# EDGAR Filing Document

**Accession Number:** 0001303459
**File Stem:** 0001752724-23-014645
**Filing Date:** 2023-1
**Character Count:** 345801
**Document Hash:** d21fc41593e717b6ed1640a59afcea43
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014645.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014645

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Central Investment Portfolios LLC
- **CENTRAL INDEX KEY:** 0001303459
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21667
- **FILM NUMBER:** 23556484

**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 High Income Central Fund (Series ID: S000022433)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000064553 | Fidelity High Income Central Fund |  |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **High Income Central Fund**

**November 30, 2022**

HICII-NPRT1-0123

1.861968.114 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds - 79.4%** | &nbsp;&nbsp;**Corporate Bonds - 79.4%** | &nbsp;&nbsp;**Corporate Bonds - 79.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Convertible Bonds - 3.1%  |  |  |
| Broadcasting - 1.4% |  |  |
| DISH Network Corp.: |  |  |
|  0% 12/15/25  | 3263000  | 2205462  |
|  2.375% 3/15/24  | 13472000  | 12023406  |
|  3.375% 8/15/26  | 20439000  | 13234253  |
|  |  | 27463121 |
| Diversified Financial Services - 0.1% |  |  |
| New Cotai LLC 5% 2/24/27 (b) | 1552961 | 1368469 |
| Energy - 1.6% |  |  |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) | 1687240 | 11161093 |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) | 2913114 | 19270249 |
|  |  | 30431342 |
| TOTAL CONVERTIBLE BONDS |  | 59262932 |
| Nonconvertible Bonds - 76.3%  |  |  |
| Aerospace - 1.8% |  |  |
| ATI, Inc.: |  |  |
|  4.875% 10/1/29  | 1205000  | 1027177  |
|  5.125% 10/1/31  | 845000  | 713618  |
|  5.875% 12/1/27  | 2480000  | 2311434  |
| Bombardier, Inc.: |  |  |
|  6% 2/15/28 (d) | 3615000  | 3389749  |
|  7.125% 6/15/26 (d) | 3320000  | 3245300  |
|  7.875% 4/15/27 (d) | 6180000  | 6038354  |
| Moog, Inc. 4.25% 12/15/27 (d) | 735000 | 659663 |
| TransDigm, Inc.: |  |  |
|  5.5% 11/15/27  | 12450000  | 11734125  |
|  7.5% 3/15/27  | 5250000  | 5263125  |
| Wesco Aircraft Holdings, Inc. 8.5% 11/15/24 (d) | 1610000 | 796950 |
|  |  | 35179495 |
| Air Transportation - 0.8% |  |  |
| Air Canada 3.875% 8/15/26 (d) | 2110000 | 1930653 |
| Allegiant Travel Co. 7.25% 8/15/27 (d) | 1545000 | 1505046 |
| Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd. 8% 9/20/25 (d) | 8125000 | 8226563 |
| United Airlines, Inc. 4.625% 4/15/29 (d) | 1650000 | 1468858 |
| Western Global Airlines LLC 10.375% 8/15/25 (d) | 2660000 | 2214450 |
|  |  | 15345570 |
| Automotive - 0.3% |  |  |
| Ford Motor Co. 6.1% 8/19/32  | 4430000 | 4251809 |
| Ford Motor Credit Co. LLC 3.625% 6/17/31  | 2480000 | 2035571 |
|  |  | 6287380 |
| Automotive & Auto Parts - 2.5% |  |  |
| Dana, Inc.: |  |  |
|  4.25% 9/1/30  | 1400000  | 1120026  |
|  5.625% 6/15/28  | 2450000  | 2254000  |
| Ford Motor Co. 3.25% 2/12/32  | 4510000 | 3580729 |
| Ford Motor Credit Co. LLC: |  |  |
|  2.9% 2/16/28  | 2000000  | 1669951  |
|  4.95% 5/28/27  | 5375000  | 5086739  |
|  5.125% 6/16/25  | 7810000  | 7562515  |
|  7.35% 11/4/27  | 5000000  | 5189450  |
| General Motors Financial Co., Inc. 4.25% 5/15/23  | 615000 | 612790 |
| LCM Investments Holdings 4.875% 5/1/29 (d) | 3665000 | 3064306 |
| Nesco Holdings II, Inc. 5.5% 4/15/29 (d) | 1770000 | 1557087 |
| PECF USS Intermediate Holding III Corp. 8% 11/15/29 (d) | 875000 | 518438 |
| Real Hero Merger Sub 2 6.25% 2/1/29 (d) | 685000 | 472650 |
| Rivian Holdco & Rivian LLC & Rivian Automotive LLC 6 month U.S. LIBOR + 5.620% 10.1636% 10/15/26 (d)(e)(f) | 9915000 | 9567975 |
| Thor Industries, Inc. 4% 10/15/29 (d) | 3220000 | 2559458 |
| Winnebago Industries, Inc. 6.25% 7/15/28 (d) | 2075000 | 1914478 |
|  |  | 46730592 |
| Banks & Thrifts - 1.4% |  |  |
| Ally Financial, Inc.: |  |  |
|  5.8% 5/1/25  | 20000  | 20083  |
|  8% 11/1/31  | 11003000  | 11720083  |
|  8% 11/1/31  | 5273000  | 5656686  |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 5.5% 6/15/31 (d) | 7280000 | 6679982 |
| VistaJet Malta Finance PLC / XO Management Holding, Inc. 6.375% 2/1/30 (d) | 4250000 | 3485000 |
|  |  | 27561834 |
| Broadcasting - 1.8% |  |  |
| Clear Channel Outdoor Holdings, Inc.: |  |  |
|  7.5% 6/1/29 (d) | 2590000  | 1923075  |
|  7.75% 4/15/28 (d) | 1370000  | 1020725  |
| Diamond Sports Group LLC/Diamond Sports Finance Co. 5.375% 8/15/26 (d) | 2515000 | 408773 |
| DISH Network Corp. 11.75% 11/15/27 (d) | 3615000 | 3715605 |
| Gray Escrow II, Inc. 5.375% 11/15/31 (d) | 2970000 | 2266021 |
| iHeartCommunications, Inc. 9% 12/31/49 (b)(g) | 780000 | 0 |
| Nexstar Broadcasting, Inc. 5.625% 7/15/27 (d) | 2755000 | 2597745 |
| Scripps Escrow II, Inc.: |  |  |
|  3.875% 1/15/29 (d) | 2170000  | 1824048  |
|  5.375% 1/15/31 (d) | 1130000  | 922600  |
| Scripps Escrow, Inc. 5.875% 7/15/27 (d) | 2215000 | 1971350 |
| Sirius XM Radio, Inc.: |  |  |
|  4.125% 7/1/30 (d) | 2155000  | 1818432  |
|  5% 8/1/27 (d) | 5295000  | 4941506  |
| TEGNA, Inc. 5% 9/15/29  | 2100000 | 1963578 |
| Univision Communications, Inc.: |  |  |
|  6.625% 6/1/27 (d) | 5150000  | 5018834  |
|  7.375% 6/30/30 (d) | 3455000  | 3448159  |
|  |  | 33840451 |
| Building Materials - 0.6% |  |  |
| Advanced Drain Systems, Inc.: |  |  |
|  5% 9/30/27 (d) | 505000  | 470698  |
|  6.375% 6/15/30 (d) | 3635000  | 3498142  |
| MIWD Holdco II LLC / MIWD Finance Corp. 5.5% 2/1/30 (d) | 590000 | 483800 |
| SRS Distribution, Inc.: |  |  |
|  4.625% 7/1/28 (d) | 1825000  | 1631003  |
|  6% 12/1/29 (d) | 1705000  | 1396624  |
|  6.125% 7/1/29 (d) | 1005000  | 833566  |
| Victors Merger Corp. 6.375% 5/15/29 (d) | 3465000 | 2215547 |
|  |  | 10529380 |
| Cable/Satellite TV - 4.7% |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |
|  4.25% 1/15/34 (d) | 3730000  | 2905670  |
|  4.5% 8/15/30 (d) | 3095000  | 2607538  |
|  4.5% 6/1/33 (d) | 4415000  | 3503788  |
|  4.75% 3/1/30 (d) | 5200000  | 4470559  |
|  5% 2/1/28 (d) | 12055000  | 11081679  |
|  5.125% 5/1/27 (d) | 8920000  | 8442691  |
|  6.375% 9/1/29 (d) | 2165000  | 2062682  |
| CSC Holdings LLC: |  |  |
|  3.375% 2/15/31 (d) | 3305000  | 2383632  |
|  4.125% 12/1/30 (d) | 2590000  | 1987825  |
|  4.5% 11/15/31 (d) | 2175000  | 1657615  |
|  4.625% 12/1/30 (d) | 5895000  | 3738358  |
|  5% 11/15/31 (d) | 2290000  | 1446627  |
|  5.375% 2/1/28 (d) | 4625000  | 4140034  |
|  5.75% 1/15/30 (d) | 3690000  | 2512890  |
|  7.5% 4/1/28 (d) | 4545000  | 3540146  |
| DIRECTV Financing LLC / DIRECTV Financing Co-Obligor, Inc. 5.875% 8/15/27 (d) | 2505000 | 2298538 |
| DISH DBS Corp.: |  |  |
|  5.25% 12/1/26 (d) | 1465000  | 1257703  |
|  5.75% 12/1/28 (d) | 1465000  | 1188188  |
| Radiate Holdco LLC/Radiate Financial Service Ltd.: |  |  |
|  4.5% 9/15/26 (d) | 6820000  | 5576714  |
|  6.5% 9/15/28 (d) | 5050000  | 2725485  |
| Telenet Finance Luxembourg Notes SARL 5.5% 3/1/28 (d) | 8600000 | 7701300 |
| VZ Secured Financing BV 5% 1/15/32 (d) | 6990000 | 5784225 |
| Ziggo Bond Co. BV: |  |  |
|  5.125% 2/28/30 (d) | 1155000  | 937017  |
|  6% 1/15/27 (d) | 4760000  | 4391100  |
| Ziggo BV 4.875% 1/15/30 (d) | 1730000 | 1470500 |
|  |  | 89812504 |
| Chemicals - 2.0% |  |  |
| Avient Corp. 5.75% 5/15/25 (d) | 1970000 | 1920709 |
| Axalta Coating Systems/Dutch Holding BV 4.75% 6/15/27 (d) | 2445000 | 2242236 |
| Cheever Escrow Issuer LLC 7.125% 10/1/27 (d) | 1560000 | 1458600 |
| CVR Partners LP 6.125% 6/15/28 (d) | 3010000 | 2717819 |
| Kobe U.S. Midco 2, Inc. 9.25% 11/1/26 pay-in-kind (d)(e) | 5905000 | 4251600 |
| Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.: |  |  |
|  5% 12/31/26 (d) | 535000  | 487727  |
|  7% 12/31/27 (d) | 680000  | 564400  |
| LSB Industries, Inc. 6.25% 10/15/28 (d) | 270000 | 252158 |
| NOVA Chemicals Corp. 4.25% 5/15/29 (d) | 2650000 | 2209438 |
| SCIH Salt Holdings, Inc.: |  |  |
|  4.875% 5/1/28 (d) | 2630000  | 2347275  |
|  6.625% 5/1/29 (d) | 1755000  | 1465425  |
| The Chemours Co. LLC: |  |  |
|  4.625% 11/15/29 (d) | 2245000  | 1807225  |
|  5.375% 5/15/27  | 6915000  | 6258075  |
|  5.75% 11/15/28 (d) | 3490000  | 3065145  |
| Tronox, Inc. 4.625% 3/15/29 (d) | 2210000 | 1779470 |
| W.R. Grace Holding LLC: |  |  |
|  4.875% 6/15/27 (d) | 3255000  | 2916317  |
|  5.625% 8/15/29 (d) | 2375000  | 1958045  |
|  |  | 37701664 |
| Consumer Products - 0.6% |  |  |
| Central Garden & Pet Co. 4.125% 10/15/30  | 1675000 | 1394438 |
| Diamond BC BV 4.625% 10/1/29 (d) | 1145000 | 863204 |
| Ferrellgas LP/Ferrellgas Finance Corp. 5.375% 4/1/26 (d) | 1775000 | 1633000 |
| Gannett Holdings LLC 6% 11/1/26 (d) | 1390000 | 1105062 |
| Mattel, Inc. 3.375% 4/1/26 (d) | 745000 | 684141 |
| Tempur Sealy International, Inc.: |  |  |
|  3.875% 10/15/31 (d) | 2515000  | 1952420  |
|  4% 4/15/29 (d) | 2345000  | 1944176  |
| The Scotts Miracle-Gro Co. 4% 4/1/31  | 1495000 | 1136200 |
| TKC Holdings, Inc. 10.5% 5/15/29 (d) | 1884000 | 1073880 |
|  |  | 11786521 |
| Containers - 0.5% |  |  |
| ARD Finance SA 6.5% 6/30/27 pay-in-kind (d)(e) | 2525000 | 1868500 |
| Berry Global, Inc.: |  |  |
|  4.5% 2/15/26 (d) | 2134000  | 2047200  |
|  4.875% 7/15/26 (d) | 1355000  | 1300109  |
| Graham Packaging Co., Inc. 7.125% 8/15/28 (d) | 1430000 | 1208946 |
| Graphic Packaging International, Inc. 3.75% 2/1/30 (d) | 1185000 | 1005970 |
| Trivium Packaging Finance BV 5.5% 8/15/26 (d) | 1510000 | 1411793 |
|  |  | 8842518 |
| Diversified Financial Services - 2.2% |  |  |
| Altice France Holding SA 10.5% 5/15/27 (d) | 4240000 | 3349600 |
| Coinbase Global, Inc.: |  |  |
|  3.375% 10/1/28 (d) | 9125000  | 5333380  |
|  3.625% 10/1/31 (d) | 6085000  | 3285900  |
| FLY Leasing Ltd. 7% 10/15/24 (d) | 7485000 | 5639480 |
| Hightower Holding LLC 6.75% 4/15/29 (d) | 970000 | 804571 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp.: |  |  |
|  4.75% 9/15/24  | 2200000  | 2117390  |
|  5.25% 5/15/27  | 5970000  | 5477475  |
|  6.375% 12/15/25  | 1740000  | 1699395  |
| MSCI, Inc. 4% 11/15/29 (d) | 5785000 | 5108329 |
| OneMain Finance Corp. 7.125% 3/15/26  | 3460000 | 3352031 |
| PRA Group, Inc. 5% 10/1/29 (d) | 7620000 | 6331077 |
|  |  | 42498628 |
| Diversified Media - 0.4% |  |  |
| Allen Media LLC 10.5% 2/15/28 (d) | 7650000 | 3245364 |
| Lamar Media Corp. 4.875% 1/15/29  | 1980000 | 1829995 |
| Terrier Media Buyer, Inc. 8.875% 12/15/27 (d) | 3285000 | 2496600 |
|  |  | 7571959 |
| Energy - 11.1% |  |  |
| Antero Midstream Partners LP/Antero Midstream Finance Corp. 5.75% 1/15/28 (d) | 2220000 | 2097900 |
| Archrock Partners LP / Archrock Partners Finance Corp.: |  |  |
|  6.25% 4/1/28 (d) | 2475000  | 2295563  |
|  6.875% 4/1/27 (d) | 700000  | 677250  |
| Atlantica Sustainable Infrastructure PLC 4.125% 6/15/28 (d) | 1235000 | 1088684 |
| California Resources Corp. 7.125% 2/1/26 (d) | 3735000 | 3632288 |
| Cheniere Energy, Inc. 4.625% 10/15/28  | 3250000 | 2999360 |
| Citgo Holding, Inc. 9.25% 8/1/24 (d) | 2625000 | 2631563 |
| Citgo Petroleum Corp.: |  |  |
|  6.375% 6/15/26 (d) | 2610000  | 2551137  |
|  7% 6/15/25 (d) | 6180000  | 6089247  |
| CNX Resources Corp.: |  |  |
|  6% 1/15/29 (d) | 1185000  | 1120098  |
|  7.375% 1/15/31 (d) | 1685000  | 1685910  |
| Colgate Energy Partners III LLC 5.875% 7/1/29 (d) | 2610000 | 2401200 |
| Comstock Resources, Inc.: |  |  |
|  5.875% 1/15/30 (d) | 1595000  | 1469553  |
|  6.75% 3/1/29 (d) | 3485000  | 3403625  |
| Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.: |  |  |
|  5.75% 4/1/25  | 1045000  | 1018745  |
|  6% 2/1/29 (d) | 7210000  | 6651225  |
| CrownRock LP/CrownRock Finance, Inc. 5% 5/1/29 (d) | 830000 | 764140 |
| CVR Energy, Inc.: |  |  |
|  5.25% 2/15/25 (d) | 4990000  | 4783015  |
|  5.75% 2/15/28 (d) | 3995000  | 3594062  |
| DCP Midstream Operating LP 5.85% 5/21/43 (d)(e) | 3410000 | 3336011 |
| Delek Logistics Partners LP 7.125% 6/1/28 (d) | 1520000 | 1408098 |
| DT Midstream, Inc.: |  |  |
|  4.125% 6/15/29 (d) | 2545000  | 2242400  |
|  4.375% 6/15/31 (d) | 2545000  | 2195597  |
| Endeavor Energy Resources LP/EER Finance, Inc. 5.75% 1/30/28 (d) | 4185000 | 4118877 |
| EnLink Midstream LLC: |  |  |
|  5.625% 1/15/28 (d) | 1060000  | 1033500  |
|  6.5% 9/1/30 (d) | 2150000  | 2183583  |
| EQT Corp.: |  |  |
|  3.125% 5/15/26 (d) | 1720000  | 1587784  |
|  3.625% 5/15/31 (d) | 1720000  | 1487854  |
|  5% 1/15/29  | 2500000  | 2383367  |
| Harvest Midstream I LP 7.5% 9/1/28 (d) | 5565000 | 5328488 |
| Hess Midstream Partners LP: |  |  |
|  4.25% 2/15/30 (d) | 1560000  | 1333800  |
|  5.125% 6/15/28 (d) | 2905000  | 2734941  |
|  5.5% 10/15/30 (d) | 920000  | 843310  |
|  5.625% 2/15/26 (d) | 6900000  | 6782631  |
| KLX Energy Services Holdings, Inc. 11.5% 11/1/25 (d) | 2685000 | 2358773 |
| MC Brazil Downstream Trading SARL 7.25% 6/30/31 (d) | 7410000 | 6113250 |
| MEG Energy Corp. 5.875% 2/1/29 (d) | 4235000 | 4019015 |
| Nabors Industries, Inc. 5.75% 2/1/25  | 4196000 | 4028160 |
| Neptune Energy Bondco PLC 6.625% 5/15/25 (d) | 1065000 | 1045640 |
| New Fortress Energy, Inc. 6.75% 9/15/25 (d) | 6830000 | 6671066 |
| NGL Energy Operating LLC/NGL Energy Finance Corp. 7.5% 2/1/26 (d) | 7325000 | 6616063 |
| Nine Energy Service, Inc. 8.75% 11/1/23 (d) | 600000 | 567300 |
| Northern Oil & Gas, Inc. 8.125% 3/1/28 (d) | 3455000 | 3373427 |
| Occidental Petroleum Corp.: |  |  |
|  4.3% 8/15/39  | 880000  | 712800  |
|  4.4% 4/15/46  | 1750000  | 1382500  |
|  4.5% 7/15/44  | 815000  | 652000  |
|  5.875% 9/1/25  | 1665000  | 1680193  |
|  6.125% 1/1/31  | 4345000  | 4408415  |
|  6.2% 3/15/40  | 980000  | 957921  |
|  6.375% 9/1/28  | 2500000  | 2543750  |
|  6.45% 9/15/36  | 1717000  | 1721293  |
|  6.6% 3/15/46  | 2590000  | 2641800  |
|  6.625% 9/1/30  | 8330000  | 8690148  |
|  6.95% 7/1/24  | 1308000  | 1326103  |
|  7.5% 5/1/31  | 10215000  | 11083275  |
|  8.875% 7/15/30  | 6715000  | 7697069  |
| PBF Holding Co. LLC/PBF Finance Corp.: |  |  |
|  6% 2/15/28  | 5755000  | 5252934  |
|  7.25% 6/15/25  | 5150000  | 5120388  |
| SM Energy Co.: |  |  |
|  6.5% 7/15/28  | 920000  | 890100  |
|  6.625% 1/15/27  | 1145000  | 1122100  |
|  6.75% 9/15/26  | 805000  | 788900  |
| Southwestern Energy Co.: |  |  |
|  4.75% 2/1/32  | 2135000  | 1866586  |
|  5.375% 2/1/29  | 4415000  | 4167760  |
|  8.375% 9/15/28  | 2500000  | 2596084  |
| Suburban Propane Partners LP/Suburban Energy Finance Corp. 5.875% 3/1/27  | 3905000 | 3694900 |
| Sunoco LP/Sunoco Finance Corp. 4.5% 5/15/29  | 2280000 | 1974223 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. 6% 12/31/30 (d) | 2370000 | 2144826 |
| Transocean Sentry Ltd. 5.375% 5/15/23 (d) | 1789445 | 1772106 |
| Tullow Oil PLC 10.25% 5/15/26 (d) | 5450000 | 4687000 |
| Valaris Ltd. 8.25% 4/30/28 pay-in-kind (e) | 660000 | 654096 |
| Venture Global Calcasieu Pass LLC: |  |  |
|  3.875% 8/15/29 (d) | 2220000  | 1917525  |
|  4.125% 8/15/31 (d) | 2220000  | 1914750  |
| Viper Energy Partners LP 5.375% 11/1/27 (d) | 1105000 | 1047327 |
|  |  | 211856372 |
| Environmental - 0.6% |  |  |
| Covanta Holding Corp. 4.875% 12/1/29 (d) | 1355000 | 1144975 |
| Darling Ingredients, Inc.: |  |  |
|  5.25% 4/15/27 (d) | 2760000  | 2671266  |
|  6% 6/15/30 (d) | 2240000  | 2184426  |
| Madison IAQ LLC: |  |  |
|  4.125% 6/30/28 (d) | 1795000  | 1552298  |
|  5.875% 6/30/29 (d) | 2775000  | 2052751  |
| Stericycle, Inc. 3.875% 1/15/29 (d) | 1645000 | 1431150 |
|  |  | 11036866 |
| Food & Drug Retail - 0.8% |  |  |
| Albertsons Companies LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC: |  |  |
|  3.5% 3/15/29 (d) | 1655000  | 1378652  |
|  4.625% 1/15/27 (d) | 4615000  | 4269290  |
|  4.875% 2/15/30 (d) | 6890000  | 6147534  |
| BellRing Brands, Inc. 7% 3/15/30 (d) | 845000 | 816346 |
| Emergent BioSolutions, Inc. 3.875% 8/15/28 (d) | 1605000 | 722250 |
| Murphy Oil U.S.A., Inc. 3.75% 2/15/31 (d) | 960000 | 785435 |
| SEG Holding LLC/SEG Finance Corp. 5.625% 10/15/28 (d) | 2200000 | 2087800 |
|  |  | 16207307 |
| Food/Beverage/Tobacco - 1.4% |  |  |
| C&S Group Enterprises LLC 5% 12/15/28 (d) | 1905000 | 1414490 |
| Chobani LLC/Finance Corp., Inc.: |  |  |
|  4.625% 11/15/28 (d) | 1465000  | 1290786  |
|  7.5% 4/15/25 (d) | 450000  | 439857  |
| KeHE Distributors LLC / KeHE Finance Corp. 8.625% 10/15/26 (d) | 1702000 | 1676470 |
| Kraft Heinz Foods Co.: |  |  |
|  4.375% 6/1/46  | 645000  | 543646  |
|  4.875% 10/1/49  | 3225000  | 2890656  |
|  5.5% 6/1/50  | 855000  | 837143  |
| Lamb Weston Holdings, Inc. 4.125% 1/31/30 (d) | 2290000 | 2025230 |
| Performance Food Group, Inc.: |  |  |
|  4.25% 8/1/29 (d) | 1350000  | 1199705  |
|  5.5% 10/15/27 (d) | 5775000  | 5572875  |
|  6.875% 5/1/25 (d) | 995000  | 995000  |
| Post Holdings, Inc.: |  |  |
|  4.625% 4/15/30 (d) | 625000  | 548344  |
|  5.75% 3/1/27 (d) | 282000  | 274906  |
| TreeHouse Foods, Inc. 4% 9/1/28  | 860000 | 732694 |
| Triton Water Holdings, Inc. 6.25% 4/1/29 (d) | 1080000 | 840548 |
| U.S. Foods, Inc.: |  |  |
|  4.625% 6/1/30 (d) | 1110000  | 985025  |
|  4.75% 2/15/29 (d) | 3100000  | 2762472  |
| United Natural Foods, Inc. 6.75% 10/15/28 (d) | 1810000 | 1755700 |
|  |  | 26785547 |
| Gaming - 2.6% |  |  |
| Affinity Gaming LLC 6.875% 12/15/27 (d) | 890000 | 763478 |
| Caesars Entertainment, Inc.: |  |  |
|  4.625% 10/15/29 (d) | 2860000  | 2395250  |
|  8.125% 7/1/27 (d) | 6225000  | 6248655  |
| CDI Escrow Issuer, Inc. 5.75% 4/1/30 (d) | 4380000 | 4063019 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.: |  |  |
|  4.625% 1/15/29 (d) | 2925000  | 2582483  |
|  6.75% 1/15/30 (d) | 5120000  | 4312576  |
| Golden Entertainment, Inc. 7.625% 4/15/26 (d) | 935000 | 925650 |
| Jacobs Entertainment, Inc. 6.75% 2/15/29 (d) | 1245000 | 1120500 |
| MGM Resorts International 6.75% 5/1/25  | 3350000 | 3334022 |
| Station Casinos LLC 4.625% 12/1/31 (d) | 3685000 | 3089467 |
| Studio City Finance Ltd. 6.5% 1/15/28 (d) | 5015000 | 3686025 |
| Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. 5.875% 5/15/25 (d) | 3915000 | 3682674 |
| VICI Properties LP / VICI Note Co.: |  |  |
|  4.5% 9/1/26 (d) | 4310000  | 4035970  |
|  4.625% 6/15/25 (d) | 5180000  | 4957066  |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. 7.75% 4/15/25 (d) | 4675000 | 4684911 |
|  |  | 49881746 |
| Healthcare - 6.4% |  |  |
| 1375209 BC Ltd. 9% 1/30/28 (d) | 1023000 | 1005098 |
| AHP Health Partners, Inc. 5.75% 7/15/29 (d) | 2665000 | 2088694 |
| Akumin, Inc. 7% 11/1/25 (d) | 4155000 | 3199973 |
| Avantor Funding, Inc.: |  |  |
|  3.875% 11/1/29 (d) | 2290000  | 1963675  |
|  4.625% 7/15/28 (d) | 3345000  | 3077400  |
| Bausch Health Companies, Inc.: |  |  |
|  11% 9/30/28 (d) | 1819000  | 1396083  |
|  14% 10/15/30 (d) | 359000  | 199173  |
| Catalent Pharma Solutions 5% 7/15/27 (d) | 825000 | 786019 |
| Centene Corp.: |  |  |
|  3.375% 2/15/30  | 2690000  | 2291377  |
|  4.625% 12/15/29  | 3825000  | 3556619  |
| Charles River Laboratories International, Inc.: |  |  |
|  3.75% 3/15/29 (d) | 740000  | 643890  |
|  4% 3/15/31 (d) | 2080000  | 1819667  |
|  4.25% 5/1/28 (d) | 735000  | 670688  |
| Community Health Systems, Inc.: |  |  |
|  4.75% 2/15/31 (d) | 11675000  | 8554156  |
|  5.25% 5/15/30 (d) | 4900000  | 3736740  |
|  6% 1/15/29 (d) | 3475000  | 2899332  |
|  6.125% 4/1/30 (d) | 5840000  | 2978400  |
|  6.875% 4/15/29 (d) | 2815000  | 1506025  |
|  8% 3/15/26 (d) | 12925000  | 11928353  |
| DaVita HealthCare Partners, Inc.: |  |  |
|  3.75% 2/15/31 (d) | 2495000  | 1833825  |
|  4.625% 6/1/30 (d) | 6965000  | 5638028  |
| Encompass Health Corp. 5.75% 9/15/25  | 4660000 | 4610873 |
| Grifols Escrow Issuer SA 4.75% 10/15/28 (d) | 1085000 | 911812 |
| HealthEquity, Inc. 4.5% 10/1/29 (d) | 1005000 | 880481 |
| Hologic, Inc. 3.25% 2/15/29 (d) | 2525000 | 2218490 |
| IQVIA, Inc.: |  |  |
|  5% 10/15/26 (d) | 1750000  | 1684375  |
|  5% 5/15/27 (d) | 1385000  | 1322549  |
| Jazz Securities DAC 4.375% 1/15/29 (d) | 1980000 | 1796890 |
| Molina Healthcare, Inc.: |  |  |
|  3.875% 11/15/30 (d) | 2430000  | 2089800  |
|  3.875% 5/15/32 (d) | 3315000  | 2797031  |
|  4.375% 6/15/28 (d) | 1835000  | 1683759  |
| Mozart Borrower LP 3.875% 4/1/29 (d) | 4435000 | 3813036 |
| Option Care Health, Inc. 4.375% 10/31/29 (d) | 1060000 | 902381 |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV: |  |  |
|  4.125% 4/30/28 (d) | 3005000  | 2704440  |
|  5.125% 4/30/31 (d) | 2995000  | 2657793  |
| Owens & Minor, Inc. 6.625% 4/1/30 (d) | 5190000 | 4612197 |
| RP Escrow Issuer LLC 5.25% 12/15/25 (d) | 2295000 | 1921684 |
| Surgery Center Holdings, Inc.: |  |  |
|  6.75% 7/1/25 (d) | 250000  | 244718  |
|  10% 4/15/27 (d) | 3010000  | 3011811  |
| Tenet Healthcare Corp.: |  |  |
|  4.25% 6/1/29 (d) | 6200000  | 5379616  |
|  4.375% 1/15/30 (d) | 6565000  | 5718575  |
|  6.125% 10/1/28 (d) | 7085000  | 6252513  |
|  6.125% 6/15/30 (d) | 3680000  | 3487094  |
|  6.875% 11/15/31  | 330000  | 288750  |
|  |  | 122763883 |
| Homebuilders/Real Estate - 1.3% |  |  |
| Arcosa, Inc. 4.375% 4/15/29 (d) | 1425000 | 1239266 |
| Ashton Woods U.S.A. LLC/Ashton Woods Finance Co.: |  |  |
|  4.625% 8/1/29 (d) | 1380000  | 1082290  |
|  6.625% 1/15/28 (d) | 40000  | 35488  |
| Kennedy-Wilson, Inc.: |  |  |
|  4.75% 3/1/29  | 2190000  | 1777733  |
|  5% 3/1/31  | 2190000  | 1727066  |
| New Home Co., Inc. 7.25% 10/15/25 (d) | 1685000 | 1353036 |
| Realogy Group LLC/Realogy Co-Issuer Corp. 5.75% 1/15/29 (d) | 1225000 | 935594 |
| Realogy Group LLC/Realogy Co.-Issuer Corp. 5.25% 4/15/30 (d) | 3620000 | 2660700 |
| Starwood Property Trust, Inc. 4.75% 3/15/25  | 2420000 | 2316211 |
| Taylor Morrison Communities, Inc./Monarch Communities, Inc. 5.75% 1/15/28 (d) | 2945000 | 2736171 |
| TRI Pointe Homes, Inc. 5.7% 6/15/28  | 795000 | 717199 |
| Uniti Group LP / Uniti Group Finance, Inc.: |  |  |
|  4.75% 4/15/28 (d) | 2035000  | 1699652  |
|  6.5% 2/15/29 (d) | 3300000  | 2417250  |
| VICI Properties LP / VICI Note Co.: |  |  |
|  3.75% 2/15/27 (d) | 1965000  | 1772568  |
|  4.125% 8/15/30 (d) | 2575000  | 2231129  |
| Weekley Homes LLC/Weekley Finance Corp. 4.875% 9/15/28 (d) | 1185000 | 960420 |
|  |  | 25661773 |
| Hotels - 0.7% |  |  |
| Carnival Holdings (Bermuda) Ltd. 10.375% 5/1/28 (d) | 5095000 | 5304914 |
| Hilton Domestic Operating Co., Inc.: |  |  |
|  3.625% 2/15/32 (d) | 1470000  | 1210266  |
|  3.75% 5/1/29 (d) | 1650000  | 1464227  |
|  5.375% 5/1/25 (d) | 3525000  | 3502475  |
| Lindblad Expeditions LLC 6.75% 2/15/27 (d) | 2120000 | 1961000 |
|  |  | 13442882 |
| Insurance - 1.6% |  |  |
| Acrisure LLC / Acrisure Finance, Inc.: |  |  |
|  7% 11/15/25 (d) | 9401000  | 8838820  |
|  10.125% 8/1/26 (d) | 2450000  | 2390851  |
| Alliant Holdings Intermediate LLC: |  |  |
|  5.875% 11/1/29 (d) | 3030000  | 2586196  |
|  6.75% 10/15/27 (d) | 9895000  | 9114235  |
| AmWINS Group, Inc. 4.875% 6/30/29 (d) | 1400000 | 1209785 |
| AssuredPartners, Inc. 5.625% 1/15/29 (d) | 1445000 | 1228250 |
| HUB International Ltd. 7% 5/1/26 (d) | 1395000 | 1381134 |
| USI, Inc. 6.875% 5/1/25 (d) | 3250000 | 3185360 |
|  |  | 29934631 |
| Leisure - 2.1% |  |  |
| Carnival Corp.: |  |  |
|  5.75% 3/1/27 (d) | 5135000  | 3866431  |
|  9.875% 8/1/27 (d) | 4130000  | 3975125  |
|  10.5% 2/1/26 (d) | 2400000  | 2429040  |
| NCL Corp. Ltd.: |  |  |
|  5.875% 3/15/26 (d) | 735000  | 602907  |
|  5.875% 2/15/27 (d) | 2890000  | 2573054  |
|  7.75% 2/15/29 (d) | 2575000  | 2060000  |
| NCL Finance Ltd. 6.125% 3/15/28 (d) | 910000 | 701317 |
| Royal Caribbean Cruises Ltd.: |  |  |
|  4.25% 7/1/26 (d) | 4375000  | 3596895  |
|  5.375% 7/15/27 (d) | 1975000  | 1636488  |
|  5.5% 8/31/26 (d) | 4495000  | 3899413  |
|  11.625% 8/15/27 (d) | 8060000  | 8201050  |
| Studio City Co. Ltd. 7% 2/15/27 (d) | 2315000 | 2113884 |
| Vail Resorts, Inc. 6.25% 5/15/25 (d) | 1435000 | 1433507 |
| Viking Cruises Ltd. 13% 5/15/25 (d) | 2135000 | 2267827 |
|  |  | 39356938 |
| Metals/Mining - 2.0% |  |  |
| Alcoa Nederland Holding BV 4.125% 3/31/29 (d) | 2670000 | 2339748 |
| Alpha Natural Resources, Inc. 9.75% 4/15/18 (b)(g) | 1099000 | 0 |
| Arconic Corp. 6% 5/15/25 (d) | 1520000 | 1497094 |
| Cleveland-Cliffs, Inc.: |  |  |
|  4.625% 3/1/29 (d) | 1465000  | 1281875  |
|  4.875% 3/1/31 (d) | 1465000  | 1270888  |
| Constellium NV 5.875% 2/15/26 (d) | 990000 | 949677 |
| ERO Copper Corp. 6.5% 2/15/30 (d) | 7425000 | 5721891 |
| First Quantum Minerals Ltd.: |  |  |
|  6.875% 3/1/26 (d) | 3930000  | 3790603  |
|  6.875% 10/15/27 (d) | 2995000  | 2840997  |
|  7.5% 4/1/25 (d) | 2320000  | 2286360  |
| FMG Resources Pty Ltd.: |  |  |
|  4.375% 4/1/31 (d) | 1615000  | 1353871  |
|  5.125% 5/15/24 (d) | 770000  | 763744  |
|  5.875% 4/15/30 (d) | 4300000  | 4027165  |
| Howmet Aerospace, Inc. 5.95% 2/1/37  | 1505000 | 1422438 |
| HudBay Minerals, Inc. 6.125% 4/1/29 (d) | 4755000 | 4256661 |
| Mineral Resources Ltd.: |  |  |
|  8% 11/1/27 (d) | 2835000  | 2912679  |
|  8.5% 5/1/30 (d) | 680000  | 689122  |
|  |  | 37404813 |
| Paper - 0.8% |  |  |
| Berry Global, Inc. 5.625% 7/15/27 (d) | 1110000 | 1087800 |
| Clydesdale Acquisition Holdings, Inc.: |  |  |
|  6.625% 4/15/29 (d) | 1070000  | 1030902  |
|  8.75% 4/15/30 (d) | 6430000  | 5780570  |
| Enviva Partners LP / Enviva Partners Finance Corp. 6.5% 1/15/26 (d) | 3315000 | 3160524 |
| Mercer International, Inc. 5.125% 2/1/29  | 2220000 | 1905870 |
| SPA Holdings 3 OY 4.875% 2/4/28 (d) | 1770000 | 1442143 |
|  |  | 14407809 |
| Restaurants - 0.7% |  |  |
| 1011778 BC Unlimited Liability Co./New Red Finance, Inc. 4% 10/15/30 (d) | 7635000 | 6429892 |
| CEC Entertainment LLC 6.75% 5/1/26 (d) | 2250000 | 2104673 |
| KFC Holding Co./Pizza Hut Holding LLC 4.75% 6/1/27 (d) | 1325000 | 1271059 |
| Papa John's International, Inc. 3.875% 9/15/29 (d) | 870000 | 726838 |
| Yum! Brands, Inc. 4.625% 1/31/32  | 2585000 | 2274602 |
|  |  | 12807064 |
| Services - 4.5% |  |  |
| Adtalem Global Education, Inc. 5.5% 3/1/28 (d) | 4564000 | 4244520 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp. 6% 6/1/29 (d) | 1050000 | 752657 |
| Aramark Services, Inc. 6.375% 5/1/25 (d) | 3410000 | 3403248 |
| ASGN, Inc. 4.625% 5/15/28 (d) | 5875000 | 5243438 |
| Atlas Luxco 4 SARL / Allied Universal Holdco LLC / Allied Universal Finance Corp. 4.625% 6/1/28 (d) | 1328000 | 1117180 |
| Avis Budget Car Rental LLC/Avis Budget Finance, Inc. 5.375% 3/1/29 (d) | 1470000 | 1293595 |
| Booz Allen Hamilton, Inc. 3.875% 9/1/28 (d) | 2405000 | 2167482 |
| Brand Energy & Infrastructure Services, Inc. 8.5% 7/15/25 (d) | 15565000 | 12315495 |
| CoreCivic, Inc.: |  |  |
|  4.625% 5/1/23  | 255000  | 253446  |
|  8.25% 4/15/26  | 3735000  | 3815484  |
| GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (d) | 9979000 | 9488158 |
| H&E Equipment Services, Inc. 3.875% 12/15/28 (d) | 4110000 | 3554287 |
| Hertz Corp.: |  |  |
|  4.625% 12/1/26 (d) | 1680000  | 1457352  |
|  5% 12/1/29 (d) | 2190000  | 1737940  |
|  5.5% 10/15/24 (b)(d)(g) | 3155000  | 70988  |
|  6% 1/15/28 (b)(d)(g) | 3900000  | 229125  |
|  6.25% 12/31/49 (b)(g) | 2880000  | 3600  |
|  7.125% 8/1/26 (b)(d)(g) | 3980000  | 159200  |
| KAR Auction Services, Inc. 5.125% 6/1/25 (d) | 178000 | 173055 |
| Sabre GLBL, Inc. 7.375% 9/1/25 (d) | 2500000 | 2381250 |
| Service Corp. International 5.125% 6/1/29  | 1845000 | 1747556 |
| The GEO Group, Inc.: |  |  |
|  9.5% 12/31/28 (d) | 6055000  | 5734192  |
|  10.5% 6/30/28  | 2453000  | 2484644  |
| Uber Technologies, Inc.: |  |  |
|  4.5% 8/15/29 (d) | 12875000  | 11208009  |
|  6.25% 1/15/28 (d) | 2145000  | 2069925  |
| United Rentals North America, Inc. 6% 12/15/29 (d) | 6140000 | 6170700 |
| WASH Multifamily Acquisition, Inc. 5.75% 4/15/26 (d) | 1640000 | 1537205 |
|  |  | 84813731 |
| Steel - 0.4% |  |  |
| Commercial Metals Co. 3.875% 2/15/31  | 1125000 | 931746 |
| Infrabuild Australia Pty Ltd. 12% 10/1/24 (d) | 5970000 | 5796661 |
| Roller Bearing Co. of America, Inc. 4.375% 10/15/29 (d) | 690000 | 604268 |
|  |  | 7332675 |
| Super Retail - 1.5% |  |  |
| Asbury Automotive Group, Inc.: |  |  |
|  4.5% 3/1/28  | 681000  | 616108  |
|  4.625% 11/15/29 (d) | 1520000  | 1326200  |
|  4.75% 3/1/30  | 680000  | 581345  |
|  5% 2/15/32 (d) | 1520000  | 1284228  |
| Bath & Body Works, Inc. 6.625% 10/1/30 (d) | 5045000 | 4723028 |
| Carvana Co. 4.875% 9/1/29 (d) | 1730000 | 578113 |
| EG Global Finance PLC: |  |  |
|  6.75% 2/7/25 (d) | 12050000  | 10965500  |
|  8.5% 10/30/25 (d) | 2520000  | 2404912  |
| Macy's Retail Holdings LLC: |  |  |
|  5.875% 3/15/30 (d) | 915000  | 825788  |
|  6.125% 3/15/32 (d) | 1065000  | 945443  |
| Michaels Companies, Inc.: |  |  |
|  5.25% 5/1/28 (d) | 2370000  | 1735871  |
|  7.875% 5/1/29 (d) | 3590000  | 2122588  |
|  |  | 28109124 |
| Technology - 4.3% |  |  |
| Athenahealth Group, Inc. 6.5% 2/15/30 (d) | 8510000 | 6373156 |
| Black Knight InfoServ LLC 3.625% 9/1/28 (d) | 2675000 | 2404156 |
| Block, Inc.: |  |  |
|  2.75% 6/1/26  | 2555000  | 2283404  |
|  3.5% 6/1/31  | 2555000  | 2073408  |
| CA Magnum Holdings 5.375% 10/31/26 (d) | 770000 | 677600 |
| Camelot Finance SA 4.5% 11/1/26 (d) | 2285000 | 2165540 |
| CDW LLC/CDW Finance Corp. 4.25% 4/1/28  | 2960000 | 2674212 |
| Central Parent, Inc./Central Merger Sub, Inc. 7.25% 6/15/29 (d) | 4225000 | 4077102 |
| Coherent Corp. 5% 12/15/29 (d) | 1385000 | 1222263 |
| Elastic NV 4.125% 7/15/29 (d) | 1275000 | 1036488 |
| Go Daddy Operating Co. LLC / GD Finance Co., Inc. 5.25% 12/1/27 (d) | 2235000 | 2118171 |
| Match Group Holdings II LLC: |  |  |
|  4.125% 8/1/30 (d) | 2335000  | 1949725  |
|  5% 12/15/27 (d) | 1235000  | 1147651  |
|  5.625% 2/15/29 (d) | 2035000  | 1870903  |
| MicroStrategy, Inc. 6.125% 6/15/28 (d) | 10890000 | 8054789 |
| NCR Corp. 5.125% 4/15/29 (d) | 1775000 | 1526872 |
| Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 10.75% 6/1/28 (d) | 1450000 | 1363000 |
| NortonLifeLock, Inc. 5% 4/15/25 (d) | 6075000 | 5892750 |
| onsemi 3.875% 9/1/28 (d) | 3110000 | 2757606 |
| Open Text Corp. 3.875% 12/1/29 (d) | 2200000 | 1756334 |
| Open Text Holdings, Inc.: |  |  |
|  4.125% 2/15/30 (d) | 3095000  | 2506300  |
|  4.125% 12/1/31 (d) | 2200000  | 1707420  |
| Qorvo, Inc. 4.375% 10/15/29  | 5505000 | 4885247 |
| Rackspace Hosting, Inc. 5.375% 12/1/28 (d) | 1430000 | 652036 |
| Roblox Corp. 3.875% 5/1/30 (d) | 6055000 | 4954685 |
| Sensata Technologies BV 4% 4/15/29 (d) | 2480000 | 2156683 |
| Synaptics, Inc. 4% 6/15/29 (d) | 1210000 | 1008182 |
| TTM Technologies, Inc. 4% 3/1/29 (d) | 2215000 | 1879078 |
| Uber Technologies, Inc.: |  |  |
|  7.5% 5/15/25 (d) | 5010000  | 5040356  |
|  7.5% 9/15/27 (d) | 2765000  | 2779378  |
| Unisys Corp. 6.875% 11/1/27 (d) | 1425000 | 1021939 |
|  |  | 82016434 |
| Telecommunications - 7.2% |  |  |
| Altice Financing SA: |  |  |
|  5% 1/15/28 (d) | 2375000  | 1937715  |
|  5.75% 8/15/29 (d) | 7480000  | 6116845  |
| Altice France SA: |  |  |
|  5.125% 1/15/29 (d) | 2270000  | 1787625  |
|  5.125% 7/15/29 (d) | 4510000  | 3498542  |
|  5.5% 1/15/28 (d) | 4825000  | 4021203  |
| C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (d) | 9965000 | 8856394 |
| Cablevision Lightpath LLC: |  |  |
|  3.875% 9/15/27 (d) | 1280000  | 1103590  |
|  5.625% 9/15/28 (d) | 1010000  | 768495  |
| Consolidated Communications, Inc. 5% 10/1/28 (d) | 1320000 | 997004 |
| Frontier Communications Holdings LLC: |  |  |
|  5% 5/1/28 (d) | 2480000  | 2207200  |
|  5.875% 10/15/27 (d) | 2440000  | 2321709  |
|  5.875% 11/1/29  | 615475  | 491275  |
|  6% 1/15/30 (d) | 3035000  | 2483480  |
|  6.75% 5/1/29 (d) | 2795000  | 2348163  |
|  8.75% 5/15/30 (d) | 2210000  | 2286245  |
| Intelsat Jackson Holdings SA: |  |  |
|  5.5% 8/1/23 (b)(g) | 7570000  | 1  |
|  6.5% 3/15/30 (d) | 10625000  | 9775000  |
|  8.5% 10/15/24 (b)(d)(g) | 2965000  | 0  |
| LCPR Senior Secured Financing DAC: |  |  |
|  5.125% 7/15/29 (d) | 2520000  | 2080854  |
|  6.75% 10/15/27 (d) | 4724000  | 4468573  |
| Level 3 Financing, Inc.: |  |  |
|  3.75% 7/15/29 (d) | 3850000  | 2784221  |
|  4.25% 7/1/28 (d) | 3420000  | 2677823  |
|  4.625% 9/15/27 (d) | 7220000  | 6082850  |
| Lumen Technologies, Inc. 4% 2/15/27 (d) | 4225000 | 3601813 |
| Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc.: |  |  |
|  4.75% 4/30/27 (d) | 1700000  | 1504597  |
|  6% 2/15/28 (d) | 790000  | 623246  |
| Sable International Finance Ltd. 5.75% 9/7/27 (d) | 4895000 | 4454940 |
| Sabre GLBL, Inc. 9.25% 4/15/25 (d) | 1820000 | 1815450 |
| SBA Communications Corp. 3.875% 2/15/27  | 5020000 | 4634677 |
| Sprint Capital Corp. 8.75% 3/15/32  | 26030000 | 31122742 |
| Telecom Italia SpA 5.303% 5/30/24 (d) | 2020000 | 1956370 |
| Uniti Group, Inc. 6% 1/15/30 (d) | 6860000 | 4949764 |
| Windstream Escrow LLC 7.75% 8/15/28 (d) | 10615000 | 9288125 |
| Zayo Group Holdings, Inc.: |  |  |
|  4% 3/1/27 (d) | 3835000  | 2746895  |
|  6.125% 3/1/28 (d) | 2115000  | 1147388  |
|  |  | 136940814 |
| Textiles/Apparel - 0.4% |  |  |
| Crocs, Inc.: |  |  |
|  4.125% 8/15/31 (d) | 3760000  | 3004466  |
|  4.25% 3/15/29 (d) | 3735000  | 3065151  |
| Victoria's Secret & Co. 4.625% 7/15/29 (d) | 1665000 | 1405260 |
|  |  | 7474877 |
| Transportation Ex Air/Rail - 0.5% |  |  |
| Avolon Holdings Funding Ltd.: |  |  |
|  3.95% 7/1/24 (d) | 9000  | 8571  |
|  4.375% 5/1/26 (d) | 7000  | 6363  |
| Navios South American Logistics, Inc./Navios Logistics Finance U.S., Inc. 10.75% 7/1/25 (d) | 5110000 | 4768269 |
| Seaspan Corp.: |  |  |
|  5.5% 8/1/29 (d) | 3695000  | 2844633  |
|  6.5% 4/29/26 (d) | 2100000  | 2063250  |
|  |  | 9691086 |
| Utilities - 5.8% |  |  |
| Clearway Energy Operating LLC 4.75% 3/15/28 (d) | 5885000 | 5436351 |
| DPL, Inc. 4.35% 4/15/29  | 9480000 | 8401650 |
| InterGen NV 7% 6/30/23 (d) | 29300000 | 28663110 |
| NRG Energy, Inc.: |  |  |
|  3.875% 2/15/32 (d) | 1470000  | 1181726  |
|  5.25% 6/15/29 (d) | 3050000  | 2811048  |
|  6.625% 1/15/27  | 891000  | 897861  |
| Pacific Gas & Electric Co.: |  |  |
|  3.75% 8/15/42  | 350000  | 239196  |
|  3.95% 12/1/47  | 2495000  | 1739861  |
|  4.55% 7/1/30  | 16150000  | 14732310  |
|  4.95% 7/1/50  | 23225000  | 18592841  |
| PG&E Corp.: |  |  |
|  5% 7/1/28  | 3405000  | 3141487  |
|  5.25% 7/1/30  | 9430000  | 8538724  |
| Pike Corp. 5.5% 9/1/28 (d) | 8505000 | 7597857 |
| TerraForm Global, Inc. 6.125% 3/1/26 (d) | 2450000 | 2292539 |
| TransAlta Corp. 7.75% 11/15/29  | 2095000 | 2152613 |
| Vertiv Group Corp. 4.125% 11/15/28 (d) | 3055000 | 2627300 |
| Vistra Operations Co. LLC 5.625% 2/15/27 (d) | 2000000 | 1934906 |
|  |  | 110981380 |
| TOTAL NONCONVERTIBLE BONDS |  | 1452596248 |
| <br> **TOTAL CORPORATE BONDS**<br> (Cost $1,678,522,966) |  | <br> **1511859180** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 6.1%** | &nbsp;&nbsp;**Common Stocks - 6.1%** | &nbsp;&nbsp;**Common Stocks - 6.1%** |
|  | Shares | Value ($)<br>|
| Automotive & Auto Parts - 0.0%  |  |  |
| UC Holdings, Inc. (b)(h) | 32168 | 207162 |
| Broadcasting - 0.0%  |  |  |
| iHeartMedia, Inc. (h) | 8204 | 65960 |
| Chemicals - 0.0%  |  |  |
| Corteva, Inc.  | 10266 | 689465 |
| Energy - 4.3%  |  |  |
| California Resources Corp.  | 233262 | 10585430 |
| California Resources Corp. warrants 10/27/24 (h) | 20004 | 267053 |
| Chesapeake Energy Corp. (i) | 92581 | 9582134 |
| Denbury, Inc. (h) | 91241 | 8189792 |
| Denbury, Inc. warrants 9/18/25 (h) | 117577 | 6781841 |
| EP Energy Corp. (b)(h) | 218900 | 1832193 |
| Forbes Energy Services Ltd. (b)(h) | 72087 | 1 |
| Jonah Energy Parent LLC (b)(h) | 425801 | 26642369 |
| Mesquite Energy, Inc. (b)(h) | 214437 | 13262909 |
| Noble Corp. PLC (h) | 7670 | 284787 |
| Noble Corp. PLC: |  |  |
|  warrants 2/4/28 (h) | 27051 | 527495 |
|  warrants 2/4/28 (h) | 27051 | 489623 |
| PureWest Energy (b) | 2832 | 0 |
| PureWest Energy rights (b)(h) | 1707 | 0 |
| Superior Energy Services, Inc. Class A (b)(h) | 15005 | 1242264 |
| Tidewater, Inc. warrants 11/14/42 (h) | 8251 | 275871 |
| Tribune Resources, Inc. (b)(h) | 182155 | 103828 |
| Tribune Resources, Inc. warrants 3/30/23 (b)(h) | 51925 | 1 |
| Valaris Ltd. (h) | 38587 | 2547128 |
| TOTAL ENERGY |  | 82614719 |
| Entertainment/Film - 0.0%  |  |  |
| New Cotai LLC/New Cotai Capital Corp. (b)(c)(h) | 1330466 | 212875 |
| Food & Drug Retail - 0.9%  |  |  |
| Northeast Grocery, Inc. (b)(c) | 228430 | 884024 |
| Southeastern Grocers, Inc. (b)(c)(h) | 687397 | 15968232 |
| TOTAL FOOD & DRUG RETAIL |  | 16852256 |
| Gaming - 0.2%  |  |  |
| Caesars Entertainment, Inc. (h) | 57808 | 2937224 |
| Studio City International Holdings Ltd.: |  |  |
|  ADR (d) | 25434 | 60024 |
| (NYSE) ADR (h) | 28000 | 66080 |
| TOTAL GAMING |  | 3063328 |
| Telecommunications - 0.1%  |  |  |
| CUI Acquisition Corp. Class E (b)(h) | 0 | 0 |
| Frontier Communications Parent, Inc. (h)(i) | 77463 | 1996222 |
| Intelsat Jackson Holdings SA: |  |  |
|  Series A rights (b)(h) | 10413 | 91322 |
|  Series B rights (b)(h) | 10413 | 336652 |
| TOTAL TELECOMMUNICATIONS |  | 2424196 |
| Textiles/Apparel - 0.3%  |  |  |
| Intelsat Emergence SA (b) | 99434 | 4801668 |
| Utilities - 0.3%  |  |  |
| Vistra Corp.  | 220662 | 5368706 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $49,940,595) |  | <br> **116300335** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.5%** |
|  | Shares | Value ($)<br>|
| Utilities - 0.5%  |  |  |
| PG&E Corp. <br> (Cost $6,993,013) | 61000 | **8496080** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 5.0%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.0%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Air Transportation - 0.9%  |  |  |
| Echo Global Logistics, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 4.750% 8.5039% 11/23/28 (b)(e)(f)(j) | 7307000 | 7038102 |
|  2LN, term loan 3 month U.S. LIBOR + 8.000% 12.4147% 11/23/29 (b)(e)(f)(j) | 9743000 | 9384458 |
| TOTAL AIR TRANSPORTATION |  | 16422560 |
| Banks & Thrifts - 0.1%  |  |  |
| First Eagle Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 6.1741% 2/1/27 (e)(f)(j) | 1065090 | 1036748 |
| Broadcasting - 0.1%  |  |  |
| Diamond Sports Group LLC 1LN, term loan CME Term SOFR 1 Month Index + 8.000% 11.8939% 5/25/26 (e)(f)(j) | 366110 | 344693 |
| Springer Nature Deutschland GmbH Tranche B18 1LN, term loan 1 month U.S. LIBOR + 3.000% 6.6741% 8/14/26 (e)(f)(j) | 1130162 | 1121336 |
| TOTAL BROADCASTING |  | 1466029 |
| Building Materials - 0.1%  |  |  |
| Hunter Douglas, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.8588% 2/25/29 (e)(f)(j) | 1541138 | 1341622 |
| Cable/Satellite TV - 0.0%  |  |  |
| Numericable LLC Tranche B 13LN, term loan 3 month U.S. LIBOR + 4.000% 8.6497% 8/14/26 (e)(f)(j) | 1056000 | 1017276 |
| Chemicals - 0.5%  |  |  |
| Consolidated Energy Finance SA: |  |  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.3581% 5/7/25 (b)(e)(f)(j) | 5712688 | 5427053 |
|  Tranche B, term loan 3 month U.S. LIBOR + 2.500% 6.5714% 5/7/25 (e)(f)(j) | 521838 | 499659 |
| Discovery Purchaser Corp. 1LN, term loan CME Term SOFR 1 Month Index + 4.370% 10/4/29 (f)(j)(k) | 2860000 | 2604745 |
| Starfruit U.S. Holdco LLC Tranche B, term loan 1 month U.S. LIBOR + 2.750% 7.1647% 10/1/25 (e)(f)(j) | 650989 | 633737 |
| TOTAL CHEMICALS |  | 9165194 |
| Consumer Products - 0.1%  |  |  |
| The Golub Corp. 2LN, term loan 3 month U.S. LIBOR + 13.500% 18.06% 5/8/26 (b)(e)(f)(j) | 1475060 | 1436413 |
| Diversified Financial Services - 0.7%  |  |  |
| Cabazon Finance Authority term loan 11% 3/7/24 pay-in-kind (b)(e)(j) | 2968191 | 2842043 |
| HarbourVest Partners LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.250% 6.1607% 3/1/25 (e)(f)(j) | 250992 | 247290 |
| Softbank SVF II Cayman LP 1LN, term loan 3 month U.S. LIBOR + 5.000% 5% 12/31/24 (b)(e)(f)(j) | 10391415 | 10090064 |
| TOTAL DIVERSIFIED FINANCIAL SERVICES |  | 13179397 |
| Energy - 0.0%  |  |  |
| Mesquite Energy, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 8.000% 0% (b)(f)(g)(j) | 3964252 | 0 |
|  term loan 3 month U.S. LIBOR + 0.000% 0% (b)(f)(g)(j) | 1710000 | 0 |
| TOTAL ENERGY |  | 0 |
| Food/Beverage/Tobacco - 0.1%  |  |  |
| Del Monte Foods, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 8.2606% 5/16/29 (e)(f)(j) | 1885000 | 1824529 |
| Gaming - 0.1%  |  |  |
| Golden Entertainment, Inc. Tranche B, term loan 3 month U.S. LIBOR + 3.000% 7.05% 10/20/24 (e)(f)(j) | 967500 | 957825 |
| Scientific Games Holdings LP term loan CME Term SOFR 1 Month Index + 3.500% 7.0974% 4/4/29 (e)(f)(j) | 455000 | 433956 |
| TOTAL GAMING |  | 1391781 |
| Healthcare - 0.1%  |  |  |
| Electron BidCo, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.0714% 11/1/28 (e)(f)(j) | 288550 | 279689 |
| Phoenix Newco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.0039% 11/15/28 (e)(f)(j) | 1129325 | 1084581 |
| TOTAL HEALTHCARE |  | 1364270 |
| Hotels - 0.0%  |  |  |
| Travelport Finance Luxembourg SARL 1LN, term loan 3 month U.S. LIBOR + 6.750% 10.4241% 5/30/26 (e)(f)(j) | 1389868 | 933991 |
| Insurance - 0.1%  |  |  |
| Acrisure LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.3214% 2/15/27 (e)(f)(j) | 213388 | 204585 |
| Alliant Holdings Intermediate LLC: |  |  |
|  Tranche B, term loan 1 month U.S. LIBOR + 3.250% 7.3214% 5/10/25 (e)(f)(j) | 61605 | 60363 |
|  Tranche B-2 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.3214% 5/9/25 (e)(f)(j) | 1993050 | 1950698 |
| USI, Inc. Tranche B, term loan 3 month U.S. LIBOR + 2.750% 6.4241% 5/16/24 (e)(f)(j) | 437000 | 435772 |
| TOTAL INSURANCE |  | 2651418 |
| Leisure - 0.0%  |  |  |
| Alterra Mountain Co. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.5714% 8/17/28 (e)(f)(j) | 42991 | 42346 |
| Railroad - 0.0%  |  |  |
| Einstein Merger Sub, Inc. 2LN, term loan 3 month U.S. LIBOR + 7.000% 11.2113% 11/23/29 (b)(e)(f)(j) | 915000 | 910425 |
| Services - 0.8%  |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B 2LN, term loan CME Term SOFR 1 Month Index + 6.000% 10.1865% 12/20/29 (e)(f)(j) | 165000 | 151800 |
| Ascend Learning LLC 2LN, term loan 1 month U.S. LIBOR + 5.750% 9.8214% 12/10/29 (e)(f)(j) | 305000 | 258488 |
| Asurion LLC 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 7.6532% 8/17/28 (e)(f)(j) | 4300000 | 3760694 |
| Finastra U.S.A., Inc. Tranche 2LN, term loan 3 month U.S. LIBOR + 7.250% 10.6207% 6/13/25 (e)(f)(j) | 4035000 | 3084273 |
| KUEHG Corp. Tranche B 2LN, term loan 3 month U.S. LIBOR + 8.250% 12.3214% 8/22/25 (e)(f)(j) | 2230000 | 2139997 |
| Neptune BidCo U.S., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 4/11/29 (f)(j)(k) | 5535000 | 4967663 |
| Spin Holdco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 7.1441% 3/4/28 (e)(f)(j) | 1483575 | 1323468 |
| TOTAL SERVICES |  | 15686383 |
| Super Retail - 0.2%  |  |  |
| Bass Pro Group LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.8214% 3/5/28 (e)(f)(j) | 2629607 | 2523765 |
| Michaels Companies, Inc. 1LN, term loan 1 month U.S. LIBOR + 4.250% 7.9241% 4/15/28 (e)(f)(j) | 923313 | 695818 |
| TOTAL SUPER RETAIL |  | 3219583 |
| Technology - 1.1%  |  |  |
| Anastasia Parent LLC Tranche B, term loan 3 month U.S. LIBOR + 3.750% 7.4241% 8/10/25 (e)(f)(j) | 4923077 | 3626831 |
| Athenahealth Group, Inc.: |  |  |
|  Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.4106% 2/15/29 (e)(f)(j) | 2720862 | 2478705 |
|  Tranche DD 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 2/15/29 (f)(j)(l) | 462319 | 421172 |
| Ceridian HCM Holding, Inc. Tranche B, term loan 1 month U.S. LIBOR + 2.500% 6.5714% 4/30/25 (e)(f)(j) | 1574400 | 1536677 |
| Epicor Software Corp. 2LN, term loan 1 month U.S. LIBOR + 7.750% 11.8214% 7/31/28 (e)(f)(j) | 1945000 | 1918256 |
| UKG, Inc. 1LN, term loan 3 month U.S. LIBOR + 3.750% 7.8214% 5/4/26 (e)(f)(j) | 693550 | 674769 |
| Ultimate Software Group, Inc.: |  |  |
|  1LN, term loan 1 month U.S. LIBOR + 3.250% 6.9983% 5/3/26 (e)(f)(j) | 3918440 | 3779649 |
|  2LN, term loan 1 month U.S. LIBOR + 5.250% 8.9983% 5/3/27 (e)(f)(j) | 6955000 | 6363825 |
| VS Buyer LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.0714% 2/28/27 (e)(f)(j) | 438750 | 429975 |
| TOTAL TECHNOLOGY |  | 21229859 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $102,984,377) |  | <br> **94319824** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 1.6%** | &nbsp;&nbsp;**Preferred Securities - 1.6%** | &nbsp;&nbsp;**Preferred Securities - 1.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Banks & Thrifts - 1.4%  |  |  |
| Bank of America Corp.: |  |  |
|  4.3% (e)(m) | 2610000 | 2246695 |
|  6.1% (e)(m) | 3690000 | 3598193 |
|  6.25% (e)(m) | 2310000 | 2229150 |
| Citigroup, Inc. 5.95% (e)(m) | 4825000 | 4776750 |
| JPMorgan Chase & Co. 6% (e)(m) | 11680000 | 11563200 |
| Wells Fargo & Co. 5.9% (e)(m) | 1955000 | 1793713 |
| TOTAL BANKS & THRIFTS |  | 26207701 |
| Energy - 0.0%  |  |  |
| MPLX LP 6.875% (e)(m) | 1270000 | 1254989 |
| Summit Midstream Partners LP 9.5% (e)(m) | 204000 | 149940 |
| TOTAL ENERGY |  | 1404929 |
| Insurance - 0.2%  |  |  |
| Alliant Holdings Intermediate LLC 9.75% (b)(m) | 4000000 | 3395200 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $33,073,286) |  | <br> **31007830** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Other - 0.6%** | &nbsp;&nbsp;**Other - 0.6%** | &nbsp;&nbsp;**Other - 0.6%** |
|  | Shares | Value ($)<br>|
| Other - 0.6%  |  |  |
| Fidelity Direct Lending Fund, LP (c)(n) |  | 11808130 |
| Tribune Co. Claim (b)(h) | 11217 | 7516 |
| <br> **TOTAL OTHER**<br> (Cost $11,903,351) |  | <br> **11815646** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 6.2%** | &nbsp;&nbsp;**Money Market Funds - 6.2%** | &nbsp;&nbsp;**Money Market Funds - 6.2%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (o) | 106763341 | 106784694 |
| Fidelity Securities Lending Cash Central Fund 3.86% (o)(p) | 10365113 | 10366150 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $117,150,844) |  | **117150844** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.4%**<br> (Cost $2,000,568,432)<br>| <br>**1890949739** |
| **NET OTHER ASSETS (LIABILITIES) - 0.6%**  | **12201423** |
| **NET ASSETS - 100.0%** | **1903151162** |

---

**Legend**

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

(b) Level 3 security

(c) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $59,304,603 or 3.1% of net assets.

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $1,123,300,477 or 59.0% of net assets.

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

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

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

(h) Non-income producing

(i) Security or a portion of the security is on loan at period end.

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

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

(l) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $462,319 and $421,172, respectively.

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

(n) Affiliated Fund

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

(p) Investment made with cash collateral received from securities on loan.

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Fidelity Direct Lending Fund, LP | 12/09/21 - 11/30/22 | 11892132 |
| Mesquite Energy, Inc. 15% 7/15/23 | 7/10/20 - 1/18/22 | 1687240 |
| Mesquite Energy, Inc. 15% 7/15/23 | 11/05/20 - 1/18/22 | 2913114 |
| New Cotai LLC/New Cotai Capital Corp. | 9/11/20 | 6590796 |
| Northeast Grocery, Inc. | 11/08/21 | 90888 |
| Southeastern Grocers, Inc. | 6/01/18 - 4/26/19 | 5072958 |

---

**Affiliated Central Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 99248396 | 75791710 | 68255412 | 778527 | - | - | 106784694 | 0.2% |
| Fidelity Securities Lending Cash Central Fund 3.86% | 10580000 | 16397501 | 16611351 | 1674 | - | - | 10366150 | 0.0% |
| Total | 109828396 | 92189211 | 84866763 | 780201 | - | - | 117150844 |  |

---

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

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Affiliated Underlying Funds**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) |
| Fidelity Direct Lending Fund, LP | 11189162 | 2944261 | 2293998 | 281713 | (30221) | (1074) | 11808130 |
|  | 11189162 | 2944261 | 2293998 | 281713 | (30221) | (1074) | 11808130 |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

Fidelity Direct Lending Fund, LP is valued using NAV as a practical expedient in accordance with the specialized accounting guidance for investment companies.

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Central Investment Portfolios LLC

- **b. Investment Company Act file number:** 811-21667

- **c. CIK number of Registrant:** 0001303459

- **d. LEI of Registrant:** S2V1M15I679NQK6BNY65

- **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 High Income Central Fund

- **b. EDGAR series identifier (if any):** S000022433

- **c. LEI of Series:** 549300YT82L5UJBZT167

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

- **a. Date of fiscal year-end:** 2023-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1917444229.43

**Total Liabilities:** $25248956.51

**Net Assets:** $1892195272.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7380.35676470 | **1-Year:** 25160.11074060 | **5-Year:** 39791.87931270 | **10-Year:** 40230.24384580 | **30-Year:** 19209.11359400

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

- **3-Month:** 83879.19902964 | **1-Year:** 248191.32795922 | **5-Year:** 276670.61201017 | **10-Year:** 34347.96948255 | **30-Year:** 2678.58960710

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000064553 | -4.47%               | 3.85%                | 2.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-730830.96              | $-91841282.70                              |
| Month 2  | $-1442209.49             | $51288975.73                               |
| Month 3  | $-2185195.90             | $35254710.35                               |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| RADIATE HOLDCO LLC / RADIATE FIN INC                                             | RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A                                               | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5050000 | PA      | $2725485.00   | 0.14%             | 2028-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    740000 | PA      | $643889.55    | 0.03%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 6.125% 07/01/2029 144A                                                             | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $833565.56    | 0.04%             | 2029-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 6.75% 02/15/2027 144A                                                          | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1961000.00   | 0.10%             | 2027-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ARD FIN SA                                                                       | ARD FIN SA PIK VAR 06/30/2027 144A                                                                      | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   2525000 | PA      | $1868500.00   | 0.10%             | 2027-06-30      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP 5.75% 09/15/2025                                                                  | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4610873.44   | 0.24%             | 2025-09-15      | Fixed         | 0.06%                 | 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        |   1905000 | PA      | $1414489.86   | 0.07%             | 2028-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                          | GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A                                                          | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1208945.54   | 0.06%             | 2028-08-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1685909.90   | 0.09%             | 2031-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 8.25% 04/15/2026                                                                          | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3815483.80   | 0.20%             | 2026-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC CONV 15% 07/15/2023                                                                 | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1687240 | PA      | $11161092.60  | 0.59%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           | 3                  | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1209784.66   | 0.06%             | 2029-06-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 5.875% 04/15/2030 144A                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   4300000 | PA      | $4027165.00   | 0.21%             | 2030-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DANA INC                                                                         | DANA INC 4.25% 09/01/2030                                                                               | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1120026.19   | 0.06%             | 2030-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A                                                       | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6782631.00   | 0.36%             | 2026-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2375000 | PA      | $1958045.00   | 0.10%             | 2029-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALPHA NATURAL RESOURCES INC                                                      | ALPHA NATURAL RESOURCES INC 9.75% 04/15/2018                                                            | CUSIP: 02076XAD4<br>LEI: 549300C9E158C3V6PT51 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $0.11         | 0.00%             | 2018-04-15      | Fixed         | 0.10%                 | No            | 3                  | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 6.75% 10/15/2027 144A                                                 | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   4724000 | PA      | $4468573.32   | 0.24%             | 2027-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL 6.75% 05/01/2025                                                              | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3334022.18   | 0.18%             | 2025-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA CVR SER B RT                                                                  | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | LU        |     10413 | NS      | $336652.29    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 3.875% 02/15/2031                                                                  | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $931746.21    | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 3.625% 05/15/2031 144A                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1487854.03   | 0.08%             | 2031-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 5.25% 05/01/2028 144A                                                                  | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $1735870.90   | 0.09%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                                               | TELECOM ITALIA SPA 5.303% 05/30/2024 144A                                                               | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   2020000 | PA      | $1956370.00   | 0.10%             | 2024-05-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 6% 12/01/2029 144A                                                                 | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1396624.05   | 0.07%             | 2029-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                     | AUTHENTIC BRANDS TERM B 2LN 12/20/2029                                                                  | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    165000 | PA      | $151800.00    | 0.01%             | 2029-12-20      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| ELECTRON BIDCO INC                                                               | EXAMWORKS TERM B 1LN 11/01/2028                                                                         | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    288550 | PA      | $279688.63    | 0.01%             | 2028-11-01      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 6.25% 01/15/2028 144A                                                             | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2069925.00   | 0.11%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                             | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $2677823.34   | 0.14%             | 2028-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 4.625% 06/01/2030 144A                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $985025.10    | 0.05%             | 2030-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031                                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4408415.28   | 0.23%             | 2031-01-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                                                        | PIKE CORP 5.5% 09/01/2028 144A                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   8505000 | PA      | $7597856.70   | 0.40%             | 2028-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NORTHEAST GROCERY INC                                                            | NORTHEAST GROCERY INC PP                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    228430 | NS      | $884024.10    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 5.25% 04/15/2027 144A                                                           | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2671266.00   | 0.14%             | 2027-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| STERICYCLE INC                                                                   | STERICYCLE INC 3.875% 01/15/2029 144A                                                                   | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1431150.00   | 0.08%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC                   | KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC 4.75% 06/01/2027 144A                    | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1271059.25   | 0.07%             | 2027-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12055000 | PA      | $11081679.30  | 0.59%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 4.625% 09/15/2027 144A                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   7220000 | PA      | $6082850.00   | 0.32%             | 2027-09-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD                                 | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 8% 09/20/2025 144A                                     | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8125000 | PA      | $8226562.50   | 0.43%             | 2025-09-20      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ZIGGO BV                                                                         | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |   1730000 | PA      | $1470500.00   | 0.08%             | 2030-01-15      | 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        |   7425000 | PA      | $5721890.63   | 0.30%             | 2030-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5895000 | PA      | $3738358.46   | 0.20%             | 2030-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TTM TECHNOLOGIES INC                                                             | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                 | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1879078.46   | 0.10%             | 2029-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC 5.95% 02/01/2037                                                                   | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1422438.38   | 0.08%             | 2037-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1537204.80   | 0.08%             | 2026-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                           | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.125% 06/01/2028 144A                           | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1408097.60   | 0.07%             | 2028-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AFFINITY GAMING LLC                                                              | AFFINITY GAMING LLC 6.875% 12/15/2027 144A                                                              | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $763477.60    | 0.04%             | 2027-12-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| DIAMOND BC BV                                                                    | DIAMOND BC BV 4.625% 10/01/2029 144A                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |   1145000 | PA      | $863204.05    | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 5.625% 01/15/2029 144A                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1228250.00   | 0.06%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A                                  | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $623246.23    | 0.03%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1934906.26   | 0.10%             | 2027-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                      | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1974222.82   | 0.10%             | 2029-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                           | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    505000 | PA      | $470697.88    | 0.02%             | 2027-09-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A                                                       | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $1944176.40   | 0.10%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                                                      | EPICOR SOFTWARE TERM 2LN 07/31/2028                                                                     | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1945000 | PA      | $1918256.25   | 0.10%             | 2028-07-31      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A                                                  | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9401000 | PA      | $8838820.20   | 0.47%             | 2025-11-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FLY LEASING LTD                                                                  | FLY LEASING LTD 7% 10/15/2024 144A                                                                      | CUSIP: 14308CAA1<br>LEI: 549300LI58A0MHGHTZ98 | Long             | DBT              | CORP              | BM        |   7485000 | PA      | $5639479.69   | 0.30%             | 2024-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| UKG INC                                                                          | ULTIMATE SOFTWARE TERM 1LN 05/04/2026                                                                   | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    693550 | PA      | $674768.67    | 0.04%             | 2026-05-04      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 4.3%/VAR PERP                                                               | CUSIP: 060505FQ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2610000 | PA      | $2246695.13   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A                                                     | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $1506025.00   | 0.08%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                      | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                                      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2167482.20   | 0.11%             | 2028-09-01      | Fixed         | 0.04%                 | 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        |   2995000 | PA      | $2657792.95   | 0.14%             | 2031-04-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC                                                                     | ACRISURE TERM B 1LN 02/15/2027                                                                          | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    213388 | PA      | $204585.27    | 0.01%             | 2027-02-15      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3352030.70   | 0.18%             | 2026-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| UC HOLDINGS INC                                                                  | UC HOLDINGS INC                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     32168 | NS      | $207161.92    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.125% 08/15/2030 144A                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2231129.32   | 0.12%             | 2030-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A                                                       | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3930000 | PA      | $3790602.90   | 0.20%             | 2026-03-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SPA HOLDINGS 3 OY                                                                | SPA HOLDINGS 3 OY 4.875% 02/04/2028 144A                                                                | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |   1770000 | PA      | $1442142.58   | 0.08%             | 2028-02-04      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP CONV 2.375% 03/15/2024                                                                | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  13472000 | PA      | $12023405.82  | 0.64%             | 2024-03-15      | Fixed         | 0.02%                 | No            | 2                  | On Loan: No      |
| KAR AUCTION SVCS INC                                                             | KAR AUCTION SVCS INC 5.125% 06/01/2025 144A                                                             | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    178000 | PA      | $173055.48    | 0.01%             | 2025-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VALARIS LTD                                                                      | VALARIS LTD PIK VAR 04/30/2028                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |    660000 | PA      | $654096.30    | 0.03%             | 2028-04-30      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 3.75% 02/15/2027 144A                                             | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1772567.55   | 0.09%             | 2027-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 10% 04/15/2027 144A                                                            | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3011811.12   | 0.16%             | 2027-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.25% 06/01/2029 144A                                                             | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5379616.00   | 0.28%             | 2029-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                     | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                     | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    870000 | PA      | $726838.08    | 0.04%             | 2029-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 4.3% 08/15/2039                                                               | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    880000 | PA      | $712800.00    | 0.04%             | 2039-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 10/01/2028 144A                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   7085000 | PA      | $6252512.50   | 0.33%             | 2028-10-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 7.5% 05/15/2025 144A                                                              | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $5040355.59   | 0.27%             | 2025-05-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| WESTERN GLOBAL AIRLINES LLC                                                      | WESTERN GLOBAL AIRLINES LLC 10.375% 08/15/2025 144A                                                     | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2214450.00   | 0.12%             | 2025-08-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 3.25% 02/12/2032                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $3580728.89   | 0.19%             | 2032-02-12      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| GRAY ESCROW II INC                                                               | GRAY ESCROW II INC 5.375% 11/15/2031 144A                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2266020.90   | 0.12%             | 2031-11-15      | 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        |   5020000 | PA      | $4634677.05   | 0.24%             | 2027-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ARCONIC CORP                                                                     | ARCONIC CORP 6% 05/15/2025 144A                                                                         | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1497094.27   | 0.08%             | 2025-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 10.75% 06/01/2028 144A                              | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1363000.00   | 0.07%             | 2028-06-01      | Fixed         | 0.11%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                 | BERRY GLOBAL INC 5.625% 07/15/2027 144A                                                                 | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1087800.00   | 0.06%             | 2027-07-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                       | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   2670000 | PA      | $2339747.70   | 0.12%             | 2029-03-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| STUDIO CITY FIN LTD                                                              | STUDIO CITY FIN LTD 6.5% 01/15/2028 144A                                                                | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   5015000 | PA      | $3686025.00   | 0.19%             | 2028-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM B 1LN 02/15/2029                                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2720862 | PA      | $2478705.25   | 0.13%             | 2029-02-15      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC                                        | CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4077102.19   | 0.22%             | 2029-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 7.5% 03/15/2027                                                                           | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5263125.00   | 0.28%             | 2027-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 01/15/2029 144A                                                                 | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2270000 | PA      | $1787625.00   | 0.09%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.75% 01/15/2030 144A                                                                  | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $2512890.00   | 0.13%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY TERM INCR B 1LN 05/07/2025                                                          | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |   5712688 | PA      | $5427053.13   | 0.29%             | 2025-05-07      | Variable      | 0.07%                 | No            | 3                  | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                           | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2335000 | PA      | $1949725.00   | 0.10%             | 2030-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1468858.12   | 0.08%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.5% PC 08/16/2023                                                                        | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     61000 | NS      | $8496080.00   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2321708.80   | 0.12%             | 2027-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   9125000 | PA      | $5333380.00   | 0.28%             | 2028-10-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP 6.25%/VAR PERP                                                                     | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2310000 | PA      | $2229150.00   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                                        | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |   6225000 | PA      | $6248655.00   | 0.33%             | 2027-07-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 11.625% 08/15/2027 144A                                                     | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   8060000 | PA      | $8201050.00   | 0.43%             | 2027-08-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 05/15/2027 144A                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1322549.28   | 0.07%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                         | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5572875.00   | 0.29%             | 2027-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 4.25% 12/15/2027 144A                                                                          | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    735000 | PA      | $659662.50    | 0.03%             | 2027-12-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR 144A                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     25434 | NS      | $60024.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1120097.55   | 0.06%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                          | KRONOS ACQ / KIK CUSTOM 7% 12/31/2027 144A                                                              | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $564400.00    | 0.03%             | 2027-12-31      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| H and E EQUIPMENT SERVICES INC                                                   | H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A                                                   | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $3554286.90   | 0.19%             | 2028-12-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                         | GREAT OUTDOORS TERM B2 1LN 03/05/2028                                                                   | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2629607 | PA      | $2523765.43   | 0.13%             | 2028-03-05      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                                                  | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2052750.75   | 0.11%             | 2029-06-30      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NEPTUNE ENERGY BONDCO PLC                                                        | NEPTUNE ENERGY BONDCO PLC 6.625% 05/15/2025 144A                                                        | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $1045639.83   | 0.06%             | 2025-05-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                         | BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029                                                         | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |   2860000 | PA      | $2604745.00   | 0.14%             | 2029-10-04      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 9.875% 08/01/2027 144A                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4130000 | PA      | $3975125.00   | 0.21%             | 2027-08-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 6% 02/15/2028 144A                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3615000 | PA      | $3389749.35   | 0.18%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA CVR SER A RT                                                                  | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | EC               | CORP              | LU        |     10413 | NS      | $91322.01     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT INSURANCE TERM B EXT 5/10/2025                                                                  | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     61605 | PA      | $60363.19     | 0.00%             | 2025-05-10      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| OPTION CARE HEALTH INC                                                           | OPTION CARE HEALTH INC 4.375% 10/31/2029 144A                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $902380.65    | 0.05%             | 2029-10-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                           | CHESAPEAKE ENERGY CORP                                                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     92581 | NS      | $9582133.50   | 0.51%             |  |  |  | No            | 1                  | On Loan: —       |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 6.375% 09/01/2029 144A                                                           | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2062682.10   | 0.11%             | 2029-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1199704.50   | 0.06%             | 2029-08-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP                                                                                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |    233262 | NS      | $10585429.56  | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050                                                            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  23225000 | PA      | $18592840.87  | 0.98%             | 2050-07-01      | Fixed         | 0.05%                 | 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        |   1145000 | PA      | $1122100.00   | 0.06%             | 2027-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| INTELSAT SA/LUXEMBOURG                                                           | INTELSAT SA/LUXEMBOURG                                                                                  | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |     99434 | NS      | $4801667.86   | 0.25%             |  |  |  | No            | 3                  | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE FIN INC                                             | RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A                                               | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6820000 | PA      | $5576714.00   | 0.29%             | 2026-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2242399.50   | 0.12%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   3695000 | PA      | $2844632.70   | 0.15%             | 2029-08-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 2.9% 02/16/2028                                                                      | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1669951.18   | 0.09%             | 2028-02-16      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1281875.00   | 0.07%             | 2029-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                   | FERRELLGAS L P /FERRELLGAS FIN 5.375% 04/01/2026 144A                                                   | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1633000.00   | 0.09%             | 2026-04-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CERIDIAN HCM HOLDING INC                                                         | CERIDIAN TERM B 1LN 04/30/2025                                                                          | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1574400 | PA      | $1536677.38   | 0.08%             | 2025-04-30      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC 5.125% 02/01/2029                                                              | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1905870.00   | 0.10%             | 2029-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | CDI ESCROW ISSUER INC 5.75% 04/01/2030 144A                                                             | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4063019.40   | 0.21%             | 2030-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FIN CORP                                          | CVR PARTNERS LP / CVR NITROGEN FIN CORP 6.125% 06/15/2028 144A                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2717819.30   | 0.14%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 6.625% 01/15/2027                                                                        | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    891000 | PA      | $897860.70    | 0.05%             | 2027-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                       | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                        | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1699652.35   | 0.09%             | 2028-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 5.375% 05/01/2025 144A                                                 | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3502475.25   | 0.19%             | 2025-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CAMELOT FIN S A                                                                  | CAMELOT FIN S A 4.5% 11/01/2026 144A                                                                    | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2285000 | PA      | $2165540.20   | 0.11%             | 2026-11-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8920000 | PA      | $8442690.80   | 0.45%             | 2027-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                        | BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2404156.25   | 0.13%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1819000 | PA      | $1396082.50   | 0.07%             | 2028-09-30      | Fixed         | 0.11%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040                                                               | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    980000 | PA      | $957920.60    | 0.05%             | 2040-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINANCE CORP                                           | MIWD HOLDCO II LLC / MIWD FINANCE CORP 5.5% 02/01/2030 144A                                             | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $483800.00    | 0.03%             | 2030-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 5.125% 02/28/2030 144A                                                                    | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1155000 | PA      | $937016.85    | 0.05%             | 2030-02-28      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NEW COTAI LLC                                                                    | NEW COTAI LLC PIK CONV 5% 02/24/2027                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1552961 | PA      | $1368469.03   | 0.07%             | 2027-02-24      | Fixed         | 0.05%                 | No            | 3                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $2383632.10   | 0.13%             | 2031-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC                                      | ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC 10.5% 02/15/2028 144A                                       | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7650000 | PA      | $3245364.24   | 0.17%             | 2028-02-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| TIDEWATER INC                                                                    | TIDEWATER INC WT 11/14/42                                                                               | CUSIP: 88642R166<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      8251 | NS      | $275871.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A                                                              | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2779378.00   | 0.15%             | 2027-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP WT 10/27/24                                                                         | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     20004 | NS      | $267053.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2734941.30   | 0.14%             | 2028-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC                                                                               | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |     57808 | NS      | $2937224.48   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1963675.00   | 0.10%             | 2029-11-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                  | CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A                                                      | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $997004.00    | 0.05%             | 2028-10-01      | Fixed         | 0.05%                 | 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        |   1980000 | PA      | $1796889.60   | 0.09%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / ACRISURE FINANCE INC 10.125% 08/01/2026 144A                                             | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2390851.02   | 0.13%             | 2026-08-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                               | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   2650000 | PA      | $2209437.50   | 0.12%             | 2029-05-15      | Fixed         | 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 4.875% 02/15/2030 144A           | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6890000 | PA      | $6147533.60   | 0.32%             | 2030-02-15      | Fixed         | 0.05%                 | 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        |   1465000 | PA      | $1257702.50   | 0.07%             | 2026-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| STUDIO CITY CO LTD                                                               | STUDIO CITY CO LTD 7% 02/15/2027 144A                                                                   | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   2315000 | PA      | $2113884.38   | 0.11%             | 2027-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                                   | TEMPUR SEALY INTERNATIONAL INC 3.875% 10/15/2031 144A                                                   | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $1952419.65   | 0.10%             | 2031-10-15      | Fixed         | 0.04%                 | 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        |   1755000 | PA      | $1465425.00   | 0.08%             | 2029-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A                                                      | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    770000 | PA      | $763743.75    | 0.04%             | 2024-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FORBES ENERGY SVCS LTD                                                           | FORBES ENERGY SVCS LTD NEW                                                                              | CUSIP: 345143200<br>LEI: 5493000KNGZL65YWY755 | Long             | EC               | CORP              | US        |     72087 | NS      | $0.72         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| THOR INDUSTRIES INC                                                              | THOR INDUSTRIES INC 4% 10/15/2029 144A                                                                  | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $2559458.12   | 0.14%             | 2029-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 5% 12/15/2027 144A                                                               | CUSIP: 57665RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1147650.88   | 0.06%             | 2027-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 5% 01/15/2029                                                                                  | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2383366.58   | 0.13%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TKC HOLDINGS INC                                                                 | TKC HOLDINGS INC 10.5% 05/15/2029 144A                                                                  | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1073880.00   | 0.06%             | 2029-05-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                            | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                              | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |   8600000 | PA      | $7701300.00   | 0.41%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                       | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $843309.76    | 0.04%             | 2030-10-15      | Fixed         | 0.06%                 | 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        |   3345000 | PA      | $3077400.00   | 0.16%             | 2028-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                  | TAYLOR MORRISON COMMUNITIES INC 5.75% 01/15/2028 144A                                                   | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2736170.90   | 0.14%             | 2028-01-15      | Fixed         | 0.06%                 | 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        |   3615000 | PA      | $3715605.45   | 0.20%             | 2027-11-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC 3ML+0 PERP                                                                                | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   4825000 | PA      | $4776750.00   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4495000 | PA      | $3899412.50   | 0.21%             | 2026-08-31      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 5.8% 05/01/2025                                                                           | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20082.55     | 0.00%             | 2025-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC 3.25% 02/15/2029 144A                                                                       | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2218490.25   | 0.12%             | 2029-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| VERTIV GROUP CORP                                                                | VERTIV GROUP CORP 4.125% 11/15/2028 144A                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $2627300.00   | 0.14%             | 2028-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NCL FINANCE LTD                                                                  | NCL FINANCE LTD 6.125% 03/15/2028 144A                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    910000 | PA      | $701316.65    | 0.04%             | 2028-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $578112.72    | 0.03%             | 2029-09-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5.75% 08/15/2029 144A                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   7480000 | PA      | $6116844.80   | 0.32%             | 2029-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                                        | CHEEVER ESCROW ISSUER LLC 7.125% 10/01/2027 144A                                                        | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1458600.00   | 0.08%             | 2027-10-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| C and W SENIOR FINANCING DAC                                                     | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                                     | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |   9965000 | PA      | $8856393.75   | 0.47%             | 2027-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 6.125% 03/15/2032 144A                                                        | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $945443.10    | 0.05%             | 2032-03-15      | Fixed         | 0.06%                 | 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        |   4900000 | PA      | $3736740.00   | 0.20%             | 2030-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ARCHES BUYER INC                                                                 | ARCHES BUYER INC 4.25% 06/01/2028 144A                                                                  | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    795000 | PA      | $654006.75    | 0.03%             | 2028-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2025230.20   | 0.11%             | 2030-01-31      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DANA INC                                                                         | DANA INC 5.625% 06/15/2028                                                                              | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2254000.00   | 0.12%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 10.5% 02/01/2026 144A                                                                     | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2400000 | PA      | $2429040.00   | 0.13%             | 2026-02-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| RACKSPACE HOSTING INC                                                            | RACKSPACE HOSTING INC 5.375% 12/01/2028 144A                                                            | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $652035.67    | 0.03%             | 2028-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TRANSALTA CORP                                                                   | TRANSALTA CORP 7.75% 11/15/2029                                                                         | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |   2095000 | PA      | $2152612.50   | 0.11%             | 2029-11-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025                                                         | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1018745.45   | 0.05%             | 2025-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                           | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A                    | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9915000 | PA      | $9567975.00   | 0.51%             | 2026-10-15      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                                     | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    462319 | PA      | $421172.46    | 0.02%             | 2029-02-15      | Variable      | 0.04%                 | No            | 2                  | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                                         | VIPER ENERGY PARTNERS LP 5.375% 11/01/2027 144A                                                         | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1047326.69   | 0.06%             | 2027-11-01      | Fixed         | 0.05%                 | 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        |   1650000 | PA      | $1464226.50   | 0.08%             | 2029-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3448159.10   | 0.18%             | 2030-06-30      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| USI INC                                                                          | USI INC 6.875% 05/01/2025 144A                                                                          | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3185360.17   | 0.17%             | 2025-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049                                                              | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |   1710000 | PA      | $0.17         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC 7.875% 05/01/2029 144A                                                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $2122587.50   | 0.11%             | 2029-05-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                           | CDW LLC / CDW FIN CORP 4.25% 04/01/2028                                                                 | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2674212.00   | 0.14%             | 2028-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ECHO GLOBAL LOGISTICS INC                                                        | ECHO LOGISTICS 3ML+800 2LN 11/23/2029                                                                   | CUSIP: N/A<br>LEI: 549300WRZ9Y84GWVYR04       | Long             | LON              | CORP              | US        |   9743000 | PA      | $9384457.60   | 0.50%             | 2029-11-23      | Variable      | 0.12%                 | No            | 3                  | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1779469.90   | 0.09%             | 2029-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NESCO HOLDINGS II INC                                                            | NESCO HOLDINGS II INC 5.5% 04/15/2029 144A                                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1557086.70   | 0.08%             | 2029-04-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                                         | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1914750.00   | 0.10%             | 2031-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                              | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2184425.60   | 0.12%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                          | MPLX LP 6.875%/VAR PERP                                                                                 | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               | CORP              | US        |   1270000 | PA      | $1254988.60   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                               | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2641800.00   | 0.14%             | 2046-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CITGO HLDG INC                                                                   | CITGO HLDG INC 9.25% 08/01/2024 144A                                                                    | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2631562.50   | 0.14%             | 2024-08-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $2784220.71   | 0.15%             | 2029-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC 5% 03/01/2031                                                                        | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1727066.26   | 0.09%             | 2031-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PG and E CORP                                                                    | PG and E CORP 5.25% 07/01/2030                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   9430000 | PA      | $8538723.55   | 0.45%             | 2030-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM INVESTMENTS HOLDINGS 4.875% 05/01/2029 144A                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3064306.06   | 0.16%             | 2029-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| UNITED NATURAL FOODS INC                                                         | UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A                                                          | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1755700.00   | 0.09%             | 2028-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 4.125% 07/01/2030 144A                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1818432.10   | 0.10%             | 2030-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP 3.875% 05/01/2030 144A                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6055000 | PA      | $4954685.40   | 0.26%             | 2030-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 5.5% 11/15/2027                                                                           | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  12450000 | PA      | $11734125.00  | 0.62%             | 2027-11-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2811047.75   | 0.15%             | 2029-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NEW HOME CO INC/THE                                                              | NEW HOME CO INC/THE 7.25% 10/15/2025 144A                                                               | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1353035.98   | 0.07%             | 2025-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC                                                                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8204 | NS      | $65960.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A                                                              | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   2520000 | PA      | $2404911.93   | 0.13%             | 2025-10-30      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 6.625% 01/15/2028 144A                                                      | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35487.58     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| VICTORS MERGER CORP                                                              | VICTORS MERGER CORP 6.375% 05/15/2029 144A                                                              | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3465000 | PA      | $2215546.85   | 0.12%             | 2029-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CORTEVA INC                                                                      | CORTEVA INC                                                                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     10266 | NS      | $689464.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 4.4% 04/15/2046                                                               | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1382500.00   | 0.07%             | 2046-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KLX ENERGY SERVICES HOLDINGS INC                                                 | KLX ENERGY SVCS HLDGS INC 11.5% 11/01/2025 144A                                                         | CUSIP: 48253LAA4<br>LEI: 5493004D4S7MAO1H3U27 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2358772.50   | 0.12%             | 2025-11-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| KOBE US MIDCO 2 INC                                                              | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5905000 | PA      | $4251600.00   | 0.22%             | 2026-11-01      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   6965000 | PA      | $5638028.20   | 0.30%             | 2030-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TULLOW OIL PLC                                                                   | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                   | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |   5450000 | PA      | $4687000.00   | 0.25%             | 2026-05-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                         | GOLDEN ENTERTAINMENT INC 7.625% 04/15/2026 144A                                                         | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    935000 | PA      | $925650.00    | 0.05%             | 2026-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| COVANTA HLDG CORP                                                                | COVANTA HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1144975.00   | 0.06%             | 2029-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                                                          | KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A                                                              | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $487727.40    | 0.03%             | 2026-12-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                        | CATALENT PHARMA SOLUTIONS 5% 07/15/2027 144A                                                            | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    825000 | PA      | $786018.75    | 0.04%             | 2027-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 4.75% 09/15/2024                                                          | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2117390.00   | 0.11%             | 2024-09-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NOBLE CORP PLC                                                                   | NOBLE CORP PLC TRANCHE 1 WT 02/04/28                                                                    | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |     27051 | NS      | $527494.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Studio City International Holdings Ltd                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD ADR                                                              | CUSIP: 86389T106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     28000 | NS      | $66080.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VALARIS LTD                                                                      | VALARIS LTD                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     38587 | NS      | $2547127.87   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 5.75% 03/01/2027 144A                                                                    | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    282000 | PA      | $274906.29    | 0.01%             | 2027-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| STARFRUIT US HOLDCO LLC                                                          | AKZONOBEL SPECIALTY CHEMICALS TERM B 10/01/2025                                                         | CUSIP: N/A<br>LEI: 213800XPQ78J7OIF6Y69       | Long             | LON              | CORP              | US        |    650989 | PA      | $633737.35    | 0.03%             | 2025-10-01      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $2797031.25   | 0.15%             | 2032-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 4.95% 05/28/2027                                                                     | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5086738.75   | 0.27%             | 2027-05-28      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                    | UNITED RENTALS NORTH AMER INC 6% 12/15/2029 144A                                                        | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   6140000 | PA      | $6170700.00   | 0.33%             | 2029-12-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 4.625% 12/01/2026 144A                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1457352.05   | 0.08%             | 2026-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                            | EG GLOBAL FINANCE PLC 6.75% 02/07/2025 144A                                                             | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |  12050000 | PA      | $10965500.00  | 0.58%             | 2025-02-07      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                         | GOLDEN ENTERTAINMENT TERM B 1LN 10/20/2024                                                              | CUSIP: 38101JAC0<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | LON              | CORP              | US        |    967500 | PA      | $957825.00    | 0.05%             | 2024-10-20      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| SUMMIT MIDSTREAM PARTNERS LP                                                     | SUMMIT MIDSTREAM PARTNERS LP 9.5/VAR PERP                                                               | CUSIP: 866142AA0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    204000 | PA      | $149940.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 7.35% 11/04/2027                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5189450.00   | 0.27%             | 2027-11-04      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1721292.50   | 0.09%             | 2036-09-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NEW COTAI LLC / NEW COTAI CAP CORP                                               | NEW COTAI LLC/NEW COTAI CAPITAL CORP P/P                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1330466 | NS      | $212874.56    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                         | SURGERY CENTER HLDGS INC 6.75% 07/01/2025 144A                                                          | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244717.87    | 0.01%             | 2025-07-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  12875000 | PA      | $11208009.38  | 0.59%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                                             | WR GRACE HOLDING LLC 4.875% 06/15/2027 144A                                                             | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2916317.25   | 0.15%             | 2027-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                              | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4435000 | PA      | $3813035.60   | 0.20%             | 2029-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TRITON WATER HOLDINGS                                                            | TRITON WATER HOLDINGS 6.25% 04/01/2029 144A                                                             | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $840547.80    | 0.04%             | 2029-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $804571.39    | 0.04%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| HUNTER DOUGLAS INC                                                               | HUNTER DOUGLAS TERM B 1LN 02/25/2029                                                                    | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |   1541138 | PA      | $1341621.84   | 0.07%             | 2029-02-25      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                     | CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A                                                       | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7210000 | PA      | $6651225.00   | 0.35%             | 2029-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A                                                         | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $2899331.50   | 0.15%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                          | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |  10625000 | PA      | $9775000.00   | 0.52%             | 2030-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2144826.30   | 0.11%             | 2030-12-31      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 2LN 05/03/2027                                                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   6955000 | PA      | $6363825.00   | 0.34%             | 2027-05-03      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 4.625% 12/01/2031 144A                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3089467.15   | 0.16%             | 2031-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                        | MACYS RETAIL HOLDINGS LLC 5.875% 03/15/2030 144A                                                        | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $825787.50    | 0.04%             | 2030-03-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 5.375% 02/01/2029                                                                | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4167760.00   | 0.22%             | 2029-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2195596.95   | 0.12%             | 2031-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A                                                       | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      9000 | PA      | $8571.11      | 0.00%             | 2024-07-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                         | SINCLAIR BROADCASTING TERM 1LN 05/25/2026                                                               | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    366110 | PA      | $344692.56    | 0.02%             | 2026-05-25      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT INC                                               | FRONTIER COMMUNICATIONS PARENT INC                                                                      | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77463 | NS      | $1996221.51   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6715000 | PA      | $7697068.75   | 0.41%             | 2030-07-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 3.625% 06/17/2031                                                                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2035571.20   | 0.11%             | 2031-06-17      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNISYS CORP                                                                      | UNISYS CORP 6.875% 11/01/2027 144A                                                                      | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1021938.75   | 0.05%             | 2027-11-01      | Fixed         | 0.07%                 | 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        |   6430000 | PA      | $5780570.00   | 0.31%             | 2030-04-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5273000 | PA      | $5656686.00   | 0.30%             | 2031-11-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   2480000 | PA      | $2156682.50   | 0.11%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2607537.50   | 0.14%             | 2030-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 6.25% 05/15/2025 144A                                                                  | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1433507.28   | 0.08%             | 2025-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| GANNETT HOLDINGS LLC                                                             | GANNETT HOLDINGS LLC 6% 11/01/2026 144A                                                                 | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1105062.16   | 0.06%             | 2026-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A                                                     | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1290786.33   | 0.07%             | 2028-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2207200.00   | 0.12%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 06/15/2025 144A                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5180000 | PA      | $4957066.37   | 0.26%             | 2025-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2506300.05   | 0.13%             | 2030-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6% 01/15/2028 144A                                                                           | CUSIP: 428040CZ0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $229125.00    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 3                  | On Loan: No      |
| WELLS FARGO and CO                                                               | WELLS FARGO and CO NEW 5.9%/VAR PERP                                                                    | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   1955000 | PA      | $1793712.50   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                        | CENTRAL GARDEN and PET CO 4.125% 10/15/2030                                                             | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1394437.50   | 0.07%             | 2030-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP CONV 3.375% 08/15/2026                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  20439000 | PA      | $13234252.50  | 0.70%             | 2026-08-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.75% 09/15/2026                                                                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    805000 | PA      | $788900.00    | 0.04%             | 2026-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                         | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   1235000 | PA      | $1088683.56   | 0.06%             | 2028-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.125% 06/15/2030 144A                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3487094.40   | 0.18%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP                                                         | SEG HLD LLC/SEG FIN CORP 5.625% 10/15/2028 144A                                                         | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2087800.00   | 0.11%             | 2028-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                               | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10215000 | PA      | $11083275.00  | 0.59%             | 2031-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| DENBURY INC                                                                      | DENBURY INC WT 09/18/25                                                                                 | CUSIP: 24790A119<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |    117577 | NS      | $6781841.36   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                             | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7635000 | PA      | $6429891.60   | 0.34%             | 2030-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT HLDGS INTERMEDIATE LLC 9.75% PERP                                                               | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | EP               | CORP              | US        |   4000000 | PA      | $3395200.00   | 0.18%             |  |  |  | No            | 3                  | On Loan: No      |
| ELASTIC NV                                                                       | ELASTIC NV 4.125% 07/15/2029 144A                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1275000 | PA      | $1036487.78   | 0.05%             | 2029-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                                 | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $2746895.45   | 0.15%             | 2027-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| WESCO AIRCRAFT HLDGS INC                                                         | WESCO AIRCRAFT HLDGS INC 8.5% 11/15/2024 144A                                                           | CUSIP: 97789LAC0<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $796950.00    | 0.04%             | 2024-11-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC 6.125% 04/01/2029 144A                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   4755000 | PA      | $4256661.40   | 0.22%             | 2029-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 4.375% 01/15/2030 144A                                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $5718574.55   | 0.30%             | 2030-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1103590.40   | 0.06%             | 2027-09-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MICROSTRATEGY INC                                                                | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                                | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  10890000 | PA      | $8054789.15   | 0.43%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 09/01/2026 144A                                              | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4310000 | PA      | $4035970.20   | 0.21%             | 2026-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  11003000 | PA      | $11720082.78  | 0.62%             | 2031-11-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 7% 06/15/2025 144A                                                                 | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   6180000 | PA      | $6089246.70   | 0.32%             | 2025-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 7.125% 08/01/2026 144A                                                                       | CUSIP: 428040CY3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $159200.00    | 0.01%             | 2026-08-01      | Fixed         | 0.07%                 | No            | 3                  | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    625000 | PA      | $548343.75    | 0.03%             | 2030-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.375% 05/15/2027                                                                           | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $6258075.00   | 0.33%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 5.5% 08/01/2023                                                               | CUSIP: 45824TAP0<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   7570000 | PA      | $0.76         | 0.00%             | 2023-08-01      | Fixed         | 0.06%                 | No            | 3                  | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 5.75% 05/15/2025 144A                                                                       | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1920709.22   | 0.10%             | 2025-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                            | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    680000 | PA      | $581344.77    | 0.03%             | 2030-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC                           | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |   4250000 | PA      | $3485000.00   | 0.18%             | 2030-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                                         | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1917525.00   | 0.10%             | 2029-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1819667.20   | 0.10%             | 2031-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1326200.00   | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 5% 10/15/2026 144A                                                                            | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1684375.00   | 0.09%             | 2026-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                     | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                                       | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   4564000 | PA      | $4244520.00   | 0.22%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRIBUNE MEDIA CO                                                                 | TRIBUNE CO Litigation Trust Interest                                                                    | CUSIP: N/A<br>LEI: 5493003IDYU5GPPRFU47       | Long             |  | CORP              | US        |     11217 | NS      | $7515.53      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| COHERENT CORP                                                                    | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1222262.50   | 0.06%             | 2029-12-15      | 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        |   2690000 | PA      | $2291377.13   | 0.12%             | 2030-02-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| TRIBUNE RESOURCES INC                                                            | TRIBUNE RESOURCES INC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    182155 | NS      | $103828.35    | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 4.75% 02/15/2029 144A                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2762472.00   | 0.15%             | 2029-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                                         | WINNEBAGO INDUSTRIES INC 6.25% 07/15/2028 144A                                                          | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1914478.00   | 0.10%             | 2028-07-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| DENBURY INC                                                                      | DENBURY INC                                                                                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     91241 | NS      | $8189792.16   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | FORD MTR CR CO LLC 5.125% 06/16/2025                                                                    | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7810000 | PA      | $7562515.16   | 0.40%             | 2025-06-16      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SUPERIOR ENERGY SERVICES INC                                                     | SUPERIOR ENERGY SERVICES INC A                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15005 | NS      | $1242263.95   | 0.07%             |  |  |  | No            | 3                  | On Loan: No      |
| INFRABUILD AUSTRALIA PTY LTD                                                     | INFRABUILD AUSTRALIA PTY LTD 12% 10/01/2024 144A                                                        | CUSIP: 45682RAA8<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |   5970000 | PA      | $5796661.05   | 0.31%             | 2024-10-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $880480.50    | 0.05%             | 2029-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   6085000 | PA      | $3285900.00   | 0.17%             | 2031-10-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC 4.75% 03/01/2029                                                                     | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1777732.50   | 0.09%             | 2029-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | SPRINT CAPITAL CORP 8.75% 03/15/2032                                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  26030000 | PA      | $31122769.50  | 1.64%             | 2032-03-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP                                                          | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   2913114 | PA      | $19270249.11  | 1.02%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           | 3                  | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1181725.65   | 0.06%             | 2032-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042                                                            | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $239195.60    | 0.01%             | 2042-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 5.75% 11/15/2028 144A                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3065144.85   | 0.16%             | 2028-11-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 4% 11/15/2029 144A                                                                             | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   5785000 | PA      | $5108328.55   | 0.27%             | 2029-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DPL INC                                                                          | DPL INC 4.35% 04/15/2029                                                                                | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9480000 | PA      | $8401650.00   | 0.44%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 5.875% 11/01/2029 144A                           | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2586195.90   | 0.14%             | 2029-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC 5% 04/15/2025 144A                                                                      | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $5892750.00   | 0.31%             | 2025-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE and CO                                                            | JPMORGAN CHASE and CO 6%/VR PERP                                                                        | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  11680000 | PA      | $11563200.00  | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 2.75% 06/01/2026                                                                              | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2283403.50   | 0.12%             | 2026-06-01      | Fixed         | 0.03%                 | 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        |   3300000 | PA      | $2417250.00   | 0.13%             | 2029-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                   | ASHTON WOODS USA LLC/FIN CO 4.625% 08/01/2029 144A                                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1082289.96   | 0.06%             | 2029-08-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 5.75% 03/01/2027 144A                                                                     | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5135000 | PA      | $3866430.86   | 0.20%             | 2027-03-01      | Fixed         | 0.06%                 | 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        |   2630000 | PA      | $2347275.00   | 0.12%             | 2028-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                            | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                             | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10615000 | PA      | $9288125.00   | 0.49%             | 2028-08-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                             | ENLINK MIDSTREAM LLC 6.5% 09/01/2030 144A                                                               | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2183583.00   | 0.12%             | 2030-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| GRIFOLS ESCROW ISSUER SA                                                         | GRIFOLS ESCROW ISSUER SA 4.75% 10/15/2028 144A                                                          | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1085000 | PA      | $911812.30    | 0.05%             | 2028-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                       | MATTEL INC 3.375% 04/01/2026 144A                                                                       | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    745000 | PA      | $684140.95    | 0.04%             | 2026-04-01      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                             | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    681000 | PA      | $616107.51    | 0.03%             | 2028-03-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7280000 | PA      | $6679982.40   | 0.35%             | 2031-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   6180000 | PA      | $6038354.40   | 0.32%             | 2027-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1657615.00   | 0.09%             | 2031-11-15      | Fixed         | 0.04%                 | 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        |   2475000 | PA      | $2295562.50   | 0.12%             | 2028-04-01      | Fixed         | 0.06%                 | 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        |   1795000 | PA      | $1552298.05   | 0.08%             | 2028-06-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BELLRING BRANDS INC                                                              | BELLRING BRANDS INC 7% 03/15/2030 144A                                                                  | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $816346.05    | 0.04%             | 2030-03-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   5840000 | PA      | $2978400.00   | 0.16%             | 2030-04-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | WYNN RESORTS FIN LLC / CAP CORP 7.75% 04/15/2025 144A                                                   | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4684911.00   | 0.25%             | 2025-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA TERM B 1LN 05/07/2025                                                    | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    521838 | PA      | $499659.41    | 0.03%             | 2025-05-07      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP                                             | WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $960419.84    | 0.05%             | 2028-09-15      | 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        |   1355000 | PA      | $1300108.95   | 0.07%             | 2026-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                            | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2757605.90   | 0.15%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS TERM 1LN 04/15/2028                                                                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    923312 | PA      | $695817.53    | 0.04%             | 2028-04-15      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   6990000 | PA      | $5784225.00   | 0.31%             | 2032-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 4% 06/15/2029 144A                                                                        | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1008182.19   | 0.05%             | 2029-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 5.875% 02/01/2029 144A                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   4235000 | PA      | $4019015.00   | 0.21%             | 2029-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 03/15/2026 144A                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    735000 | PA      | $602906.70    | 0.03%             | 2026-03-15      | Fixed         | 0.06%                 | 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        |   3405000 | PA      | $3141487.05   | 0.17%             | 2028-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NCR CORPORATION NEW                                                              | NCR CORPORATION NEW 5.125% 04/15/2029 144A                                                              | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1526872.31   | 0.08%             | 2029-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                              | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 4.75% 04/30/2027 144A                               | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1504597.29   | 0.08%             | 2027-04-30      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                               | AVIS BUDG CAR RENT LLC/FIN INC 5.375% 03/01/2029 144A                                                   | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1293594.88   | 0.07%             | 2029-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 7% 05/01/2026 144A                                                                | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1381133.70   | 0.07%             | 2026-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2832 | NS      | $0.03         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SABLE INTL FINANCE LTD                                                           | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                                | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   4895000 | PA      | $4454939.50   | 0.24%             | 2027-09-07      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 5.875% 02/15/2027 144A                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2890000 | PA      | $2573053.70   | 0.14%             | 2027-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| USI INC                                                                          | USI TERM B 05/16/2024                                                                                   | CUSIP: 90351NAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    437000 | PA      | $435772.03    | 0.02%             | 2024-05-16      | Variable      | 0.06%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                              | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2286245.00   | 0.12%             | 2030-05-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                                        | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3620000 | PA      | $2660700.00   | 0.14%             | 2030-04-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| Fidelity Direct Lending Fund, LP                                                 | Fidelity Direct Lending Fund, LP                                                                        | CUSIP: 316129105<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1184168 | NS      | $11699582.59  | 0.62%             |  |  |  | Yes           | N/A                | 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        |   5755000 | PA      | $5252933.80   | 0.28%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    960000 | PA      | $785434.62    | 0.04%             | 2031-02-15      | Fixed         | 0.04%                 | 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        |   1560000 | PA      | $1333800.00   | 0.07%             | 2030-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC               | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2582482.50   | 0.14%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                                                      | CHEMOURS CO 4.625% 11/15/2029 144A                                                                      | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $1807225.00   | 0.10%             | 2029-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                             | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2543750.00   | 0.13%             | 2028-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                      | MATCH GROUP HLD II LLC 5.625% 02/15/2029 144A                                                           | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1870903.44   | 0.10%             | 2029-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| THE GOLUB CORPORATION                                                            | THE GOLUB CORPORATION TERM 2LN 05/08/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1475060 | PA      | $1436413.18   | 0.08%             | 2026-05-08      | Variable      | 0.18%                 | No            | 3                  | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 5.375% 01/15/2031 144A                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $922599.80    | 0.05%             | 2031-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO 6.1% 08/19/2032                                                                           | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4251809.19   | 0.22%             | 2032-08-19      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5.5% 10/15/2024 144A                                                                         | CUSIP: 428040CS6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $70987.50     | 0.00%             | 2024-10-15      | Fixed         | 0.06%                 | No            | 3                  | On Loan: No      |
| SCRIPPS ESCROW INC                                                               | SCRIPPS ESCROW INC 5.875% 07/15/2027 144A                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2215000 | PA      | $1971350.00   | 0.10%             | 2027-07-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 106763341 | NS      | $106784693.89 | 5.64%             |  |  |  | No            | 1                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5970000 | PA      | $5477475.00   | 0.29%             | 2027-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 3.75% 02/15/2031 144A                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $1833825.00   | 0.10%             | 2031-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP 4.875% 01/15/2029                                                                      | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1829995.20   | 0.10%             | 2029-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                         | GENERAL MTRS FINL CO INC 4.25% 05/15/2023                                                               | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    615000 | PA      | $612790.15    | 0.03%             | 2023-05-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A                                                         | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2320000 | PA      | $2286360.00   | 0.12%             | 2025-04-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FIN CORP              | SUGARHOUSE HS GMNG MEZZ LP/CRP 5.875% 05/15/2025 144A                                                   | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3682674.11   | 0.19%             | 2025-05-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| VICTORIA'S SECRET and CO                                                         | VICTORIA'S SECRET and CO 4.625% 07/15/2029 144A                                                         | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1405260.00   | 0.07%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | BAUSCH HEALTH COS INC 14% 10/15/2030 144A                                                               | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    359000 | PA      | $199173.20    | 0.01%             | 2030-10-15      | Fixed         | 0.14%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2089800.00   | 0.11%             | 2030-11-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                    | BRAND INDUSTRIAL SERVICES INC 8.5% 07/15/2025 144A                                                      | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |  15565000 | PA      | $12315494.95  | 0.65%             | 2025-07-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                                                             | ARAMARK SERVICES INC 6.375% 05/01/2025 144A                                                             | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3403248.20   | 0.18%             | 2025-05-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A                                                         | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  12925000 | PA      | $11928353.25  | 0.63%             | 2026-03-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 6.75% 05/01/2029 144A                                              | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2348163.35   | 0.12%             | 2029-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025                                                             | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1680193.13   | 0.09%             | 2025-09-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.125% 08/15/2031 144A                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3004465.60   | 0.16%             | 2031-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                                                             | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2551136.77   | 0.13%             | 2026-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                              | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1030901.54   | 0.05%             | 2029-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NCL CORP LTD                                                                     | NCL CORP LTD 7.75% 02/15/2029 144A                                                                      | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2575000 | PA      | $2060000.00   | 0.11%             | 2029-02-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $768494.61    | 0.04%             | 2028-09-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4510000 | PA      | $3498542.30   | 0.18%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                            | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $1756334.18   | 0.09%             | 2029-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                | ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025                                                         | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1699394.68   | 0.09%             | 2025-12-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.25% 02/15/2025 144A                                                                    | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4783014.80   | 0.25%             | 2025-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TEGNA INC                                                                        | TEGNA INC 5% 09/15/2029                                                                                 | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1963577.64   | 0.10%             | 2029-09-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA 10.5% 05/15/2027 144A                                                          | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   4240000 | PA      | $3349600.00   | 0.18%             | 2027-05-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| TRAVELPORT FIN (LUX) SARL                                                        | TRAVELPORT TERM 1LN 05/30/2026                                                                          | CUSIP: N/A<br>LEI: 2221005SGFWYZHL40F77       | Long             | LON              | CORP              | LU        |   1389868 | PA      | $933991.09    | 0.05%             | 2026-05-30      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                       | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3498142.25   | 0.18%             | 2030-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 9.25% 04/15/2025 144A                                                                    | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1815450.00   | 0.10%             | 2025-04-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| KEHE DISTRS LLC / KEHE FIN CORP                                                  | KEHE DISTRS LLC / KEHE FIN CORP 8.625% 10/15/2026 144A                                                  | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1676470.00   | 0.09%             | 2026-10-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| NINE ENERGY SERVICE INC                                                          | NINE ENERGY SERVICE INC 8.75% 11/01/2023 144A                                                           | CUSIP: 65441VAA9<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567300.00    | 0.03%             | 2023-11-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8.5% 05/01/2030 144A                                                                    | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    680000 | PA      | $689122.06    | 0.04%             | 2030-05-01      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | KRAFT HEINZ FOODS CO 4.375% 06/01/2046                                                                  | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    645000 | PA      | $543646.04    | 0.03%             | 2046-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| PURE WEST ENERGY                                                                 | PURE WEST ENERGY CVR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1707 | NS      | $0.02         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                       | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                        | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1005970.20   | 0.05%             | 2030-02-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 5% 12/01/2029 144A                                                                           | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1737940.20   | 0.09%             | 2029-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1707420.00   | 0.09%             | 2031-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1824047.75   | 0.10%             | 2029-01-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP 6.25% 12/31/2049                                                                             | CUSIP: 428040CN7<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $3600.00      | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            | 3                  | On Loan: No      |
| DEL MONTE FOODS INC                                                              | DEL MONTE FOODS TERM B 1LN 05/16/2029                                                                   | CUSIP: 24521TAJ5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |   1885000 | PA      | $1824529.20   | 0.10%             | 2029-05-16      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1328000 | PA      | $1117180.00   | 0.06%             | 2028-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                                               | CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    770000 | PA      | $677600.00    | 0.04%             | 2026-10-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                      | UKG TERM 1LN 05/03/2026                                                                                 | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   3918440 | PA      | $3779648.76   | 0.20%             | 2026-05-03      | Variable      | 0.07%                 | 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        |    270000 | PA      | $252158.40    | 0.01%             | 2028-10-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NOBLE CORP PLC                                                                   | NOBLE CORP PLC                                                                                          | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |      7670 | NS      | $284787.10    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                     | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    690000 | PA      | $604267.50    | 0.03%             | 2029-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ENDEAVOR ENERGY RES L P / EER FIN INC                                            | ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4185000 | PA      | $4118877.00   | 0.22%             | 2028-01-30      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 7.375% 09/01/2025 144A                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2381250.00   | 0.13%             | 2025-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | KRAFT HEINZ FOODS CO 5.5% 06/01/2050                                                                    | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    855000 | PA      | $837142.56    | 0.04%             | 2050-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A                                                       | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1510000 | PA      | $1411793.10   | 0.07%             | 2026-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES                                                               | LUMEN TECHNOLOGIES 4% 02/15/2027 144A                                                                   | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3601812.50   | 0.19%             | 2027-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FINASTRA USA INC                                                                 | MISYS LIMITED TERM 2LN 06/13/2025                                                                       | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   4035000 | PA      | $3084273.30   | 0.16%             | 2025-06-13      | Variable      | 0.11%                 | No            | 2                  | On Loan: No      |
| CROCS INC                                                                        | CROCS INC 4.25% 03/15/2029 144A                                                                         | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3065151.43   | 0.16%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| EP ENERGY CORP                                                                   | EP ENERGY CORP ESCROW                                                                                   | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |    218900 | NS      | $1832193.00   | 0.10%             |  |  |  | No            | 3                  | On Loan: No      |
| ARCOSA INC                                                                       | ARCOSA INC 4.375% 04/15/2029 144A                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1239265.71   | 0.07%             | 2029-04-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| AIR CANADA INC                                                                   | AIR CANADA INC 3.875% 08/15/2026 144A                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2110000 | PA      | $1930652.95   | 0.10%             | 2026-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A                                                             | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3336010.60   | 0.18%             | 2043-05-21      | Variable      | 0.06%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3730000 | PA      | $2905670.00   | 0.15%             | 2034-01-15      | Fixed         | 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 4.625% 01/15/2027 144A           | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4269290.35   | 0.23%             | 2027-01-15      | Fixed         | 0.05%                 | 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        |   5200000 | PA      | $4470559.39   | 0.24%             | 2030-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                             | ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A                                                             | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1033500.00   | 0.05%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| HARBOURVEST PARTNERS LP                                                          | HARBOURVEST TERM B 1LN 03/01/2025                                                                       | CUSIP: 41165QAG2<br>LEI: 5493001MCDH7I6NIXC24 | Long             | LON              | CORP              | US        |    250992 | PA      | $247289.55    | 0.01%             | 2025-03-01      | Variable      | 0.06%                 | No            | 2                  | On Loan: No      |
| VS BUYER LLC                                                                     | VEEAM SOFTWARE TERM B 1LN 02/28/2027                                                                    | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    438750 | PA      | $429975.00    | 0.02%             | 2027-02-28      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| NOBLE CORP PLC                                                                   | NOBLE CORP PLC TRANCHE 2 WT 02/04/28                                                                    | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |     27051 | NS      | $489623.10    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| YUM BRANDS INC                                                                   | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2274602.48   | 0.12%             | 2032-01-31      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                    | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3594061.80   | 0.19%             | 2028-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    735000 | PA      | $670687.50    | 0.04%             | 2028-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SPIN HOLDCO INC                                                                  | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   1483575 | PA      | $1323467.59   | 0.07%             | 2028-03-04      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.95% 07/01/2024                                                              | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1326102.72   | 0.07%             | 2024-07-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                         | DIRECTV FINANCING LLC / CO-OBLIGOR INC 5.875% 08/15/2027 144A                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2298537.90   | 0.12%             | 2027-08-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                                                   | CONSTELLIUM SE 5.875% 02/15/2026 144A                                                                   | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    990000 | PA      | $949677.30    | 0.05%             | 2026-02-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SEASPAN CORPORATION                                                              | SEASPAN CORPORATION 6.5% 04/29/2026 144A REGS                                                           | CUSIP: N/A<br>LEI: 5493007Z8Q1H45KT7W98       | Long             | DBT              | CORP              | MH        |   2100000 | PA      | $2063250.00   | 0.11%             | 2026-04-29      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CORECIVIC INC                                                                    | CORECIVIC INC 4.625% 05/01/2023                                                                         | CUSIP: 22025YAP5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253445.78    | 0.01%             | 2023-05-01      | Fixed         | 0.05%                 | 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        |   5120000 | PA      | $4312576.00   | 0.23%             | 2030-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                      | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1136200.00   | 0.06%             | 2031-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 3.125% 05/15/2026 144A                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1587784.18   | 0.08%             | 2026-05-15      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                 | CALIFORNIA RES CORP 7.125% 02/01/2026 144A                                                              | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3632287.50   | 0.19%             | 2026-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                   | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                                        | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1747556.33   | 0.09%             | 2029-06-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ECHO GLOBAL LOGISTICS INC                                                        | ECHO LOGISTICS 3ML+475 1LN 11/23/2028                                                                   | CUSIP: N/A<br>LEI: 549300WRZ9Y84GWVYR04       | Long             | LON              | CORP              | US        |   7307000 | PA      | $7038102.40   | 0.37%             | 2028-11-23      | Variable      | 0.09%                 | No            | 3                  | On Loan: No      |
| AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV           | AXALTA COAT/DUTCH HLD BV 4.75% 06/15/2027 144A                                                          | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2242235.54   | 0.12%             | 2027-06-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD 13% 05/15/2025 144A                                                                  | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2135000 | PA      | $2267826.68   | 0.12%             | 2025-05-15      | Fixed         | 0.13%                 | 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        |   2860000 | PA      | $2395250.00   | 0.13%             | 2029-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP CONV 0% 12/15/2025                                                                    | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3263000 | PA      | $2205461.70   | 0.12%             | 2025-12-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A                                                           | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6830000 | PA      | $6671065.90   | 0.35%             | 2025-09-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1270887.50   | 0.07%             | 2031-03-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP 6.875% 11/15/2031                                                                 | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    330000 | PA      | $288750.00    | 0.02%             | 2031-11-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                               | ARCHROCK PARTNERS LP / FIN CORP 6.875% 04/01/2027 144A                                                  | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $677250.00    | 0.04%             | 2027-04-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                         | ALTERRA MOUNTAIN TERM B-2 1LN 08/17/2028                                                                | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     42991 | PA      | $42345.90     | 0.00%             | 2028-08-17      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| EINSTEIN MERGER SUB INC                                                          | ECHO GLOBAL LOGISTICS TERM 2LN 11/23/2029                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    915000 | PA      | $910425.00    | 0.05%             | 2029-11-23      | Variable      | 0.11%                 | No            | 3                  | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                                            | TRANSOCEAN SENTRY LTD 5.375% 05/15/2023 144A                                                            | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1789445 | PA      | $1772105.99   | 0.09%             | 2023-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1469553.25   | 0.08%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SPRINGER NATURE DEUTSCHLAND GMBH                                                 | SPRINGER NATURE TERM B18 1LN 08/14/26                                                                   | CUSIP: N/A<br>LEI: 549300WM0X4AUT710770       | Long             | LON              | CORP              | DE        |   1130162 | PA      | $1121335.89   | 0.06%             | 2026-08-14      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS CORP 5.75% 12/01/2028 144A                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1188188.25   | 0.06%             | 2028-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                 | BERRY GLOBAL INC 4.5% 02/15/2026 144A                                                                   | CUSIP: 08576PAA9<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2047199.55   | 0.11%             | 2026-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| Fidelity Revere Street Trust                                                     | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  10273898 | NS      | $10274925.00  | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 6% 01/15/2030 144A                                                 | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2483479.80   | 0.13%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                   | ALLIANT TERM B-2 1LN 05/09/2025                                                                         | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1993050 | PA      | $1950697.69   | 0.10%             | 2025-05-09      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                       | INTELSAT JACKSON HLDGS SA 8.5% 10/15/2024 144A                                                          | CUSIP: 45824TBA2<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   2965000 | PA      | $0.30         | 0.00%             | 2024-10-15      | Fixed         | 0.09%                 | No            | 3                  | On Loan: No      |
| CENTENE CORP DEL                                                                 | CENTENE CORP 4.625% 12/15/2029                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3556618.88   | 0.19%             | 2029-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TRI POINTE HOMES INC                                                             | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                    | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $717199.15    | 0.04%             | 2028-06-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 5.75% 02/01/2025                                                                  | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   4196000 | PA      | $4028160.00   | 0.21%             | 2025-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                   | PBF HLDG CO LLC / PBF FIN CORP 7.25% 06/15/2025                                                         | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5120387.50   | 0.27%             | 2025-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $5436350.85   | 0.29%             | 2028-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                        | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $752656.54    | 0.04%             | 2029-06-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 7.5% 04/01/2028 144A                                                                   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $3540145.95   | 0.19%             | 2028-04-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3373427.45   | 0.18%             | 2028-03-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                     | JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    425801 | NS      | $26642368.57  | 1.41%             |  |  |  | No            | 3                  | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                             | ZAYO GROUP HLDGS INC 6.125% 03/01/2028 144A                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1147387.50   | 0.06%             | 2028-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.75% 04/15/2028 144A                                                | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1020724.71   | 0.05%             | 2028-04-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                         | NEXSTAR BROADCASTING INC 5.625% 07/15/2027 144A                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2597744.60   | 0.14%             | 2027-07-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $4941505.80   | 0.26%             | 2027-08-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASGN INC                                                                         | ASGN INC 4.625% 05/15/2028 144A                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5243437.50   | 0.28%             | 2028-05-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC 7.125% 06/15/2026 144A                                                                   | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3320000 | PA      | $3245300.00   | 0.17%             | 2026-06-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4825000 | PA      | $4021203.25   | 0.21%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC 4% 09/01/2028                                                                       | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    860000 | PA      | $732694.20    | 0.04%             | 2028-09-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ TERM 1LN DIP 12/31/2049                                                                         | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |   3964252 | PA      | $0.40         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                 | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1210265.70   | 0.06%             | 2032-02-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| RP ESCROW ISSUER LLC                                                             | RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A                                                              | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2295000 | PA      | $1921683.83   | 0.10%             | 2025-12-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASCEND LEARNING LLC                                                              | ASCEND LEARNING TERM 2LN 12/10/2029                                                                     | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    305000 | PA      | $258487.50    | 0.01%             | 2029-12-10      | Variable      | 0.10%                 | No            | 2                  | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                                                         | FIRST EAGLE TERM B 1LN 02/01/2027                                                                       | CUSIP: 05554JAH0<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |   1065090 | PA      | $1036747.50   | 0.05%             | 2027-02-01      | Variable      | 0.06%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                             | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515000 | PA      | $408772.93    | 0.02%             | 2026-08-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 10.5% 06/30/2028                                                                      | CUSIP: 36162JAC0<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2484643.70   | 0.13%             | 2028-06-30      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RES LTD 8% 11/01/2027 144A                                                                      | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   2835000 | PA      | $2912679.00   | 0.15%             | 2027-11-01      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5% 11/15/2031 144A                                                                     | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1446626.94   | 0.08%             | 2031-11-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                                | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                                                 | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   7410000 | PA      | $6113250.00   | 0.32%             | 2031-06-30      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                            | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  16150000 | PA      | $14732310.04  | 0.78%             | 2030-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                              | ALLEGIANT TRAVEL CO 7.25% 08/15/2027 144A                                                               | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1505046.30   | 0.08%             | 2027-08-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                 | CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A                                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4415000 | PA      | $3503788.15   | 0.19%             | 2033-06-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                     | SCIENTIFIC GAMES LOTTERY TERM B 1LN 04/04/2029                                                          | CUSIP: 80875CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    455000 | PA      | $433956.25    | 0.02%             | 2029-04-04      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORPORATION 6.1% VAR PERP                                                               | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   3690000 | PA      | $3598192.80   | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                             | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                  | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   4030000 | PA      | $3616925.00   | 0.19%             | 2029-04-11      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                         | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                          | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1120500.00   | 0.06%             | 2029-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1683759.30   | 0.09%             | 2028-06-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029                                                  | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615475 | PA      | $491275.22    | 0.03%             | 2029-11-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BATH and BODY WORKS INC                                                          | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $4723028.10   | 0.25%             | 2030-10-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                          | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2097900.00   | 0.11%             | 2028-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | IHEARTCOMMUNICATIONS INC 9% 12/31/2049                                                                  | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | DBT              | CORP              | US        |    780000 | PA      | $0.08         | 0.00%             | 2049-12-31      | Fixed         | 0.09%                 | No            | 3                  | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                                | LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   2520000 | PA      | $2080853.86   | 0.11%             | 2029-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                          | ATI INC 4.875% 10/01/2029                                                                               | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1027176.96   | 0.05%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 4.5% 07/15/2044                                                               | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    815000 | PA      | $652000.00    | 0.03%             | 2044-07-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 8.375% 09/15/2028                                                                | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2596083.63   | 0.14%             | 2028-09-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD                                                    | CARNIVAL HOLDINGS BERMUDA LTD 10.375% 05/01/2028 144A                                                   | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5095000 | PA      | $5304914.00   | 0.28%             | 2028-05-01      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2590000 | PA      | $1923075.00   | 0.10%             | 2029-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 4.25% 07/01/2026 144A                                                       | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4375000 | PA      | $3596894.57   | 0.19%             | 2026-07-01      | Fixed         | 0.04%                 | 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        |   3005000 | PA      | $2704439.90   | 0.14%             | 2028-04-30      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| GEO GROUP INC/THE                                                                | GEO GROUP INC/THE 9.5% 12/31/2028 144A                                                                  | CUSIP: 36162JAD8<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |   6055000 | PA      | $5734191.93   | 0.30%             | 2028-12-31      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6860000 | PA      | $4949764.40   | 0.26%             | 2030-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| KUEHG CORP                                                                       | KINDERCARE TERM 2LN 08/22/2025                                                                          | CUSIP: 50118YAB5<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   2230000 | PA      | $2139997.20   | 0.11%             | 2025-08-22      | Variable      | 0.12%                 | No            | 2                  | On Loan: No      |
| CABAZON FINANCE AUTHORITY                                                        | CABAZON FINANCE AUTHORITY PIK TERM 03/07/2024                                                           | CUSIP: 12679LAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2968191 | PA      | $2842042.91   | 0.15%             | 2024-03-07      | Variable      | 0.11%                 | No            | 3                  | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                          | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                          | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   9979000 | PA      | $9488157.94   | 0.50%             | 2026-07-31      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SOFTBANK SVF II CAYMAN LP                                                        | SOFTBANK SVF II CAYMAN LP TERM 1LN 12/31/2024                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10391415 | PA      | $10090063.88  | 0.53%             | 2024-12-31      | Variable      | 0.05%                 | No            | 3                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1975000 | PA      | $1636487.59   | 0.09%             | 2027-07-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                     | CHOBANI LLC/FINANCE CORP INC 7.5% 04/15/2025 144A                                                       | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $439857.00    | 0.02%             | 2025-04-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SOUTHEASTERN GROCERS INC                                                         | SOUTHEASTERN GROCERS INC                                                                                | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    687397 | NS      | $15968232.31  | 0.84%             |  |  |  | Yes           | 3                  | 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        |   1655000 | PA      | $1378652.24   | 0.07%             | 2029-03-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO                                                                    | ZIGGO BOND CO 6% 01/15/2027 144A                                                                        | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   4760000 | PA      | $4391100.00   | 0.23%             | 2027-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                                                      | ASURION TERM B10 1LN 08/17/2028                                                                         | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   4300000 | PA      | $3760694.00   | 0.20%             | 2028-08-17      | Variable      | 0.08%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4140034.06   | 0.22%             | 2028-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5328487.50   | 0.28%             | 2028-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| CROWNROCK L P / CROWNROCK FIN INC                                                | CROWNROCK LP / CROWNROCK FIN INC 5% 05/01/2029 144A                                                     | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $764139.50    | 0.04%             | 2029-05-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ANASTASIA PARENT LLC                                                             | ANASTASIA BEVERLY HILLS TERM B 08/10/2025                                                               | CUSIP: 03275UAB1<br>LEI: 254900JLBMA86EYGCG20 | Long             | LON              | CORP              | US        |   4923077 | PA      | $3626830.78   | 0.19%             | 2025-08-10      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FING SA                                                                   | ALTICE FING SA 5% 01/15/2028 144A                                                                       | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2375000 | PA      | $1937715.00   | 0.10%             | 2028-01-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $1987825.00   | 0.11%             | 2030-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PPTY TR INC 4.75% 03/15/2025                                                                   | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2316211.31   | 0.12%             | 2025-03-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                           | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                            | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9895000 | PA      | $9114235.03   | 0.48%             | 2027-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                        | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $722250.00    | 0.04%             | 2028-08-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP                                | ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A                                  | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3160523.98   | 0.17%             | 2026-01-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TRIBUNE RESOURCES INC                                                            | TRIBUNE RESOURCES INC CL A 1LN WT 3/30/23                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     51925 | NS      | $0.52         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AHP HEALTH PARTNERS INC                                                          | AHP HEALTH PARTNERS INC 5.75% 07/15/2029 144A                                                           | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2088693.75   | 0.11%             | 2029-07-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                           | PECF USS INTERMEDIATE HOLDING III CORP 8% 11/15/2029 144A                                               | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $518437.50    | 0.03%             | 2029-11-15      | Fixed         | 0.08%                 | No            | 2                  | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |    214437 | NS      | $13262909.41  | 0.70%             |  |  |  | No            | 3                  | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                      | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $1739860.68   | 0.09%             | 2047-12-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5018834.24   | 0.27%             | 2027-06-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                        | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $935593.75    | 0.05%             | 2029-01-15      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| INTERGEN NV                                                                      | INTERGEN NV 7% 06/30/2023 144A                                                                          | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |  29300000 | PA      | $28663110.00  | 1.51%             | 2023-06-30      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $6363.07      | 0.00%             | 2026-05-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8330000 | PA      | $8690147.55   | 0.46%             | 2030-09-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                           | ATHENAHEALTH GROUP INC 6.5% 02/15/2030 144A                                                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   8510000 | PA      | $6373156.02   | 0.34%             | 2030-02-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1284228.07   | 0.07%             | 2032-02-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                                                      | VISTRA CORP                                                                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    220662 | NS      | $5368706.46   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                     | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  11675000 | PA      | $8554155.75   | 0.45%             | 2031-02-15      | Fixed         | 0.05%                 | 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        |   3250000 | PA      | $2999360.00   | 0.16%             | 2028-10-15      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 6.875% 05/01/2025 144A                                                       | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    995000 | PA      | $995000.00    | 0.05%             | 2025-05-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| 1375209 BC LTD                                                                   | 1375209 BC LTD 9% 01/30/2028 144A                                                                       | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1023000 | PA      | $1005097.50   | 0.05%             | 2028-01-30      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                           | SOUTHWESTERN ENERGY CO 4.75% 02/01/2032                                                                 | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1866586.48   | 0.10%             | 2032-02-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PHOENIX NEWCO INC                                                                | PAREXEL TERM B 1LN 11/15/2028                                                                           | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   1129325 | PA      | $1084581.14   | 0.06%             | 2028-11-15      | Variable      | 0.07%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                     | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1615000 | PA      | $1353870.65   | 0.07%             | 2031-04-01      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.875% 12/01/2027                                                                               | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2311434.40   | 0.12%             | 2027-12-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                          | NGL ENERGY OPER LLC/FIN CORP 7.5% 02/01/2026 144A                                                       | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7325000 | PA      | $6616063.06   | 0.35%             | 2026-02-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                          | TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A                                                          | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3285000 | PA      | $2496600.00   | 0.13%             | 2027-12-15      | Fixed         | 0.09%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | KRAFT HEINZ FOODS CO 4.875% 10/01/2049                                                                  | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2890655.61   | 0.15%             | 2049-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| TERRAFORM GLOBAL OPERATING                                                       | TERRAFORM GLOBAL OPERATING 6.125% 03/01/2026 144A                                                       | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2292538.50   | 0.12%             | 2026-03-01      | Fixed         | 0.06%                 | 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        |   5190000 | PA      | $4612197.30   | 0.24%             | 2030-04-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2995000 | PA      | $2840997.10   | 0.15%             | 2027-10-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| REAL HERO MERGER SUB 2                                                           | REAL HERO MERGER SUB 2 6.25% 02/01/2029 144A                                                            | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $472650.00    | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                                             | SRS DISTRIBUTION INC 4.625% 07/01/2028 144A                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1631002.50   | 0.09%             | 2028-07-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| QORVO INC                                                                        | QORVO INC 4.375% 10/15/2029                                                                             | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   5505000 | PA      | $4885247.10   | 0.26%             | 2029-10-15      | Fixed         | 0.04%                 | No            | 2                  | On Loan: No      |
| NUMERICABLE US LLC                                                               | NUMERICABLE / ALTICE FRANCE TERM B-13 08/14/2026                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1056000 | PA      | $1017276.48   | 0.05%             | 2026-08-14      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| COLGATE ENERGY PARTNERS III LLC                                                  | COLGATE ENERGY PARTNERS III LLC 5.875% 07/01/2029 144A                                                  | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2401200.00   | 0.13%             | 2029-07-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2073408.05   | 0.11%             | 2031-06-01      | Fixed         | 0.04%                 | 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        |   7620000 | PA      | $6331077.00   | 0.33%             | 2029-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ATI INC                                                                          | ATI INC 5.125% 10/01/2031                                                                               | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    845000 | PA      | $713617.83    | 0.04%             | 2031-10-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                     | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2118171.21   | 0.11%             | 2027-12-01      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| CEC ENTERTAINMENT LLC                                                            | CEC ENTERTAINMENT LLC 6.75% 05/01/2026 144A                                                             | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2104672.50   | 0.11%             | 2026-05-01      | Fixed         | 0.07%                 | 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        |   3485000 | PA      | $3403625.25   | 0.18%             | 2029-03-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| AKUMIN INC                                                                       | AKUMIN INC 7% 11/01/2025 144A                                                                           | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4155000 | PA      | $3199973.25   | 0.17%             | 2025-11-01      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC                | NAVIOS SOUTH AMERN LOG/FIN US 10.75% 07/01/2025 144A                                                    | CUSIP: 63938NAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |   5110000 | PA      | $4768268.75   | 0.25%             | 2025-07-01      | Fixed         | 0.11%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 6.5% 07/15/2028                                                                            | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    920000 | PA      | $890100.00    | 0.05%             | 2028-07-15      | Fixed         | 0.07%                 | No            | 2                  | On Loan: No      |
| SUBURBAN PROPANE LP/ENGY FIN C                                                   | SUBURBAN PROPANE LP/ENGY FIN C 5.875% 03/01/2027                                                        | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3694899.56   | 0.20%             | 2027-03-01      | Fixed         | 0.06%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer