50     | 0.01%             | 2032-02-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 4.93% 07/25/2055 144A                                                      | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    730000 | PA      | $743276.80    | 0.20%             | 2055-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE HOLDING LLC 6.625% 08/15/2032 144A                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45523.22     | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                          | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027                                             | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    859000 | PA      | $868278.19    | 0.23%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE TERM B 1LN 8/13/2032                                                                     | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      9950 | PA      | $9208.73      | 0.00%             | 2032-08-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                        | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                         | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     45333 | PA      | $198.33       | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                                                                  | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58605.29     | 0.02%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10344.98     | 0.00%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-C                                                      | OPORTUN ISSUANCE TRUST 2025-C 4.49% 07/08/2033 144A                                                     | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135000 | PA      | $135366.82    | 0.04%             | 2033-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57077.97     | 0.02%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                    | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                                         | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    246000 | PA      | $247646.16    | 0.07%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                            | SIMON PROPERTY GROUP LP 4.375% 10/01/2030                                                               | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    730000 | PA      | $739327.51    | 0.20%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 5.625% 08/15/2030 144A                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41537.55     | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 6% 08/15/2033 144A                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21339.91     | 0.01%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A                                | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1009000 | PA      | $1010855.55   | 0.27%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                 | RGA GLOBAL FUNDING 4.35% 08/25/2028 144A                                                                | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653295.38    | 0.18%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                             | SEMPRA 6.375%/VAR 04/01/2056                                                                            | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76794.15     | 0.02%             | 2056-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                   | JERSEY CENTRAL POWR and LIGHT CO 4.4% 01/15/2031 144A                                                   | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    284000 | PA      | $285635.89    | 0.08%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                          | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 09/15/2032 144A                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72661.75     | 0.02%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 TERM B4 1LN 03/29/2032                                                                          | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     10000 | PA      | $10015.00     | 0.00%             | 2032-03-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 7.875%/VAR PERP 144A                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |    126000 | PA      | $130252.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 5.625% 03/15/2031 144A                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124057.40    | 0.03%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                            | SIERRA PACIFIC POWER CO 6.375%/VAR 12/15/2055                                                           | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74579.57     | 0.02%             | 2055-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 7 LP                                                         | PK ALIFT LOAN FUNDING 7 LP 4.75% 03/15/2043 144A                                                        | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237708 | PA      | $239257.49    | 0.06%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.375% 09/15/2028                                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11871500 | PA      | $11867326.46  | 3.20%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.17% 02/20/2030 144A                                                    | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    315000 | PA      | $316398.63    | 0.09%             | 2030-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                              | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                                                  | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111561.40    | 0.03%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 4.85% 01/15/2029 144A                                                        | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    473000 | PA      | $465606.84    | 0.13%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 5.875% 01/15/2031 144A                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $60617.88     | 0.02%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                                        | STELLANTIS FINL SVC US CORP 4.95% 09/15/2028 144A                                                       | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403292.20    | 0.11%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                   | UWM HOLDINGS LLC 6.25% 03/15/2031 144A                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $50240.96     | 0.01%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                                                | WORLD OMNI SELECT AUTO TRUST 2025-A 4.08% 08/15/2031                                                    | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100526.93    | 0.03%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC                            | INVESCO CLO 2021-3A A1R TSFR3M+108 10/22/2034 144A                                                      | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650828.10    | 0.18%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                              | ZF NORTH AMER CAP INC 7.5% 03/24/2031 144A                                                              | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44316.40     | 0.01%             | 2031-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                        | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20354.53     | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                             | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.25% 10/01/2033 144A                            | CUSIP: 91740PAH1<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51864.60     | 0.01%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                         | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                   | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     80000 | PA      | $79980.00     | 0.02%             | 2032-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACCELYA LUX FINCO SARL                                                             | ACCELYA TERM B 1LN 10/1/2032                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     80000 | PA      | $77400.00     | 0.02%             | 2032-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                  | SOUTHERN POWER CO 4.25% 10/01/2030                                                                      | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1352670.13   | 0.36%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                            | PARK RIVER HOLDINGS INC 8% 03/15/2031 144A                                                              | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10064.13     | 0.00%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                              | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $34716.34     | 0.01%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.375% 11/15/2030                             | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    227000 | PA      | $227599.00    | 0.06%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                           | NORTHERN OIL AND GAS INC 7.875% 10/15/2033 144A                                                         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72584.79     | 0.02%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                      | GOLAR LNG LTD 7.5% 10/02/2030 144A                                                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $75099.00     | 0.02%             | 2030-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                               | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.5% 10/01/2030 144A                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54781.75     | 0.01%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 5.25% 10/15/2028 144A                                                              | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112538.50    | 0.03%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                            | UNITI GROUP TERM B 1LN 10/6/2032                                                                        | CUSIP: 97381JAK9<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |     50000 | PA      | $50000.00     | 0.01%             | 2032-10-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                            | PRIMESOURCE TERM B 1LN 3/15/2031                                                                        | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |      5000 | PA      | $4971.00      | 0.00%             | 2031-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 4.375% 09/30/2030 144A                                                             | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    533000 | PA      | $535723.18    | 0.14%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                         | COPT DEFENSE PROPERTIES LP 4.5% 10/15/2030                                                              | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    353000 | PA      | $354541.10    | 0.10%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                     | AMERICAN ELEC PWR CO INC 5.80%/VAR 03/15/2056                                                           | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90437.67     | 0.02%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.45% 09/26/2030                                                                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    517000 | PA      | $507049.65    | 0.14%             | 2030-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.8% 09/26/2032                                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24428.13     | 0.01%             | 2032-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                            | WINDSTREAM SERVICES LLC 7.5% 10/15/2033 144A                                                            | CUSIP: 97382BAB5<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19768.21     | 0.01%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                     | NISSAN MOTOR ACCEPTANCE CO LLC 6.125% 09/30/2030 144A                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21048.62     | 0.01%             | 2030-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                       | ALIMENTATION COUCHE-TARD INC 4.148% 09/29/2028 144A                                                     | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $502812.79    | 0.14%             | 2028-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | OLYMPUS WATER US HOLDING CORPORATION 7.25% 02/15/2033 144A                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29864.03     | 0.01%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 5YR NOTE (CBT) FUT JUN26 FVM6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       281 | NC      | $183447.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 2YR NOTE (CBT) FUT JUN26 TUM6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        16 | NC      | $4722.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                               | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                                                | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $325406.25    | 0.09%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE TERM 1LN B3 10/15/2032                                                                  | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |     40000 | PA      | $39860.00     | 0.01%             | 2032-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                           | SESI LLC 7.875% 09/30/2030 144A                                                                         | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81682.93     | 0.02%             | 2030-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                  | WBI OPERATING LLC 6.25% 10/15/2030 144A                                                                 | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $125366.52    | 0.03%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                   | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                                | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8468 | PA      | $9050.60      | 0.00%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.125% 05/01/2029 144A                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     30000 | PA      | $30399.51     | 0.01%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                       | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     29000 | PA      | $31137.94     | 0.01%             | 2032-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     14481 | PA      | $13868.54     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     12195 | PA      | $11822.03     | 0.00%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    112682 | PA      | $108177.41    | 0.03%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                               | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                              | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15232.61     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 4.891% 08/20/2055 144A                                                                | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    134662 | PA      | $136057.28    | 0.04%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                               | ROCKET COS INC 6.5% 08/01/2029 144A                                                                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $42122.13     | 0.01%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                           | LUXCO 3                                                                                                 | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |       179 | NS      | $3252.97      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                            | CRH AMER FIN INC 4.4% 02/09/2031                                                                        | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    680000 | PA      | $685068.56    | 0.18%             | 2031-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                            | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5% 05/01/2028 144A                              | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $64841.98     | 0.02%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                            | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5.75% 05/15/2028 144A                           | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18739.17     | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                                          | RR 16 LTD A1R TSFR3M+105 07/15/2036 144A                                                                | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $520049.40    | 0.14%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                           | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA VAR 11/05/2037 144A                                            | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102070.47    | 0.03%             | 2037-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                   | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $178973.37    | 0.05%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.255%/VAR 10/22/2031                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    840000 | PA      | $842510.37    | 0.23%             | 2031-10-22      | Variable      | 0.04%                 | 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 5.5% 03/31/2031 144A             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25168.25     | 0.01%             | 2031-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 4.2% 10/27/2028                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    284000 | PA      | $285084.72    | 0.08%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                              | VOLCAN CIA MINERA SAA 8.5% 10/28/2032 144A                                                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     30000 | PA      | $31388.48     | 0.01%             | 2032-10-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 10/31/2030                                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    718400 | PA      | $721935.88    | 0.19%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                       | DNB BANK ASA 4.384%/VAR 11/04/2031 144A                                                                 | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    890000 | PA      | $894260.79    | 0.24%             | 2031-11-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                      | WHITE CAP SUPPLY HOLDINGS LLC 7.375% 11/15/2030 144A                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25383.43     | 0.01%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                       | TERAWULF INC CONV 0% 05/01/2032 144A                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49347.00     | 0.01%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                 | META PLATFORMS INC 4.2% 11/15/2030                                                                      | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    353000 | PA      | $356104.47    | 0.10%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                          | SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A                                       | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    454086 | PA      | $454604.95    | 0.12%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43400.07     | 0.01%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                    | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                   | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20665.84     | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                 | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $29185.63     | 0.01%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15287.93     | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENERGY HOLDINGS SARL                                                    | BREAKWATER ENERGY HOLDINGS SARL 9.25% 11/15/2030 144A                                                   | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $31959.03     | 0.01%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.5% 11/15/2028                                                                               | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15854800 | PA      | $15900010.91  | 4.29%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                         | MATTEL INC 5% 11/17/2030                                                                                | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    914000 | PA      | $928032.99    | 0.25%             | 2030-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                | GLOBAL PAYMENTS INC 4.5% 11/15/2028                                                                     | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    582000 | PA      | $583338.62    | 0.16%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 6.625% 08/15/2032 144A                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73491.82     | 0.02%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                 | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $247703.71    | 0.07%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 5% 12/15/2029                                                               | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $1063007.09   | 0.29%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                                                                | WESTINGHOUSE TERM B 1LN 01/27/2031                                                                      | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     49200 | PA      | $49037.90     | 0.01%             | 2031-01-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                                | SYNERGY INFRASTRUCTURE HOLDINGS LLC 7.875% 12/01/2030 144A                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15625.16     | 0.00%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                     | MORGAN STANLEY PRIVATE BANK NA 4.204%/VAR 11/17/2028                                                    | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    414000 | PA      | $415540.29    | 0.11%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                              | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135431.33    | 0.04%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.2% 11/20/2028                                                                            | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    354000 | PA      | $356174.92    | 0.10%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                | MORTON SALT TERM B1 1LN 01/31/2029                                                                      | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9950 | PA      | $9921.92      | 0.00%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 4.65% 03/20/2031                                                                     | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    201000 | PA      | $203550.54    | 0.05%             | 2031-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                               | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.75% 12/01/2032 144A                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19795.19     | 0.01%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC          | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A         | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112586.54    | 0.03%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                              | DBR LAND HOLDINGS LLC 6.25% 12/01/2030 144A                                                             | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $45381.60     | 0.01%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                            | DUKE ENERGY FLORIDA LLC 4.2% 12/01/2030                                                                 | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    323000 | PA      | $325299.96    | 0.09%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                          | CSC SERVICEWORKS TERM Initial FL1O 1LN 09/04/2030                                                       | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53749 | PA      | $54801.13     | 0.01%             | 2030-09-04      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| CSC SERVICEWORKS EAST LLC                                                          | CSC SERVICEWORKS TERM Exchange FLSO TL 1LN 09/04/2030                                                   | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138425 | PA      | $106933.33    | 0.03%             | 2030-09-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                                 | CANACOL ENERGY LTD TERM DIP 1LN 06/30/2026                                                              | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | LON              | CORP              | CA        |      2051 | PA      | $2050.66      | 0.00%             | 2026-06-30      | Variable      | 0.13%                 | No            |                  3 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 4.8% 03/01/2031                                                                 | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    456000 | PA      | $459862.91    | 0.12%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                                       | NATIONAL MENTOR HOLDINGS INC 10.5% 12/15/2030 144A                                                      | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56789.85     | 0.02%             | 2030-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                  | HERC HOLDINGS INC 5.75% 03/15/2031 144A                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20274.42     | 0.01%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC 7% 02/15/2031                                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103010.30    | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 6.625%/VAR PERP                                                                           | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     83000 | PA      | $85803.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C                      | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-CA A3 4.41% 04/20/2029 144A                 | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    617000 | PA      | $621403.22    | 0.17%             | 2029-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                                             | BRADYPLUS TERM B 1LN 12/29/2032                                                                         | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |     45000 | PA      | $44578.35     | 0.01%             | 2032-12-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 06/15/2034 144A                                                 | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20999.22     | 0.01%             | 2034-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.125% 12/15/2030 144A                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61289.67     | 0.02%             | 2030-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                  | TELUS CORPORATION 6.375%/VAR 06/09/2056                                                                 | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $63930.26     | 0.02%             | 2056-06-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 6.875%/VAR PERP 144A                                                                        | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |     95000 | PA      | $95499.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                        | MERCHANTS FLEET FUNDING LLC 4.66% 01/20/2039 144A                                                       | CUSIP: 588926AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    295000 | PA      | $297472.31    | 0.08%             | 2039-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                              | ASURION LLC AND ASURION CO-ISSUER INC 8% 12/31/2032 144A                                                | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $29408.62     | 0.01%             | 2032-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 4.8% 12/12/2030 144A                                             | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1344782.30   | 0.36%             | 2030-12-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                 | BAUSCH and LOMB TERM B 1LN 01/15/2031                                                                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     94525 | PA      | $94477.74     | 0.03%             | 2031-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                  | FLASH COMPUTE LLC 7.25% 12/31/2030 144A                                                                 | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $111574.45    | 0.03%             | 2030-12-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                              | AMRIZE FINANCE US LLC 4.6% 04/07/2027                                                                   | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    176000 | PA      | $177286.48    | 0.05%             | 2027-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                              | AMRIZE FINANCE US LLC 4.7% 04/07/2028                                                                   | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    328000 | PA      | $333077.80    | 0.09%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 4.6% 01/08/2031                                                                | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504580.99    | 0.14%             | 2031-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 4.97% 04/06/2029                                                               | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322040.74    | 0.09%             | 2029-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                             | ORANGE 4% 01/13/2029 144A                                                                               | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    346000 | PA      | $347076.13    | 0.09%             | 2029-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                             | ORANGE 4.25% 01/13/2031 144A                                                                            | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    862000 | PA      | $863404.60    | 0.23%             | 2031-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.125% 02/28/2029                             | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1297000 | PA      | $1297678.34   | 0.35%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP/CANADA'S WONDERLAND CO/MILLENNIUM OPERATIONS LLC      | SIX FLAGS ENTERTAINMENT CORP/CANADA'S WONDERLAND CO/MILLENNIUM OPERATIONS LLC 8.625% 01/15/2032 144A    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70874.56     | 0.02%             | 2032-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 7% 02/01/2033 144A                                                               | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $144164.88    | 0.04%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                             | STANDARD CHARTERED PLC 4.299%/VAR 01/13/2030 144A                                                       | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    755000 | PA      | $757162.34    | 0.20%             | 2030-01-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                           | SGUS LLC 10% 07/15/2026 Second Out                                                                      | CUSIP: 81881KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10956 | PA      | $3286.69      | 0.00%             | 2026-07-15      | Variable      | 0.16%                 | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4.55% 01/15/2031                                                                     | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    688000 | PA      | $694593.31    | 0.19%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 4.7% 01/31/2031 144A                                                           | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70400.50     | 0.02%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 6.125% 01/21/2031                                                                  | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $399000.00    | 0.11%             | 2031-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 5.375% 01/21/2029                                                                  | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    725000 | PA      | $723550.00    | 0.20%             | 2029-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOURISH BUYER I INC                                                                | ACTUS NUTRITION TERM B 1LN 07/9/2032                                                                    | CUSIP: 66979CAK7<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |     29925 | PA      | $30074.63     | 0.01%             | 2032-07-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                           | MASSMUTUAL GLOBAL FDG II 4% 01/22/2029 144A                                                             | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    288000 | PA      | $288577.49    | 0.08%             | 2029-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.182%/VAR 01/23/2030                                                            | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    875000 | PA      | $878100.60    | 0.24%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.516%/VAR 01/21/2032                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    422000 | PA      | $424605.80    | 0.11%             | 2032-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.238%/VAR 01/09/2030                                                                    | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1053673.36   | 0.28%             | 2030-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                | AFFIRM MASTER TRUST 4.33% 02/15/2034 144A                                                               | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    520000 | PA      | $522972.53    | 0.14%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                              | PEAC SOLUTIONS RECEIVABLES 2026-1A A2 LLC 4.49% 10/20/2028 144A                                         | CUSIP: 704583AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205000 | PA      | $205495.51    | 0.06%             | 2028-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2026-ESH2                                                    | EXTENDED STAY AMER TR 2026-ESH2 A TSFR1M+130 02/15/2043 144A                                            | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $381119.06    | 0.10%             | 2043-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                           | SGUS LLC TERM THIRD OUT 07/15/2026                                                                      | CUSIP: 81881KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20531 | PA      | $2087.38      | 0.00%             | 2026-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NEPTUNE BIDCO US INC 9.5% 02/15/2033 144A                                                               | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34257.68     | 0.01%             | 2033-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PHANTOM AVIATION                                                                   | PHANTOM AVIATION 5.24% 01/15/2051 144A                                                                  | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $254412.40    | 0.07%             | 2051-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 4.247%/VAR 02/02/2030                                                               | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1130551.26   | 0.30%             | 2030-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE HOLDING LLC 7% 08/01/2033 144A                                                                 | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25453.75     | 0.01%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                                                 | ALBERTSONS COS INC 5.625% 03/31/2032 144A                                                               | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25098.41     | 0.01%             | 2032-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.75% 01/31/2031                                                                              | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1431200 | PA      | $1445735.63   | 0.39%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NIELSEN HOLDINGS TERM B 1LN 02/03/2033                                                                  | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     85000 | PA      | $79921.25     | 0.02%             | 2033-02-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                       | UNITED AIRLINES HOLDINGS INC 5.375% 03/01/2031                                                          | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127261.50    | 0.03%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                     | EG GROUP TERM B 1LN 02/10/2031                                                                          | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     50000 | PA      | $49887.50     | 0.01%             | 2031-02-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                        | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A ESCROW                                                  | CUSIP: N/A<br>LEI: 5493007HQSJGRH78Q684       | Long             | DBT              | CORP              | US        |     19367 | PA      | $0.00         | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                           | AZUL SECURED FINANCE LLP 9.875% 02/15/2031 144A                                                         | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25115.26     | 0.01%             | 2031-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIII LTD                                                                | MAGNETITE XXIII LTD AR2 TSFR3M+99 01/25/2035 144A                                                       | CUSIP: 55954NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1431232.66   | 0.39%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.4% 04/30/2031                                                                            | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1089969.07   | 0.29%             | 2031-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                     | CVR ENERGY INC 7.5% 02/15/2031 144A                                                                     | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109627.18    | 0.03%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OPTN 2026-A                                                                        | OPTN 2026-A A 0% 01/09/2034 144A                                                                        | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100320.00    | 0.03%             | 2034-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.95% 02/04/2031                                                                            | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    940000 | PA      | $938074.57    | 0.25%             | 2031-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP SER D 6.5% PC 01/15/2029                                                                    | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |       930 | NS      | $42659.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                      | WHITE CAP SUPPLY HOLDINGS TERM B 1LN 02/10/2033                                                         | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     30000 | PA      | $29643.90     | 0.01%             | 2033-02-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                   | TKC HOLDINGS TERM 1LN 08/19/2030                                                                        | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $39850.00     | 0.01%             | 2030-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 4.725%/VAR 02/06/2032                                                    | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1079143.26   | 0.29%             | 2032-02-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                            | BLACK PEARL COMPUTE LLC 6.125% 02/15/2031 144A                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40938.07     | 0.01%             | 2031-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN                 | NEUBERGER BERMAN CLO LTD 22-50A AR2 VAR 07/23/2036 144A                                                 | CUSIP: 64134VAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1430000 | PA      | $1430193.05   | 0.39%             | 2036-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 6.5%/VAR PERP                                                                             | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91351.53     | 0.02%             | 2199-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                   | TKC HOLDINGS INC 8.5% 08/15/2030 144A                                                                   | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81863.20     | 0.02%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                   | TKC HOLDINGS INC 12% 02/15/2031 144A                                                                    | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $84086.47     | 0.02%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.125% 07/31/2034 144A                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60944.15     | 0.02%             | 2034-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                           | SGUS LLC TERM FIRST OUT DIP 1LN 07/15/2026                                                              | CUSIP: 81881KAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25675 | PA      | $23621.44     | 0.01%             | 2026-07-15      | Variable      | 0.15%                 | No            |                  3 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                            | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND A TSFR1M+125 03/15/2043 144A                                    | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472000 | PA      | $472000.00    | 0.13%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM TERM N 1LN 02/13/2033                                                                         | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      5000 | PA      | $5003.80      | 0.00%             | 2033-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                    | WHP GLOBAL TERM B 1LN 02/20/2032                                                                        | CUSIP: N/A<br>LEI: 2549009H920CQUE3R944       | Long             | LON              | CORP              | US        |     10000 | PA      | $9975.00      | 0.00%             | 2032-02-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6                                              | BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A                                        | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $390245.31    | 0.11%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                        | SV RNO PROPERTY OWNER 1 LLC 5.875% 03/01/2031 144A                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105470.37    | 0.03%             | 2031-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                   | MICHAELS TERM 1LN 02/19/2033                                                                            | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     55000 | PA      | $52335.80     | 0.01%             | 2033-02-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                      | PG and E CORP 6.85%/VAR 09/15/2056                                                                      | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55909.34     | 0.02%             | 2056-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                   | MICHAELS COS INC 8.5% 03/15/2033 144A                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19454.10     | 0.01%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.85% 04/01/2033 144A                                                       | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $19823.39     | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                         | LEIDOS INC 4.1% 03/15/2029                                                                              | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    256000 | PA      | $256655.60    | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026-2                                                    | AOMT 2026-2 VAR 02/25/2071 144A                                                                         | CUSIP: 03466LAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500000.00    | 0.13%             | 2071-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                               | VERISK ANALYTICS INC 4.45% 03/15/2031                                                                   | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44214.32     | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                  | EVERSOURCE ENERGY 6.125%/VAR 08/15/2056                                                                 | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75341.97     | 0.02%             | 2056-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                             | WESCO DISTRIBUTION INC 5.25% 04/15/2031 144A                                                            | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44920.35     | 0.01%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                     | WHIRLPOOL CORP SER A PC 2/15/29                                                                         | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |       745 | NS      | $36586.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                    | XCEL ENERGY INC 5.85%/VAR 12/03/2056                                                                    | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94999.59     | 0.03%             | 2056-12-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                          | BANK NEW YORK MELLON CORP 0% PERP                                                                       | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94981.42     | 0.03%             | 2199-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                           | SGUS LLC TERM FIRST OUT DIP FINAL PIK 07/07/2026                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10710 | PA      | $9853.20      | 0.00%             | 2026-07-07      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 5.625% 07/15/2034 144A                                                                        | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24996.12     | 0.01%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 5.375% 07/15/2031 144A                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60140.10     | 0.02%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                        | SAKS GLOBAL ENTERPRISES TERM SECOND OUT ROLL-UP DIP 1LN 07/15/2026                                      | CUSIP: 81881KAG4<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |      7748 | PA      | $2324.33      | 0.00%             | 2026-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer